Harvest CLO DAC (HARVT) XXXIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2VXH5.0005.80-LLLEEE12.90%-Gxjzptzp3jYi-1703aMs+170-810.00000
WGAK12.0003.90-F-E-3.93%-Yuwhvmxy3zPt-9453zWe+859-69.00000
PxpuxjBHI81.600------------Retained
USZV73.0007.60-RF67.00%-Izoueiwm3aMu-2353mBs+235-648.00000
XNEF83.0007.10-II-CC-6.90%-Ymllpsnc3gSq-6253pDf+621-34.75000
MLUA68.0004.60-RRXX64.90%-Lrrxxzxm3dTk-2003lUr+200-652.00000
J-1PTY800.0002.20-SSSZZZ79.00%-Llzvbikh3cJo-1303yWw+130-350.00000
BIPF58.0009.50-CCC-MMM-17.00%-Npdyxdkw3tSg-3203bUu+320-808.00000
Tranche Comments
J-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144L/Oxp G; B-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144I/Fxc J; M: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144F/Xmo Z; U: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144I/Hcc S; B: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144V/Vtc F; X: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Ixk C; W: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Jtk L; Pxpuxj: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144M/Ymf P;
Deal Comments
Xcp Ejtt Ictgccz 1.50
Risk Retention
YS/ST - Vbmmxbef
Pricing Speed
20 SBD
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Jun 5, 2006
WAL Test Period (YRS)
9