Harvest CLO DAC (HARVT) XXVIII

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
HARVT XXVIII (EUR 451m)Investcorp Holdings BSC (fka Investcorp Bank BSC)EMEA
Mar 17, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
UKJB44.400-A2-J--Xmbozslq3nHh--3403cWg+340-347.00000
CWYJ9.200-Pbb-OOO--Rmjyscsj3bBd--503xJm+50-352.00000
GBNR7.675-NX-TN---------Retained
JDUG66.600-Ct3-FF---Fhebtrcf3mVs--7953qFe+733-36.00000
PVHJ67.900-Z3-J---Defoxilb3sFs--10503aVk+960-55.50000
AmuXBQ66.300-LP-PX----------
U-2WIW16.000-Pss-MMM--Yzbyg3oAz--1543xLr+154-983.00000
SJHL32.200-Ui2-KK--Vjyszzxs3wYr--2403dAl+240-967.00000
Y-1HBO397.200-Jkk-AAA--Kcsoytkj3eGc--1103aFl+110-389.00000
EEWP20.200-Moo3-SSS--Ybdzqjbx3nRh--4703oYp+470-172.00000
Tranche Comments
C: First Pay: 2022-10-25; Redemption: 2023-10-12; Y-1: First Pay: 2022-10-25; Redemption: 2023-10-12; U-2: First Pay: 2022-10-25; Redemption: 2023-10-12; S: First Pay: 2022-10-25; Redemption: 2023-10-12; U: First Pay: 2022-10-25; Redemption: 2023-10-12; E: First Pay: 2022-10-25; Redemption: 2023-10-12; J: First Pay: 2022-10-25; Redemption: 2023-10-12; P: First Pay: 2022-10-25; Redemption: 2023-10-12; G: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Fkz Rvmm Xgpkkcq 1.00
Risk Retention
WF - Uuaz FD - Uua
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 11, 2000
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 26, 2013

Commentary 

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