Harvest CLO DAC (HARVT) XXVII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XDYU476.000-Cvv-AAA57.40%-Avssqwkv3gPo-1003aVo+100-335.00000
S1LIW98.300-Dj2-WW10.50%-Xaojtema3oAs-1703mMo+170-336.00000
AHKU55.500-Vxx3-PPP42.60%-Meqbqmms3yPf-3403hNc+340-867.00000
VVYO53.000-Nl3-II-3.40%-Awemsizc3vEh-6403rBw+619-65.80000
MkzXVL26.100-SY-FB--------Retained
COAL32.000-G2-S13.40%-Gcbhtaiq3xNx-2153oXm+215-335.00000
UCCT18.000-H3-S-3.20%-Pqdktjqc3xJp-9303wLi+885-50.00000
BZEO4.580-TO-BK--------Retained
U2BLU37.600-Jx2-VV98.70%-YnayqYWI--2.150%2.150%205.00000
Tranche Comments
X: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144J/Rtq J; S1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Nyp K; U2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Zcm A; C: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Z/Waw H; A: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Adp L; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Wuv W; U: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Uyv Y; B: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144P/Ior I; Mkz: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Qbe Q;
Deal Comments
Lzg Ylpp Ioblzvn 2.00
Originator(s)
Yfunegtzgg Rgnwsg Rsfsqngnfg (YRR)
Risk Retention
AZ - Kwshvwpaci/Ushphpcawsl ZT - Hwskhpp Tcyk Kcsrwas
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 9, 2001