Harvest CLO DAC (HARVT) XXVIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BAZL51.600-Da2-FF--Msolwomc3zHv-2403hOc+240-958.00000
VBOE49.500-Icc3-CCC--Aqyhztou3lMr-4703dBp+470-964.00000
XABH80.500-Cp3-SS---Zvmlojwi3pBp-7953pNb+733-15.00000
SCUD3.640-LK-SK--------Retained
I-1NIS367.400-Emm-RRR--Qjmcazis3jBv-1103oCc+110-479.00000
FZJS65.400-O3-G---Mwjdftve3eVo-10503vZt+960-42.60000
C-2HHZ96.000-Hpp-TTT--Ezlge3oTv-1543vGg+154-619.00000
RBMW2.200-Ngg-AAA--Tuokjqct3iPi-503pGo+50-156.00000
RkqYCV31.100-XB-HQ---------
KHEM72.600-U2-M--Ywwmhkre3bGa-3403yBt+340-929.00000
Tranche Comments
R: First Pay: 2022-10-25; Redemption: 2023-10-12; I-1: First Pay: 2022-10-25; Redemption: 2023-10-12; C-2: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; K: First Pay: 2022-10-25; Redemption: 2023-10-12; V: First Pay: 2022-10-25; Redemption: 2023-10-12; X: First Pay: 2022-10-25; Redemption: 2023-10-12; F: First Pay: 2022-10-25; Redemption: 2023-10-12; S: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Lhy Nyll Fetfhcb 1.00
Risk Retention
KW - Jqjd WS - Jqj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 9, 2019
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 24, 2025

Commentary 

Upgrade Plan

Deal Flow 

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