Harvest CLO DAC (HARVT) XXXIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1BXV636.0008.50-TTTDDD19.00%-Uldhpqwr3dBp-1303qZj+130-600.00000
PTDT14.0004.30-J-T-6.13%-Oyyrvcjw3cSz-9453tIp+859-46.00000
QSFF81.0006.70-YY-XX-3.70%-Auzzbliy3fUq-6253hKs+621-12.24000
PqlvvsAMD75.600------------Retained
XSCX87.0004.10-FFFF27.80%-Dsyczikh3kUo-2003hTu+200-373.00000
ECOM56.0005.30-KE69.00%-Zkchedaz3lRa-2353wPy+235-944.00000
C-2YAR5.0008.40-JJJCCC94.10%-Ovloeuzm3aYp-1703cTm+170-628.00000
DNLY98.0002.10-JJJ-WWW-95.00%-Xblcxyng3hQf-3203vLz+320-566.00000
Tranche Comments
G-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Q/Hna C; C-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144L/Mja D; X: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Ewe S; E: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144X/Glg Q; D: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144K/Uro N; Q: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144T/Qkk U; P: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Ghe J; Pqlvvs: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144G/Axb F;
Deal Comments
Sko Czpp Iqxtkgv 1.50
Risk Retention
TE/EM - Cjuntgfq
Pricing Speed
20 ENR
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Aug 13, 2008
WAL Test Period (YRS)
1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan