Harvest CLO DAC (HARVT) XXI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2-ZDPS89.000-Btt-DDD84.70%-VapzlZOT--1.040%1.040%684.00000
I-CQKR37.100-Tcc3-WWW-35.60%-Xrdroiss3xXi-3403yAb+340-365.00000
G-UVKA51.000-V2-F14.10%-Wkhvkcqo3rQp-2303bJc+230-532.00000
D-2-OVYR2.000-Ci2-AA56.50%-OgmjcOCZ--2.000%2.000%114.00000
T-1-WAKG318.000-Abb-AAA--Ozpxjabn3hGc-763lEv+76-529.00000
J-1-BWOD91.900-Qt2-SS--Klokollm3jVp-1603hFh+160-819.00000
Tranche Comments
T-1-W: First Pay: 2021-07-15; Redemption: 2022-04-22; F-2-Z: First Pay: 2021-07-15; Redemption: 2022-04-22; J-1-B: First Pay: 2021-07-15; Redemption: 2022-04-22; D-2-O: First Pay: 2021-07-15; Redemption: 2022-04-22; G-U: First Pay: 2021-07-15; Redemption: 2022-04-22; I-C: First Pay: 2021-07-15; Redemption: 2022-04-22;
Deal Comments
Vjetpapntpm. Dsp Fall Ljrtstz 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 24, 2015
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 22, 2022

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan