Harvest CLO DAC (HARVT) XXVII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FXCZ71.000-O2-B13.10%-Sqfwaykf3xEh-2153zOf+215-850.00000
PDYX58.000-Y3-A-6.40%-Arvfecjt3fOs-9303gOj+885-35.00000
QXFX177.000-Snn-MMM35.30%-Izfdhhpt3hCd-1003rIp+100-843.00000
X1EMC93.500-Vn2-II47.60%-Zhvsjhvx3oJd-1703eBj+170-629.00000
FOOV16.100-Eaa3-QQQ17.10%-Zfqbrkka3qVp-3403zQi+340-437.00000
IZQG3.790-QT-WF--------Retained
H2AAH68.400-Dk2-CC48.60%-AaicdYPY--2.150%2.150%486.00000
RGOR59.000-Ko3-XX-7.70%-Isuatomp3oRr-6403hNn+619-98.90000
RjmIHR53.500-NN-IJ--------Retained
Tranche Comments
Q: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Vcf J; X1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Let F; H2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Afn A; F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Gxw B; F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Gvy J; R: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Cdc L; P: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144T/Ymp U; I: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Cyq V; Rjm: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Tlz B;
Deal Comments
Lcx Jqpp Nwxwcfg 2.00
Originator(s)
Hrvjzwuwfr Ffjxww Vnrnzjnjrw (HFV)
Risk Retention
YB - Kxxvvxwnvj/Dxvvvwvnxxi BG - Gxxsvvw Gves Kvxoxdx
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 4, 2017