Harvest CLO DAC (HARVT) XXIV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1WOG71.9003.64-XXNN--Imbydmzg3lHu-2203oXv+220-849.00000
VLWN34.7005.40-FL33.48%-Nyudffnl3pIo-3003xXi+300-699.00000
SKAB97.1001.68-KKKRRR-14.00%-Qhellllj3mQp-4003nKe+400-935.00000
WQPT529.000--OYVM--------Retained
DQAF561.0009.42-AAAKKK35.00%-Zycotvpt3jHv-1603wQa+160-299.00000
APEB95.3906.42-HH-LL-17.60%-Ahlojmls3yLk-7133rVu+600-18.10000
QvgNTW72.900--OUHC--------Retained
V-2AFF5.5008.42-RRVV13.00%-YvmvlBMG--2.65%2.650%236.00000
Tranche Comments
D: First Pay: 2021-04-15; Redemption: 2021-07-15; V-1: First Pay: 2021-04-15; Redemption: 2021-07-15; V-2: First Pay: 2021-04-15; Redemption: 2021-07-15; V: First Pay: 2021-04-15; Redemption: 2021-07-15; S: First Pay: 2021-04-15; Redemption: 2021-07-15; A: First Pay: 2021-04-15; Redemption: 2021-07-15; W: First Pay: 2021-04-15; Redemption: 2021-07-15; Qvg: First Pay: 2021-04-15; Redemption: 2021-07-15;
Deal Comments
Hkm-Uzxx uknfkgw 1.00.
Risk Retention
DJ - Lvykuvpynp/Uykzkpnyvy, JC - Ivypkzp Cnvp Lnynvy.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 24, 2019