Harvest CLO DAC (HARVT) XXVIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ODBK45.200-E2-R--Ojkkxmqh3gZi-3403fTf+340-683.00000
A-1WEH260.100-Ytt-ZZZ--Ohvfuybx3pUk-1103mMa+110-104.00000
YIUE57.900-Qy2-BB--Wvsmytew3zCz-2403jIi+240-413.00000
JDAH8.949-KI-ET--------Retained
EDEK65.500-Ft3-UU---Afvmkfep3yQh-7953oXo+733-62.00000
TGZB3.400-Kmm-JJJ--Ohxxfmdf3gFz-503pCf+50-604.00000
K-2HXD23.000-Oxx-SSS--Eyrwj3tKc-1543zTe+154-845.00000
YzhIXN36.900-AO-OC---------
CSED42.700-Zss3-LLL--Hcxypssd3kVt-4703rSw+470-249.00000
ZPOK65.700-Q3-Q---Lhraxbog3oZd-10503cLv+960-23.60000
Tranche Comments
T: First Pay: 2022-10-25; Redemption: 2023-10-12; A-1: First Pay: 2022-10-25; Redemption: 2023-10-12; K-2: First Pay: 2022-10-25; Redemption: 2023-10-12; Y: First Pay: 2022-10-25; Redemption: 2023-10-12; O: First Pay: 2022-10-25; Redemption: 2023-10-12; C: First Pay: 2022-10-25; Redemption: 2023-10-12; E: First Pay: 2022-10-25; Redemption: 2023-10-12; Z: First Pay: 2022-10-25; Redemption: 2023-10-12; J: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Yci Xpbb Heoycis 1.00
Risk Retention
OA - Agxt AI - Agx
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 7, 2003
Refinancing
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Jun 28, 2027