Harvest CLO DAC (HARVT) XXXIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GHOO58.0002.50-XX-ZZ-5.10%-Lzacakmp3iQi-6253wMt+621-43.55000
D-1XVW828.0005.20-BBBEEE63.00%-Bpsehcej3xHv-1303tLe+130-536.00000
EWCB80.0009.30-ZZMM63.60%-Mtmdqbyt3kTn-2003mFy+200-932.00000
UwsdeoPXR30.600------------Retained
ULXZ75.0004.40-CX32.00%-Slljbylc3lYt-2353pFk+235-810.00000
FXDG79.0009.20-NNN-HHH-43.00%-Vhzsuxkg3lLf-3203tCk+320-985.00000
UGAO78.0002.30-W-D-9.72%-Lxmddpql3rWj-9453jCw+859-26.00000
R-2CIL3.0005.40-KKKRRR82.30%-Nesludlz3yWh-1703aPy+170-528.00000
Tranche Comments
D-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144H/Rvt X; R-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144K/Jtc H; E: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144B/Icp W; U: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144U/Vjc J; F: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Aod T; G: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Ndi H; U: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144B/Uoq R; Uwsdeo: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144U/Qkz L;
Deal Comments
Lwc Uxss Svrgwvn 1.50
Risk Retention
WZ/ZB - Hvwpphyc
Pricing Speed
20 KBB
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
May 24, 2008
Refinancing
Yes
WAL Test Period (YRS)
5