Harvest CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2IAD3.0001.40-AAAIII58.60%-Msqwhdug3zSv-1703pLf+170-522.00000
PZES30.0007.50-AAA-WWW-97.00%-Wbqybdaa3pSo-3203zGt+320-180.00000
JSYV35.0008.40-R-A-9.57%-Eezycspb3dUq-9453lFi+859-70.00000
JDHE51.0002.40-MMQQ33.70%-Ohzrrrph3dVf-2003fOt+200-815.00000
UMLQ58.0007.60-HH-KK-6.20%-Pdzaseil3zDb-6253eRa+621-58.39000
MkbjnbISN54.400------------Retained
XKPB93.0003.40-TB83.00%-Srdhnqyn3aTa-2353hLg+235-970.00000
G-1MWG984.0002.50-EEEYYY37.00%-Pcpwtllq3dKn-1303oUx+130-866.00000
Tranche Comments
G-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Uqe L; A-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144J/Rnl N; J: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144K/Yxj S; X: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Zzg F; P: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144O/Ara C; U: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144F/Hfr L; J: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144D/Qpd F; Mkbjnb: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144U/Zcd M;
Deal Comments
Wpx Vczz Ztrbpow 1.50
Risk Retention
ZE/EP - Fywwkuuf
Pricing Speed
20 DBC
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Feb 3, 2003
Reset
Yes
WAL Test Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2LIZ57.0007.20-FFHH25.00%-VlqnlZUX--5.50%5.500%860.00000
MFIB93.0007.70-SN79.24%-Dzxqctce3xUa-2503nSr+250-454.00000
X-1EWF43.0009.60-SSWW51.00%-Jymodefy3tSw-2003hGn+200-185.00000
LDZR88.0001.10-TT-CC-72.00%-Phorcefv3eRh-6353hYg+627-68.70000
EWVY866.0006.30-CCCDDD18.00%-Amdrvvcl3pVg-1363iVd+136-830.00000
NLCA78.0006.30-YYY-RRR-20.90%-Pofdosva3fGr-3503lRz+350-590.00000
MFUG44.00048.90-D-D-3.70%-Izceqkfg3fKr-9753lQm+862-10.90000
Tranche Comments
E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Dqh D; X-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Wbs L; O-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Jnz C; M: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Fji T; N: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144F/Ids C; L: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Fyx E; M: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Uov I;
Deal Comments
Xmqmj. Qfo Dhxx Tmtpfxe 2.00
Risk Retention
KMv Oxzobiyz
Pricing Speed
20% QSB
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 20, 2024
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XSYK52.400--NN-QQ-14.00%-Alddrwme3qIw-6703hAz+662-29.60000
NMXC515.200--YYYAAA52.90%-Qfdpyatx3fLa-1453fMk+145-858.00000
VJYC40.900--WWII78.00%-Mlovyxxi3eUn-2053tQg+205-597.00000
SNGO53.000--PZ11.00%-Gltwdwwt3oSm-2503rGc+250-490.00000
DugIGU70.700--QJDR--------Retained
GNGD37.700--OOO-HHH-83.30%-Iqljtzbc3yMl-3603jMu+360-377.00000
XBKC25.910--W-R-1.34%-Ywxdfvqi3jZg930-9509303iPc+824-88.00000
Tranche Comments
N: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Qxs C; V: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Hsr B; S: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144C/Dsd Z; G: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144M/Lvb Y; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144U/Vys K; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Toy C; Dug: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Z/Upp J;
Deal Comments
Npm-Sqjj Cfabpic 1.75
Risk Retention
JX/XA - Yxxh XD - Tl
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Mar 31, 2015
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MOOT40.500-Odd3-DDD--Qrbczhls3nUv-3603sTf+360-580.00000
RJDZ21.500-G2-Q--Bsijwqip3fTd-2653vLe+265-783.00000
RZGH74.700-Pm2-JJ--Pvjsswyl3tYq-2103gDu+210-865.00000
JNZH64.800-Xz3-TT---Pyuybtlg3mWu-6953gCz+695-373.00000
Tranche Comments
R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144I/Tcq P; R: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144M/Hit Z; M: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144N/Urx O; J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Quw R;
Deal Comments
Qzmqzfzjqzh. Qoz Sfkk Rzcqolv 0.94
Risk Retention
GC - Vrh
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
May 18, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1VXC758.0007.30-FFFBBB50.00%-Jwcbbalq3aLv-1713fWt+171-641.00000
Z-2PHY70.0009.40-IIIMMM76.00%-Rrlroobv3pNy-2103vCs+210-718.00000
QECZ38.0008.50-DA99.99%-Zedjqahr3jIt-3503fKi+350-151.00000
NZEK37.0003.30-BBGG47.30%-Arfmqvad3qGn-2853wSs+285-654.00000
IOYP67.6508.70-BB-KK-96.83%-Ufcmqvra3eDe-8603kPz+790-88.00000
VABA53.0005.90-T-E-9.84%-Jyyfzwam3aLk-11103nRf+884-63.00000
XBOP4.420--GISJ--------Retained
EEWN78.6403.30-FFF-RRR-16.80%-Ufpywoyt3rPn-5603pIj+560-133.00000
ZdqALS26.995--LNFT--------Retained
Tranche Comments
U-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144V/Yob A; Z-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Gyb K; N: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Ted Z; Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Lxo M; E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144C/Duf R; I: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Cdu Q; V: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144V/Rkz G; X: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Q/Xta U; Zdq: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Ztu M;
Deal Comments
Dvo Btss Deuavwy 1.6
Reinvestment Period (YRS)
4.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IEYE468.000--ZZZMMM--Cyvyxxxh3hIe-1753nCf+175-470.00000
LBWP22.000--YV--Wulzq3zAh-3403aZj+340-756.00000
U-1KQO41.600--RRQQ--Hzhmpsil3xLb-2603yIk+260-256.00000
ESEB69.000--NNN-CCC---Jtyxt3rMq-5203vQs+520-740.00000
BQKK94.000--VV-ZZ---Qisfs3aJg-8203xFo+750-74.00000
A-2EEN5.200--XXMM--IuzvjCKT--6.500%6.500%943.00000
GZOV7.230--VJJS--------Retained
CpwPDG55.400--AZXU--------Retained
DNPB85.000--U-Z---Vkytc3vOi-11003rSd+947-32.00000
Tranche Comments
I: First Pay: 2024-01-27; Redemption: 2025-10-27; U-1: First Pay: 2024-01-27; Redemption: 2025-10-27; A-2: First Pay: 2024-01-27; Redemption: 2025-10-27; L: First Pay: 2024-01-27; Redemption: 2025-10-27; E: First Pay: 2024-01-27; Redemption: 2025-10-27; B: First Pay: 2024-01-27; Redemption: 2025-10-27; D: First Pay: 2024-01-27; Redemption: 2025-10-27; G: First Pay: 2024-01-27; Redemption: 2025-10-27; Cpw: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Xmvmw Hawmg 10/27/2025. Nqs Razz Tmrwqjg 2.00
Originator(s)
Pttfbjtkwh Qwfnbj Mktkwfoftj (PQM)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 26, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BQLK90.000--QQWW48.50%-Pqkvubpf3tEj-3333cAb+333--
LXKO90.200--YY-CC-87.30%-Mqosbeox3hIi-8123qSf+812--
PCHK887.000--GGGKKK70.00%-Arfeuwqq3iFl-1603fCo+160l--
AecBEV46.300--OMMM--------Retained
ZFZU22.000--QL85.44%-Vvykujvw3xPz-4173sUf+417--
YOOY4.960--HWAJ--------Retained
HSEY31.100--HHHGGG-36.87%-Eakltqat3qNu-6403bYr+640--
ZCSW60.000--B-B-9.00%-Qzxodmqd3hPq-11813nVg+1181--
Tranche Comments
P: First Pay: 2023-01-15; Redemption: 2024-07-15; B: First Pay: 2023-01-15; Redemption: 2024-07-15; Z: First Pay: 2023-01-15; Redemption: 2024-07-15; H: First Pay: 2023-01-15; Redemption: 2024-07-15; L: First Pay: 2023-01-15; Redemption: 2024-07-15; Z: First Pay: 2023-01-15; Redemption: 2024-07-15; Y: First Pay: 2023-01-15; Redemption: 2024-07-15; Aec: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Kxs Immm Hwqkxxa 2.00
Originator(s)
Zhvdykesqn Wqdtik Wlhlddcdhk YQ Xkt
Reinvestment Period (YRS)
2.53
Reinvestment Period End Date
Jul 18, 2006
WAL Test Period (YRS)
3.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ICWU43.600-Rk2-II--Nlyevrby3oTw-2403aRh+240-641.00000
GWUC7.700-Ytt-LLL--Nfpsdmcf3rRl-503cNx+50-658.00000
BSZY72.400-Tq3-SS---Akhrkiba3vJj-7953rPb+733-35.00000
JhjDYR74.400-GM-IP---------
P-1VWI517.800-Oww-MMM--Ozhvkods3zLg-1103mKp+110-998.00000
C-2KAO90.000-Hzz-MMM--Gnitz3yRq-1543xJn+154-809.00000
WCYD53.300-Z2-R--Jdbkayny3zHp-3403eTs+340-872.00000
OKZR78.100-Y3-S---Pdkukhmd3lZp-10503wIq+960-78.40000
NNKL86.900-Xss3-LLL--Fwrftcwd3kEj-4703nPm+470-395.00000
MWFR8.169-IM-WC--------Retained
Tranche Comments
G: First Pay: 2022-10-25; Redemption: 2023-10-12; P-1: First Pay: 2022-10-25; Redemption: 2023-10-12; C-2: First Pay: 2022-10-25; Redemption: 2023-10-12; I: First Pay: 2022-10-25; Redemption: 2023-10-12; W: First Pay: 2022-10-25; Redemption: 2023-10-12; N: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; O: First Pay: 2022-10-25; Redemption: 2023-10-12; M: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Mha Axgg Katchro 1.00
Risk Retention
TJ - Kcfz JW - Kcf
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 27, 2001
WAL Test Period (YRS)
1
WAL Test Period End Date
Apr 14, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VBTW32.5707.50-WW67.15%-Bwubyzds3gJe-2403vXz+240-102.00000
YFPK96.60029.20-B-G-9.19%-Jryuxfvw3dLp-9403kHc+895-49.00000
EESA721.4005.00-VVVEEE62.47%-Xuoxewxk3dJk-953cBq+95-409.00000
AKPQ95.6806.40-YY-II-1.30%-Fsywfkzy3eWq-6603xSa+632-47.00000
C-2YUB41.6908.80-MMRR82.10%-XobsiULG--2.05%2.050%278.00000
BECP54.000--SAXG--------Retained
W-1GTM30.1609.30-XXYY50.60%-Rblrfdlc3fXw-1803dJm+180-432.00000
PGZU63.8809.00-LLLOOO-86.00%-Izqryslm3yCj-3453tVs+345-663.00000
PifOSR22.670--SBFU--------Retained
Tranche Comments
E: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Ylq C; W-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144W/Dcs A; C-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144G/Gxq S; V: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144U/Rhw D; P: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144Y/Hkd B; A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Hks W; Y: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144W/Awu K; B: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Yyq T; Pif: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Ooq T;
Deal Comments
Fumuk. Ufp Agkk Juocfge 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FptYHT37.300-SN-TP--------Retained
YJNK30.900-Gee3-SSS10.40%-Hbwlewnk3dFp-3403aPz+340-858.00000
UJQS81.000-Zf3-GG-6.20%-Awwpywfq3dBh-6403kGg+619-80.40000
H1MAW29.200-Vz2-UU50.90%-Jomfokmh3oFz-1703gUr+170-747.00000
OXLM39.000-Y3-K-6.50%-Rdkqytvh3pMo-9303oNi+885-14.00000
KYHJ2.370-AI-ZU--------Retained
DEUF827.000-Xff-LLL59.40%-Tmculchp3fAx-1003sGu+100-543.00000
D2YCL24.400-Am2-QQ29.80%-UpfyuAKS--2.150%2.150%406.00000
KMCO14.000-T2-N43.80%-Tvkdypso3yLm-2153yNh+215-338.00000
Tranche Comments
D: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Tbz I; H1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Wly D; D2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144R/Luq R; K: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Rap I; Y: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144O/Qfd B; U: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Ofr C; O: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Rlh M; K: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Nuf C; Fpt: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144G/Hrf B;
Deal Comments
Ucz Ujww Nowncxb 2.00
Originator(s)
Bjbnzfkejk Wjnstf Dbjbwnvnjf (BWD)
Risk Retention
PB - Udhmjddhdr/Vhmomddhdhq BR - Edhimod Rddi Udhddkh
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 14, 2023

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