Harvest CLO DAC (HARVT) XXVIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AKFQ4.100-Kll-III--Epzuftpc3cEc-503xAo+50-836.00000
T-2MHF34.000-Wkk-III--Dossy3oOy-1543yZj+154-344.00000
MPGG92.200-Czz3-MMM--Jusjvwbv3nWk-4703lIf+470-951.00000
SVKY61.900-X3-S---Sjulphtq3kFd-10503hPe+960-68.70000
OtcTSI27.400-GF-MS---------
BZTW76.900-Tk2-DD--Pfwkqcii3rZr-2403nAb+240-999.00000
FYMC95.400-M2-Q--Uwkaowfh3rJc-3403tJe+340-914.00000
P-1HND418.200-Kdd-LLL--Olwcrkjq3aQh-1103pIg+110-752.00000
SCAF9.241-GR-ZR--------Retained
DPFB56.400-Uc3-WW---Kfvkxhtp3dPo-7953bGu+733-10.00000
Tranche Comments
A: First Pay: 2022-10-25; Redemption: 2023-10-12; P-1: First Pay: 2022-10-25; Redemption: 2023-10-12; T-2: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; F: First Pay: 2022-10-25; Redemption: 2023-10-12; M: First Pay: 2022-10-25; Redemption: 2023-10-12; D: First Pay: 2022-10-25; Redemption: 2023-10-12; S: First Pay: 2022-10-25; Redemption: 2023-10-12; S: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Qop Dtaa Xvztoag 1.00
Risk Retention
LD - Qjtz DX - Qjt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 5, 2006
WAL Test Period (YRS)
2
WAL Test Period End Date
Apr 10, 2023

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan