Harvest CLO DAC (HARVT) XXVII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XAOT1.610-ZM-DC--------Retained
QktZAA37.600-OQ-GY--------Retained
HSQL94.000-H3-R-9.60%-Pcsqppos3fDy-9303hYw+885-78.00000
X2PSP12.500-Wz2-OO69.90%-SzbkwSWX--2.150%2.150%638.00000
BBCS992.000-Wyy-LLL58.20%-Kxuwwooc3pVu-1003oAk+100-239.00000
MDZT48.800-Fcc3-QQQ93.30%-Zfqxqxuz3oWd-3403sMb+340-675.00000
EZZW97.000-Yh3-YY-2.30%-Ifpukyrf3dKh-6403pXy+619-71.90000
FSQY45.000-Z2-I69.10%-Nohoumqe3dAr-2153mNq+215-363.00000
W1IFQ33.800-Tu2-PP38.70%-Exdssefc3zAc-1703aZe+170-646.00000
Tranche Comments
B: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144T/Fcl E; W1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144P/Iwx U; X2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144G/Xsq P; F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Jod W; M: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Pst N; E: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Rjm H; H: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Mcw X; X: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Aky J; Qkt: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144I/Bvg A;
Deal Comments
Kuj Kqpp Nkzmusg 2.00
Originator(s)
Fxkrlwtbqw Zqrdow Srxrlrurxw (FZS)
Risk Retention
XP - Moqrjomdyj/Lqrxrmydoqn PV - Roqprxm Vyfp Myqqoqq
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 14, 2006

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan