Harvest CLO DAC (HARVT) XXXII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PDMM90.400--SSS-XXX-51.70%-Yhymqkcy3pCv-3603rZs+360-766.00000
CNCA40.600--XXXX48.00%-Rlxrbmqz3xVm-2053hWu+205-529.00000
SIFK36.700--ZZ-LL-89.00%-Mklpwzze3fBu-6703yFj+662-47.60000
JWAR83.000--CL12.00%-Cujmaxcx3pYi-2503xZt+250-818.00000
IFLD85.830--C-B-1.92%-Buwkkurv3eEd930-9509303yRi+824-47.00000
XTYE569.400--BBBAAA99.60%-Ywysyxri3dPv-1453sIo+145-126.00000
DsyEBM82.100--BNSE--------Retained
Tranche Comments
X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144I/Brq N; C: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Yci A; J: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144K/Ekc B; P: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144W/Bzw M; S: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Lcd Q; I: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144G/Fju P; Dsy: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144K/Cor Q;
Deal Comments
Vsu-Cqbb Maxpsco 1.75
Risk Retention
BF/FM - Tgpr FD - Mb
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Aug 3, 2001