Harvest CLO DAC (HARVT) XXXII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JWBO651.900--PPPNNN72.80%-Zlrmdwmo3jXw-1453sHu+145-587.00000
ZHIM57.500--SSS-MMM-52.50%-Jkoewxte3xMf-3603oSl+360-458.00000
DCOA31.000--GI18.00%-Yhuyxfkx3gHz-2503tFa+250-469.00000
YQXD17.700--MM-UU-51.00%-Ryeahmfz3gFb-6703kVm+662-28.60000
WXJO43.810--P-Q-9.97%-Tuuyajuz3nDl930-9509303iSp+824-18.00000
LfjHBU21.900--EUXT--------Retained
LFFO46.800--RRKK78.00%-Dxbbjxkr3cFb-2053wPp+205-818.00000
Tranche Comments
J: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Hji J; L: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Wdm J; D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Zst W; Z: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144X/Ykg Z; Y: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144E/Fqu N; W: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144O/Tkn O; Lfj: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144P/Ytm N;
Deal Comments
Dbj-Fuff Rxfibsm 1.75
Risk Retention
UD/DF - Dmmf DU - Mr
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Jul 20, 2005
Refinancing
Yes