Harvest CLO DAC (HARVT) XXV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SVME78.1108.30-BB-II-8.20%-Urpkjmri3bVv-6603pUo+632-21.00000
QBII75.30042.20-H-Z-9.80%-Xukqprwk3iUe-9403pPo+895-46.00000
CITW57.4203.80-RH53.93%-Urdeprvp3fGt-2403qAx+240-360.00000
P-1OND31.9107.30-ZZEE53.50%-Gphkqhuo3lZj-1803sYi+180-261.00000
ANOI78.9401.00-OOOYYY-49.00%-Dehsfktp3xRw-3453jTv+345-584.00000
OVQV782.8609.00-DDDVVV40.56%-Raelbtaz3vWi-953fXe+95-913.00000
DlcBOL56.250--JFVJ--------Retained
X-2AAC18.5005.20-DDZZ62.80%-LrquqXVF--2.05%2.050%405.00000
NIFZ75.000--OUNX--------Retained
Tranche Comments
O: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144P/Ddz B; P-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144X/Iip F; X-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Kqi H; C: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144Y/Wup B; A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Uhg Y; S: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Bth M; Q: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Apc V; N: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Jni P; Dlc: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Auo S;
Deal Comments
Jvsvz. Wuj Azbb Tvfruok 2.00
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan