Harvest CLO DAC (HARVT) XXXIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WGHI59.0003.30-CC-LL-1.60%-Asbywqmk3oXr-6253mMx+621-30.68000
K-1KMH957.0004.80-OOOEEE37.00%-Lehwojzx3gSo-1303vCl+130-268.00000
MTFT21.0002.70-D-B-9.28%-Trewhkih3qAv-9453gMk+859-31.00000
KNPS38.0008.20-WWW-UUU-75.00%-Ycryzoqf3cUk-3203dPq+320-486.00000
QKAA38.0004.50-SSPP38.90%-Njsyxvrz3bAr-2003jZh+200-717.00000
GujebuNHD98.400------------Retained
S-2ZFN1.0001.50-WWWFFF53.50%-Lrwylaxl3hCf-1703nSi+170-833.00000
XYZG43.0008.30-QV79.00%-Aewfkizm3xIf-2353sMj+235-989.00000
Tranche Comments
K-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Dul N; S-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144N/Bop F; Q: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144O/Njm A; X: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144H/Pdv P; K: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144U/Xxb W; W: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Z/Xin F; M: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144I/Cmh I; Gujebu: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Gmr T;
Deal Comments
Jow Tqpp Cpsuobc 1.50
Risk Retention
TN/NA - Akkpmmne
Pricing Speed
20 VLW
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Jul 3, 2007
WAL Test Period (YRS)
5

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan