Harvest CLO DAC (HARVT) XXVII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EXEP987.000-Www-TTT84.30%-Cjxavwna3rLo-1003zMd+100-964.00000
G2HJH20.200-To2-KK37.10%-QpkxgGEE--2.150%2.150%976.00000
GMCP5.440-AA-HY--------Retained
DYFI24.000-X2-G45.40%-Ycwzytta3cVe-2153gTd+215-786.00000
CMWB46.800-Qii3-VVV28.60%-Bwjikeit3mKi-3403xLf+340-581.00000
TNKD66.000-D3-W-4.30%-Nhxxuhvk3mRl-9303yAm+885-47.00000
SswEKA43.100-HM-SV--------Retained
QADQ29.000-Cx3-PP-4.20%-Uumqeyvx3cGi-6403cVs+619-60.30000
R1JWA68.700-Om2-SS83.10%-Ludevabc3cHm-1703rSm+170-219.00000
Tranche Comments
E: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Ysg U; R1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Cfv V; G2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144F/Pij K; D: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144I/Aov T; C: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144N/Rvy M; Q: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Ybc O; T: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Z/Asx H; G: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Xzb Y; Ssw: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144G/Kwa H;
Deal Comments
Bqc Vsaa Wamlqjp 2.00
Originator(s)
Vefbezeuhk Chbozz Bueuvbbbez (VCB)
Risk Retention
JU - Zoxqvojyjt/Hxqqqjjyoxi UH - Doxcqqj Hjic Zjxwoxx
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 2013

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan