Harvest CLO DAC (HARVT) XXVIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DFXI2.600-Vll-EEE--Hzfwefjl3tKy-503oTk+50-580.00000
T-1ZGQ598.500-Dee-EEE--Purquaaf3mQw-1103bTr+110-459.00000
SMQT71.500-P3-G---Mschfqql3qXr-10503eGb+960-55.80000
PONU87.400-T2-X--Cyllrxmr3cOs-3403hHc+340-260.00000
QZHF3.702-IH-BA--------Retained
IMMV54.900-Chh3-RRR--Zwcyyxax3eXw-4703dWc+470-996.00000
FLAK16.200-Iv2-JJ--Mmqqkzpq3cOc-2403hRh+240-226.00000
GoiWJX44.400-VN-ZG---------
X-2PJZ25.000-Kqq-BBB--Xwfzp3tNd-1543nLr+154-736.00000
KZZC25.500-Gm3-LL---Iwywjzlq3nZm-7953aMb+733-78.00000
Tranche Comments
D: First Pay: 2022-10-25; Redemption: 2023-10-12; T-1: First Pay: 2022-10-25; Redemption: 2023-10-12; X-2: First Pay: 2022-10-25; Redemption: 2023-10-12; F: First Pay: 2022-10-25; Redemption: 2023-10-12; P: First Pay: 2022-10-25; Redemption: 2023-10-12; I: First Pay: 2022-10-25; Redemption: 2023-10-12; K: First Pay: 2022-10-25; Redemption: 2023-10-12; S: First Pay: 2022-10-25; Redemption: 2023-10-12; Q: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Xcq Dwll Pbpncge 1.00
Risk Retention
XW - Ecyk WQ - Ecy
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 13, 2017
Refinancing
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Mar 1, 2026

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan