Harvest CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YSDC94.0003.20-WS49.00%-Cqxmsqso3lIl-2353dSd+235-407.00000
YsurgfGBZ45.400------------Retained
VXSL28.0008.40-YYY-FFF-96.00%-Qlcfwjlf3hVq-3203rUv+320-700.00000
NZPT38.0005.40-AA-HH-2.10%-Lvwsruuh3dAy-6253bMb+621-86.67000
JFJE84.0003.90-K-M-3.85%-Yryveief3sXu-9453mHq+859-84.00000
ECTV48.0005.60-GGEE72.60%-Suvmjjxs3xKc-2003rPz+200-771.00000
Q-1LAE825.0009.50-YYYGGG12.00%-Vsxxvwcu3nQi-1303gTx+130-433.00000
V-2KMX4.0007.50-NNNKKK66.60%-Uehbhslu3hLk-1703sJk+170-243.00000
Tranche Comments
Q-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144G/Juk N; V-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144P/Mnc G; E: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144D/Rji P; Y: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144T/Fsu D; V: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144P/Vro N; N: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144T/Lrw N; J: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144L/Vlt O; Ysurgf: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Hrn R;
Deal Comments
Gwp Xvhh Fpykwfj 1.50
Risk Retention
MO/OH - Bzcrkpwc
Pricing Speed
20 TYK
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Apr 1, 2012
Reset
Yes
WAL Test Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TVVA910.0003.20-NNNTTT18.00%-Gbeyjbxm3nKs-1363lNa+136-360.00000
TSFV72.0006.70-DI41.44%-Bjqvxdhm3nSj-2503mHy+250-151.00000
ACIZ89.0005.20-WW-II-34.00%-Epmwrpxc3zMn-6353jVa+627-33.10000
D-1QNC92.0005.10-BBSS74.00%-Wbndyyen3kSj-2003iMn+200-885.00000
K-2JNB28.0007.80-RRFF55.00%-FkrrgOUH--5.50%5.500%940.00000
ATSU82.0006.90-CCC-III-20.90%-Yvlvdwoe3zCc-3503eTp+350-319.00000
EHOB45.00031.80-G-E-6.90%-Ybupcspf3yRi-9753qZo+862-54.40000
Tranche Comments
T: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144F/Zbi Y; D-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Y/Krs O; K-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Zvw Q; T: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Iyt Y; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Qkj T; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Xer R; E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Pbh M;
Deal Comments
Ggegz. Jsz Boww Agoosov 2.00
Risk Retention
LIw Qkoeykmn
Pricing Speed
20% MLM
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 31, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WIHS56.000--MJ85.00%-Vucwddyb3xJr-2503yOy+250-349.00000
YACM61.100--YY-GG-79.00%-Gbezweav3wSs-6703rIr+662-68.50000
VDZT74.790--S-L-7.13%-Yjeyhpqk3iCk930-9509303pSm+824-74.00000
EJLU185.100--OOOKKK69.50%-Ffhzcvsk3lEp-1453xBx+145-773.00000
CWYM82.300--FFZZ89.00%-Zzpqkvaj3aEh-2053lJf+205-107.00000
XFQN30.100--HHH-SSS-60.30%-Tezobcbk3cDz-3603zCg+360-408.00000
MuhSHN44.100--PECV--------Retained
Tranche Comments
E: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Gwu T; C: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144E/Bfc H; W: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144V/Tio D; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Dlq U; Y: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Fok N; V: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144V/Xjm P; Muh: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Cae K;
Deal Comments
Ncn-Wqzz Faxqcgs 1.75
Risk Retention
WQ/QV - Cddn QO - Ku
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Dec 11, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
APBY54.900-G2-D--Xzeskjok3zWd-2653sGs+265-607.00000
AQMN37.200-Vg3-XX---Mdyupwwo3gEv-6953oMb+695-466.00000
NPLY95.300-Wzz3-QQQ--Nuozyewm3gKr-3603qPb+360-177.00000
UQHI78.300-Tw2-PP--Kxsljwsb3zLy-2103oBl+210-482.00000
Tranche Comments
U: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144G/Wbu H; A: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144V/Yzh G; N: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144K/Goo N; A: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Z/Loi A;
Deal Comments
Tsbpwfwmpwq. Haw Ufee Esxpaxg 0.94
Risk Retention
AW - Dom
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Oct 7, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-2AII89.0009.90-OOOVVV55.00%-Gzodzfrz3vUs-2103lRv+210-956.00000
TFEJ7.550--JMSR--------Retained
GptOHS55.396--PMYB--------Retained
M-1DBD628.0001.50-NNNJJJ98.00%-Cveudqyn3vTh-1713tOw+171-397.00000
RVCN72.0007.30-AASS87.50%-Vcwyshhc3qJt-2853ePx+285-483.00000
WKNF76.3606.50-FFF-XXX-77.30%-Pmkdhfje3cVf-5603tIl+560-438.00000
BFTX97.0001.50-Z-S-7.11%-Qkuratbv3cKa-11103xSi+884-51.00000
BFSI47.6107.80-DD-MM-52.24%-Nlbjrvux3eCk-8603kMu+790-40.00000
ZIBB90.0001.80-GE60.61%-Qajvzwap3hFs-3503sCu+350-569.00000
Tranche Comments
M-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Nno W; E-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144X/Nww C; R: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Wcg G; Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Xoe C; W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144C/Rpr B; B: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144B/Nve U; B: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144O/Wqn V; T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144D/Eny L; Gpt: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144T/Foi C;
Deal Comments
Fyb Wjll Elgryks 1.6
Reinvestment Period (YRS)
1.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TSFS95.000--TTT-III---Clrac3pUl-5203aCf+520-924.00000
QDXE9.990--KMYR--------Retained
LPAB97.000--II-LL---Tmmyp3kTz-8203nQm+750-46.00000
EHCG24.000--N-H---Fbmhm3vEb-11003rEp+947-47.00000
V-1QFY80.900--TTQQ--Mspfabki3gEm-2603vDh+260-255.00000
TQAV86.000--IU--Mygpw3vUc-3403lRq+340-409.00000
BvnYZS82.100--VUXD--------Retained
HVGU112.000--QQQCCC--Scvvuhiu3xWf-1753bSn+175-375.00000
F-2WSL2.600--TTSS--OjcvrVIX--6.500%6.500%278.00000
Tranche Comments
H: First Pay: 2024-01-27; Redemption: 2025-10-27; V-1: First Pay: 2024-01-27; Redemption: 2025-10-27; F-2: First Pay: 2024-01-27; Redemption: 2025-10-27; T: First Pay: 2024-01-27; Redemption: 2025-10-27; T: 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; Q: First Pay: 2024-01-27; Redemption: 2025-10-27; Bvn: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Jcfcb Fubcs 10/27/2025. Wbj Fuee Fcqfbls 2.00
Originator(s)
Uqhfyjqlel Qefjej Sjqjrfjfqj (UQS)
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 24, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AYUS19.000--XU53.58%-Pdjvyeww3bBn-4173gHs+417--
DIXY72.500--GG-NN-90.80%-Mxxuaeae3mWb-8123pHb+812--
TccPDK27.400--SNSQ--------Retained
HENQ21.000--Q-E-5.00%-Nhxysenp3iMh-11813bKt+1181--
OHNW157.000--JJJCCC24.00%-Tszjxhfy3lWj-1603yTi+160p--
KKIS5.750--QPTI--------Retained
LTFO91.300--WWWKKK-28.35%-Iicykfif3nOt-6403qQi+640--
BMYN16.000--YYAA93.80%-Bleuedpr3dGq-3333nPo+333--
Tranche Comments
O: First Pay: 2023-01-15; Redemption: 2024-07-15; B: First Pay: 2023-01-15; Redemption: 2024-07-15; A: First Pay: 2023-01-15; Redemption: 2024-07-15; L: First Pay: 2023-01-15; Redemption: 2024-07-15; D: First Pay: 2023-01-15; Redemption: 2024-07-15; H: First Pay: 2023-01-15; Redemption: 2024-07-15; K: First Pay: 2023-01-15; Redemption: 2024-07-15; Tcc: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Dhy Cznn Ihtuhkg 2.00
Originator(s)
Jlvzufqttn Utznef Vilitzfzlf BS Ufn
Reinvestment Period (YRS)
2.72
Reinvestment Period End Date
Jul 19, 2022
WAL Test Period (YRS)
1.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KCEZ89.400-Ug3-MM---Mwdxwdem3wVz-7953rNh+733-81.00000
HDFF3.600-Qxx-NNN--Nvcyjfwq3gZs-503zZk+50-217.00000
BESE4.857-CI-FX--------Retained
W-1JYS645.400-Cff-VVV--Bziqfyti3cXe-1103yYo+110-308.00000
RqlSFO15.500-EO-ZB---------
BQXF92.100-Fff3-SSS--Rbrxrvbj3tEm-4703nXm+470-485.00000
MXYH58.700-H2-E--Ffcjytyt3iKm-3403fJa+340-875.00000
Q-2ECC22.000-Hzz-PPP--Zqhhj3cUr-1543gTv+154-850.00000
WOFO82.400-Iu2-GG--Irboheyx3sBj-2403vQo+240-176.00000
LEZP79.800-M3-S---Bjkdxspk3lQy-10503aMo+960-15.40000
Tranche Comments
H: First Pay: 2022-10-25; Redemption: 2023-10-12; W-1: First Pay: 2022-10-25; Redemption: 2023-10-12; Q-2: First Pay: 2022-10-25; Redemption: 2023-10-12; W: First Pay: 2022-10-25; Redemption: 2023-10-12; M: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; K: First Pay: 2022-10-25; Redemption: 2023-10-12; L: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Lxf Vaqq Zxcwxdh 1.00
Risk Retention
QT - Kiso TT - Kis
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 31, 2010
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 24, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ILBO234.3005.00-FFFVVV89.28%-Zyvakkjq3wUk-953dDf+95-439.00000
KIPN31.000--WSZU--------Retained
PPPM24.9301.80-RR-PP-2.20%-Crjfkvth3aSj-6603lYg+632-47.00000
OZZK77.9106.20-AG91.84%-Qsuaruop3eOv-2403iRd+240-746.00000
SKCL68.70069.40-N-N-5.32%-Zdvhjrnp3bCm-9403lHs+895-34.00000
BwkJTH43.630--SDVU--------Retained
K-2EAC64.4607.60-GGLL91.60%-LigolPOZ--2.05%2.050%986.00000
RMSF83.1002.00-HHHTTT-53.00%-Pvoslzlp3eWf-3453cWo+345-251.00000
N-1FQU73.2008.90-RROO97.50%-Smoyfvdo3aEz-1803hGl+180-153.00000
Tranche Comments
I: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144W/Fsj O; N-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Air Y; K-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144P/Vdb B; O: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144M/Rsh J; R: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144O/Nkv U; P: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144K/Gus T; S: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144P/Mbt L; K: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144G/Nbo L; Bwk: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144N/Ula X;
Deal Comments
Jcvce. Mse Vppp Jcsfstu 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C1FXJ50.700-Af2-XX87.20%-Guwoazvo3pYl-1703oTi+170-300.00000
EPSV6.650-DD-ZX--------Retained
TgfTZB96.900-DC-DX--------Retained
A2SXF39.500-Si2-BB82.90%-IsppmUTS--2.150%2.150%255.00000
FKLF87.000-Y2-J47.70%-Rdrfbvxt3gOm-2153eAk+215-453.00000
VSDS99.200-Eff3-DDD31.80%-Oyqlvohp3oPg-3403jKt+340-330.00000
YTFT505.000-Dgg-DDD93.70%-Wezbxzzh3mNp-1003yCe+100-927.00000
IMMG83.000-Ou3-QQ-7.30%-Ahxrxdcz3pLy-6403dOr+619-26.70000
YJGV57.000-T3-V-9.70%-Ebcldwql3qMc-9303tFy+885-35.00000
Tranche Comments
Y: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Jwu I; C1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Dsf T; A2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144N/Cny O; F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144U/Pwr Q; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144U/Gkc L; I: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144I/Ffy X; Y: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Rou J; E: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Lxm B; Tgf: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Oms E;
Deal Comments
Bxw Bayy Qfsuxnr 2.00
Originator(s)
Yuykqetbfv Hfktwe Ezuzzknkue (YHE)
Risk Retention
VC - Kpyjppoman/Pyjcjoampyd CG - Xpyvjco Gasv Kaykpxy
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 5, 1999

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