Harvest CLO DAC (HARVT) XXXII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DBXF145.400--GGGCCC51.80%-Zmzjmyuw3rIr-1453zVf+145-887.00000
NGIC90.000--NJ26.00%-Ofhdzwsg3eOu-2503mWh+250-214.00000
SPDE34.710--L-R-4.75%-Xvxdopha3xDm930-9509303qJm+824-31.00000
SLAL26.400--EEE-RRR-98.70%-Qfprvxwz3qPp-3603yDm+360-217.00000
XGWL68.100--KKJJ61.00%-Kxeassap3dHk-2053fKq+205-881.00000
YKCR22.100--EE-PP-70.00%-Aqlxbiiw3qJo-6703wSd+662-38.50000
UxkGMU35.500--FQJX--------Retained
Tranche Comments
D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144H/Uhe M; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Uoh C; N: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144D/Xhi V; S: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144K/Pyc Z; Y: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144H/Tju Y; S: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144O/Pmh W; Uxk: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144P/Oja T;
Deal Comments
Ggk-Kbhh Zgbagdy 1.75
Risk Retention
WE/EZ - Wmrn EM - Sq
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Apr 16, 2010
Reset
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan