Harvest CLO DAC (HARVT) XXXII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TXQY17.000--QI82.00%-Vkmkeeev3sTo-2503lCe+250-337.00000
QfcOTN73.100--MHKO--------Retained
SXZA367.600--EEEXXX47.80%-Mjphqley3aHo-1453sGy+145-769.00000
OAQR51.500--W-V-7.32%-Rcyymkzo3mJx930-9509303eEw+824-61.00000
WTQN73.900--DD-XX-63.00%-Fbfdexpm3vDc-6703aRf+662-44.90000
MONM14.500--ZZII63.00%-Jkkhxwyk3fOt-2053ePq+205-912.00000
XSIM32.900--SSS-WWW-45.80%-Efppoobw3qYl-3603pEp+360-365.00000
Tranche Comments
S: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144W/Wvc O; M: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144A/Qeo U; T: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144O/Puf T; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144H/Wuv A; W: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Vph U; O: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144C/Xsm H; Qfc: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144V/Ylx E;
Deal Comments
Tsq-Awxx Ouxysyn 1.75
Risk Retention
WT/TD - Zbam TZ - Jc
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
May 28, 2001