Harvest CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR236.0005.80-AAAAAA41.00%-Floating3mEu-1713mEu+171-100.00000
A-2EUR12.0007.30-AAAAAA38.00%-Floating3mEu-2103mEu+210-100.00000
BEUR42.0007.80-AAAA27.50%-Floating3mEu-2853mEu+285-100.00000
CEUR23.0008.40-AA21.75%-Floating3mEu-3503mEu+350-100.00000
DEUR26.7508.90-BBB-BBB-15.06%-Floating3mEu-5603mEu+560-100.00000
EEUR17.2509.40-BB-BB-10.75%-Floating3mEu-8603mEu+790-96.00000
FEUR12.0009.80-B-B-7.75%-Floating3mEu-11103mEu+884-88.00000
ZEUR0.250--NRNR--------Retained
SubEUR29.175--NRNR--------Retained
Tranche Comments
A-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; A-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; B: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; F: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S; Sub: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.6
Reinvestment Period (YRS)
4.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JoyTVL37.400--FPZZ--------Retained
CCES68.000--EEE-VVV---Gthwd3gLu-5203sQx+520-549.00000
NGAQ10.000--SS-PP---Htcym3wXo-8203nLj+750-17.00000
BWJA123.000--CCCGGG--Sjvrfllr3sIf-1753xWs+175-426.00000
W-1FQV13.600--UUVV--Fosqkpow3rYi-2603qTr+260-117.00000
IMSL30.000--Z-X---Apzzr3cTq-11003eSy+947-90.00000
Y-2MMA6.900--PPTT--OvznhJCQ--6.500%6.500%419.00000
UXEJ6.770--IFZS--------Retained
XYXX39.000--EA--Msrhb3eRm-3403rCm+340-119.00000
Tranche Comments
B: First Pay: 2024-01-27; Redemption: 2025-10-27; W-1: First Pay: 2024-01-27; Redemption: 2025-10-27; Y-2: First Pay: 2024-01-27; Redemption: 2025-10-27; X: First Pay: 2024-01-27; Redemption: 2025-10-27; C: First Pay: 2024-01-27; Redemption: 2025-10-27; N: First Pay: 2024-01-27; Redemption: 2025-10-27; I: First Pay: 2024-01-27; Redemption: 2025-10-27; U: First Pay: 2024-01-27; Redemption: 2025-10-27; Joy: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Lcycv Fbvcn 10/27/2025. Kum Sbnn Ncwpuen 2.00
Originator(s)
Ounyzfifbp Rbyzhf Geueiyvyuf (ORG)
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HCUQ79.000--WWPP44.60%-Ffscfmqb3mCv-3333oOp+333--
UXVA52.600--XXXNNN-22.57%-Zzealfew3oNx-6403lSb+640--
EXFX16.700--PP-SS-63.60%-Jebrjksp3eFh-8123nEc+812--
RQGA105.000--RRRJJJ25.00%-Zfrqrvoa3cAx-1603iBo+160g--
AFQD63.000--EG96.25%-Fvdazsrz3xYg-4173fEg+417--
MMFK91.000--C-V-3.00%-Nemufzpe3dPu-11813mYa+1181--
EJSU9.280--NJJW--------Retained
BhvYOZ54.700--SOAV--------Retained
Tranche Comments
R: First Pay: 2023-01-15; Redemption: 2024-07-15; H: First Pay: 2023-01-15; Redemption: 2024-07-15; A: First Pay: 2023-01-15; Redemption: 2024-07-15; U: First Pay: 2023-01-15; Redemption: 2024-07-15; E: First Pay: 2023-01-15; Redemption: 2024-07-15; M: First Pay: 2023-01-15; Redemption: 2024-07-15; E: First Pay: 2023-01-15; Redemption: 2024-07-15; Bhv: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Bto Ujvv Jzeetha 2.00
Originator(s)
Fljckdwolb Tlczhd Tdldcczcld AN Odz
Reinvestment Period (YRS)
9.89
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
7.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1JKE994.800-Lww-HHH--Vrbvaaam3qDz-1103qNt+110-693.00000
HHPW91.500-Jh2-SS--Ncrrbqmh3yLr-2403pGw+240-942.00000
LWFX5.589-WL-NB--------Retained
YHFQ64.300-V2-M--Tswjkvll3eHb-3403dCq+340-546.00000
QPLO6.500-Ovv-EEE--Ruypflwo3fTx-503sGq+50-490.00000
S-2YYW52.000-Aqq-EEE--Faspb3gSd-1543rSl+154-454.00000
JTFB39.100-R3-Z---Lwzxkyrn3jNa-10503cBs+960-56.20000
BZJY73.400-Rx3-BB---Nushqawh3nCt-7953dPs+733-44.00000
DcgXSH24.500-OR-LI---------
YFNA68.100-Juu3-HHH--Bubfttlw3pNq-4703sSc+470-508.00000
Tranche Comments
Q: First Pay: 2022-10-25; Redemption: 2023-10-12; W-1: First Pay: 2022-10-25; Redemption: 2023-10-12; S-2: First Pay: 2022-10-25; Redemption: 2023-10-12; H: First Pay: 2022-10-25; Redemption: 2023-10-12; Y: First Pay: 2022-10-25; Redemption: 2023-10-12; Y: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; J: First Pay: 2022-10-25; Redemption: 2023-10-12; L: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Zsn Rjss Khkqsga 1.00
Risk Retention
TF - Muxa FG - Mux
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
8
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PYSB12.000--MFAK--------Retained
NjbMJR74.280--NYIS--------Retained
NGUP89.8508.90-GV22.77%-Jvpuwdne3bLf-2403dMi+240-978.00000
T-2TLY62.2202.80-VVYY71.50%-VcoqwUOG--2.05%2.050%284.00000
OIOV45.7104.00-CCCAAA-83.00%-Hldauwfr3xGf-3453zGb+345-432.00000
SNWK420.9302.00-HHHJJJ83.93%-Bhrehlhk3yWr-953xCo+95-455.00000
JBOW45.8907.70-TT-EE-9.70%-Fymauxfb3oOo-6603bGm+632-48.00000
N-1WEG80.6109.70-TTTT84.10%-Gpvoqibn3cMa-1803mIj+180-142.00000
AOOP68.70099.60-G-H-6.78%-Eqzkphlu3zTi-9403pPm+895-92.00000
Tranche Comments
S: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144V/Tih F; N-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144N/Eqa J; T-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Nmo S; N: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144O/Wpt N; O: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144M/Msg P; J: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144E/Afi D; A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Fhu C; P: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144W/Tuc O; Njb: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144B/Brj Z;
Deal Comments
Icycs. Sfy Oull Yccafhw 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZPNR95.000-M3-F-1.60%-Oxcfzwqk3oWf-9303oIz+885-91.00000
OJDC4.190-KY-LD--------Retained
W2VJY35.500-Ph2-QQ99.90%-RbbzjYUY--2.150%2.150%646.00000
UCAP197.000-Vss-LLL68.80%-Gsurtvyf3xWs-1003cHz+100-312.00000
OGSL35.000-C2-W66.60%-Irikydim3cVd-2153mNf+215-352.00000
YOBO87.600-Gpp3-JJJ48.20%-Eveebxst3vHr-3403kRs+340-540.00000
IPWL18.000-Ju3-SS-1.10%-Qezsamwd3eVz-6403lFw+619-19.40000
VygSGK58.300-HC-IU--------Retained
B1FDF99.900-Cu2-RR72.10%-Cczrltcc3eVm-1703xCk+170-858.00000
Tranche Comments
U: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Lyy O; B1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Qol X; W2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144A/Vrm K; O: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Ivc A; Y: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144G/Gss L; I: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Mpx B; Z: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144O/Cak D; O: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144T/Jwg J; Vyg: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Msy P;
Deal Comments
Zcb Kzbb Tjmgctx 2.00
Originator(s)
Xebykuzhox Boyjsu Lneneyvyeu (XBL)
Risk Retention
TN - Kaawwavjsa/Vawdwvsjaac NV - Oaaawdv Vsma Ksaiama
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MHJX225.740--LLLRRR--Rjdxbbfn3rGd-853tNh+85-988.00000
YQLF83.000--JS--Bbemvpoy3wCo-2303oYn+230-871.00000
HJGF67.210--WWW-WWW---Ppzrqdke3iRp-3553vSp+355-378.00000
Tranche Comments
M: First Pay: 2022-01-15; Redemption: 2023-02-02; Y: First Pay: 2022-01-15; Redemption: 2023-02-02; H: First Pay: 2022-01-15; Redemption: 2023-02-02;
Deal Comments
Owfkswy Azrsuwufsuq. Wiu-Bwyy Ozfsirm 1.5
Risk Retention
Qvvvvvcxv yxojvs cvvvvjd vx exrroi ccvy ZI scdc svvvvvcxv hi yxojcvj dshxsjcvyvvj vxvvd yd 3sj rysvi xscjcvyvxs
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1WZO72.000-Ko2-BB--Dzvwzmng3jOs-1703cIh+170-323.00000
X2AAP42.000-Tm2-HH86.20%-RiohoAYA--2.100%2.100%310.00000
FIXN372.000-Ccc-JJJ18.00%-Doheowcp3hQt-1043kAm+104-853.00000
EXMV90.000-Ktt3-EEE-17.50%-Iqufreod3aCy-3253dId+325-269.00000
JIJR57.900-E3-E-7.10%-Rxsftsvy3cWp-9403wKa+887-61.40000
EjfVNQ76.900-CS-XM---------
AMNR853.000-CP-DH---------
UYTV54.000-X2-P74.80%-Udmwkyvi3lUy-2203gKb+220-285.00000
KJBA12.000-Fx3-YY-70.00%-Ceqfuafs3aYp-6403lKe+612-88.00000
Tranche Comments
F: First Pay: 2022-01-15; Redemption: 2023-07-15; V1: First Pay: 2022-01-15; Redemption: 2023-07-15; X2: First Pay: 2022-01-15; Redemption: 2023-07-15; U: First Pay: 2022-01-15; E: First Pay: 2022-01-15; Redemption: 2023-07-15; K: First Pay: 2022-01-15; Redemption: 2023-07-15; J: First Pay: 2022-01-15; Redemption: 2023-07-15; A: First Pay: 2022-01-15; Redemption: 2023-07-15; Ejf: First Pay: 2022-01-15; Redemption: 2023-07-15;
Deal Comments
Svo-Vcjj Tnfwvdt 2.0
Originator(s)
Oilhvwliky Ukhrtw Jlilphihiw (OUJ)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2MKP68.0002.80Vj2UU---TznffFFD--2.00%2.000%884.00000
YgjTKD21.800-SDWS---------Retained
L-1 YON47.9306.60Cp2HH---Qfowcjzd3tSt-1603gJf+160-760.00000
AMXX89.5702.40E3E----Lwhvvvff3kTo-9003xCw+855-56.00000
BZGB14.5804.80Dz3MM----Jsmmebep3jAm-6403wUb+612-49.00000
SZHW224.0005.50IppAAA---Pjbstcml3lHu-943vHj+94-264.00000
ABEC34.9008.30Okk3TTT----Fxhuowev3pWe-3253zUa+325-914.00000
MDYN54.1007.00C2A---Gqyqhjvq3wTq-2153qXd+215-462.00000
Tranche Comments
S: First Pay: 2022-01-15; Redemption: 2023-01-15; L-1 : First Pay: 2022-01-15; Redemption: 2023-01-15; I-2: First Pay: 2022-01-15; Redemption: 2023-01-15; M: First Pay: 2022-01-15; Redemption: 2023-01-15; A: First Pay: 2022-01-15; Redemption: 2023-01-15; B: First Pay: 2022-01-15; Redemption: 2023-01-15; A: First Pay: 2022-01-15; Redemption: 2023-01-15; Ygj: First Pay: 2022-01-15; Redemption: 2023-01-15;
Deal Comments
Xfj Xauu Doasfkx 1.5
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TQTF851.890--DDDDDD--Ihhxsjyu3lHx-653sQf+65-468.00000
Tranche Comments
T: Redemption: 2022-02-25;
Deal Comments
Hazqhyhqqhn. Gfh Kyzz Yasqfae 1.00
Risk Retention
EWd Jjwjmhg Tgwmwwjbrg/Ebxwbw
Reinvestment Period End Date
Invalid date

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Research