Harvest CLO XX: 01 December 2018

Another cash flow collateralised loan obligation from manager Investcorp Credit Management EU Limited, where the underlaying assets will be a portfolio of mostly European leveraged loans and bonds.

Eligibility/test criteria (includes): a minimum of 96% in senior secured loans and/or senior secured bonds; a minimum of 70% in senior secured loans; a max of 20% in non-euro obligations; a max of 10% in fixed rate obligations; a max of 5% in participations; a max of 30% in Covenant-Lite Loans; no long-dated assets.

There will be a 4.5-year reinvestment period and an 8.5-year weighted average life.