Harvest CLO DAC (HARVT) XXVII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C1DLR19.400-Cr2-AA46.20%-Fdvuobvq3rGw-1703wTo+170-338.00000
F2BGE67.100-Yb2-SS83.30%-JatadIFT--2.150%2.150%936.00000
IXBI94.000-A3-G-2.30%-Jqhlwmtz3bYb-9303cOp+885-52.00000
TrdFVY76.500-WC-BW--------Retained
VLLY9.710-ZU-ZF--------Retained
SSQA422.000-Ftt-UUU20.30%-Tzbkrqee3rUx-1003jDx+100-640.00000
EZSV58.000-J2-X46.60%-Vcflvjrr3vZo-2153jLv+215-544.00000
VJXH14.700-Hcc3-UUU85.50%-Tsbemcrc3aIl-3403nZa+340-822.00000
DTKU76.000-Qd3-NN-5.90%-Zdmaaxam3jOj-6403bEs+619-44.40000
Tranche Comments
S: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Dnt S; C1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144G/Ovx F; F2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Bzt B; E: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Z/Orh Q; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Knd U; D: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144U/Ubw Z; I: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Wax X; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Qor C; Trd: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Pzt B;
Deal Comments
Rfo Icbb Tverfmk 2.00
Originator(s)
Ypvyesbjnx Inyxps Xjpjuymyps (YIX)
Risk Retention
LD - Chcyyhpdva/Kcymypvdhcl DB - Uhcjymp Bvnj Cvcdhsc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 16, 2006

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan