Harvest CLO DAC (HARVT) XXIX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR232.000--AAAAAA42.00%-Floating3mEu-1603mEu+160 --
BEUR50.000--AAAA29.50%-Floating3mEu-3333mEu+333--
CEUR21.000--AA24.25%-Floating3mEu-4173mEu+417--
DEUR25.500--BBBBBB-17.88%-Floating3mEu-6403mEu+640--
EEUR17.500--BB-BB-13.50%-Floating3mEu-8123mEu+812--
FEUR18.000--B-B-9.00%-Floating3mEu-11813mEu+1181--
ZEUR0.250--NRNR--------Retained
SubEUR26.500--NRNR--------Retained
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15; B: First Pay: 2023-01-15; Redemption: 2024-07-15; C: First Pay: 2023-01-15; Redemption: 2024-07-15; D: First Pay: 2023-01-15; Redemption: 2024-07-15; E: First Pay: 2023-01-15; Redemption: 2024-07-15; F: First Pay: 2023-01-15; Redemption: 2024-07-15; Z: First Pay: 2023-01-15; Redemption: 2024-07-15; Sub: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Non Call Period: 2.00
Originator(s)
Investcorp Credit Management EU Ltd
Reinvestment Period (YRS)
4.45
Reinvestment Period End Date
Jan 14, 2027
WAL Test Period (YRS)
8.5