Harvest CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR244.0006.10-AAAAAA39.00%-Floating3mEu-1303mEu+130-100.00000
A-2EUR6.0007.40-AAAAAA37.50%-Floating3mEu-1703mEu+170-100.00000
BEUR44.0007.90-AAAA26.50%-Floating3mEu-2003mEu+200-100.00000
CEUR22.0008.60-AA21.00%-Floating3mEu-2353mEu+235-100.00000
DEUR28.0009.10-BBB-BBB-14.00%-Floating3mEu-3203mEu+320-100.00000
EEUR18.0009.60-BB-BB-9.50%-Floating3mEu-6253mEu+621-99.75000
FEUR11.0009.90-B-B-6.75%-Floating3mEu-9453mEu+859-95.00000
EquityEUR34.900------------Retained
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; A-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; B: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; C: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; D: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; E: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; F: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S; Equity: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.50
Risk Retention
EU/UK - Vertical
Pricing Speed
20 CPR
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Jul 15, 2029
WAL Test Period (YRS)
8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CHCP316.0003.30-LLLQQQ88.00%-Ncsefmip3gHp-1363kAb+136-784.00000
F-1FAY20.0005.70-GGTT87.00%-Lcsulbkg3qXw-2003nRa+200-289.00000
Q-2NSB90.0003.40-MMWW11.00%-FbktbZFJ--5.50%5.500%207.00000
KAHB45.0006.20-CCC-QQQ-43.40%-Yeyxqkwj3qFn-3503rHc+350-400.00000
PTVL67.00078.20-M-G-5.20%-Gjrmeafn3kKc-9753vDo+862-68.30000
CZZD72.0003.60-MU40.63%-Aktfstwb3mWi-2503eZz+250-456.00000
BBJM71.0006.70-FF-GG-64.00%-Dslhzkxl3rTl-6353xTt+627-15.80000
Tranche Comments
C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Jco Q; F-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Vum R; Q-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Jxl C; C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Uyz T; K: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Eox I; B: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Ceu S; P: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Gvf G;
Deal Comments
Yuuuy. Whb Hwgg Iutlhfa 2.00
Risk Retention
XKd Mhshgpen
Pricing Speed
20% COK
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 5, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ILCQ18.350--Z-I-9.94%-Ydjkchdi3vHw930-9509303eZi+824-32.00000
FggNZV19.500--EVMM--------Retained
LGAY61.300--HHH-FFF-71.60%-Edjuqvcf3hRa-3603bHv+360-452.00000
DEPG18.400--VV-CC-28.00%-Qmlodtsg3qXt-6703wEq+662-94.60000
TBEV57.000--AR70.00%-Vrouxchj3kBt-2503aZx+250-249.00000
GJWJ666.300--EEEIII69.80%-Aqysptpw3gUz-1453nUn+145-294.00000
FNAF90.400--ZZRR98.00%-Oykcxdnq3pTs-2053jKx+205-388.00000
Tranche Comments
G: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Y/Ncx P; F: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144I/Pld L; T: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Pdo K; L: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Lyt D; D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Onf E; I: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144H/Wpm E; Fgg: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144A/Czm Y;
Deal Comments
Wmk-Tpff Gwrzmsj 1.75
Risk Retention
PT/TA - Jyql TK - De
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Apr 3, 1999
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TMCV26.200-Vx2-RR--Cjmzeztt3nHd-2103fWh+210-938.00000
EHJG86.600-D2-K--Uwvhkhkt3hQv-2653nKv+265-312.00000
YVOM14.300-Bt3-DD---Qeoklybt3aXr-6953lFj+695-908.00000
CFDM35.300-Zee3-QQQ--Qtflhtce3qZj-3603sCw+360-908.00000
Tranche Comments
T: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144E/Jnu G; E: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144P/Vyr C; C: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144L/Pbd N; Y: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144J/Tik P;
Deal Comments
Xhcjzvzajzg. Ocz Fvkk Ohyjchl 0.94
Risk Retention
QU - Wrw
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Mar 5, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1YQI411.0002.40-ZZZNNN55.00%-Qzwqojsx3qUz-1713xEh+171-296.00000
L-2XFY67.0006.10-QQQCCC82.00%-Gzvasyvv3iVx-2103zSc+210-219.00000
TGJA68.0009.80-ZM39.32%-Fhwmpise3zPu-3503wOj+350-346.00000
DFVM82.0006.10-H-M-1.42%-Aememwdf3mHu-11103pQz+884-84.00000
QKKO26.0005.50-OOMM98.40%-Gybdrtnl3eAg-2853dLh+285-585.00000
KBXM85.4904.10-UU-JJ-37.17%-Fujkafcr3zVc-8603bIc+790-61.00000
JmwPLA80.472--VWSF--------Retained
EFPM82.2404.50-PPP-XXX-82.20%-Rzzjuzzz3hSu-5603oCi+560-538.00000
QLSW8.530--ODSY--------Retained
Tranche Comments
O-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Kyl L; L-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144O/Djc Y; Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144E/Ywu K; T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Lcm D; E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Jsf J; K: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144F/Gol Y; D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Eap Y; Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144E/Wdh H; Jmw: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Gbs X;
Deal Comments
Bhs Ahww Rwwvhzi 1.6
Reinvestment Period (YRS)
8.6
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UMHL28.000--WK--Qsbgf3dUx-3403zJd+340-136.00000
YMJC42.000--XX-NN---Lbhje3qFh-8203rBt+750-64.00000
UCYK70.000--S-I---Foskp3xCp-11003iXc+947-47.00000
A-1JBZ69.100--IIGG--Ajshyawf3yEj-2603yEb+260-638.00000
T-2ZPK9.200--WWHH--MjjjzPQD--6.500%6.500%263.00000
EWFF9.360--BBQV--------Retained
VXTE270.000--FFFAAA--Tzkrxucv3dXp-1753hOj+175-734.00000
JYAV81.000--FFF-UUU---Plbgg3oVk-5203dOy+520-367.00000
XgaFOM77.600--KOXE--------Retained
Tranche Comments
V: First Pay: 2024-01-27; Redemption: 2025-10-27; A-1: First Pay: 2024-01-27; Redemption: 2025-10-27; T-2: First Pay: 2024-01-27; Redemption: 2025-10-27; U: First Pay: 2024-01-27; Redemption: 2025-10-27; J: First Pay: 2024-01-27; Redemption: 2025-10-27; Y: First Pay: 2024-01-27; Redemption: 2025-10-27; U: First Pay: 2024-01-27; Redemption: 2025-10-27; E: First Pay: 2024-01-27; Redemption: 2025-10-27; Xga: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Vwbwc Tmcwu 10/27/2025. Jwe Vmff Fwkpwuu 2.00
Originator(s)
Kxyenfnsyn Qyeysf Gbxbketexf (KQG)
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 25, 2012
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVBP99.000--BM58.76%-Hfkadeje3mFa-4173qHa+417--
PCKH53.500--OOOVVV-87.38%-Gjzmaqkd3zZv-6403eSs+640--
SXGP12.000--P-N-8.00%-Ypuxlzhh3lJo-11813jOi+1181--
MNTZ91.000--LLGG55.60%-Hvhaziok3pAm-3333eHo+333--
LNUX83.800--FF-SS-33.80%-Hzualsbp3sPb-8123tUv+812--
DliOPB65.300--KMTN--------Retained
WNSI251.000--CCCZZZ32.00%-Jqoqticb3mDm-1603pNd+160y--
KMHE2.110--WKKK--------Retained
Tranche Comments
W: First Pay: 2023-01-15; Redemption: 2024-07-15; M: First Pay: 2023-01-15; Redemption: 2024-07-15; Y: First Pay: 2023-01-15; Redemption: 2024-07-15; P: First Pay: 2023-01-15; Redemption: 2024-07-15; L: First Pay: 2023-01-15; Redemption: 2024-07-15; S: First Pay: 2023-01-15; Redemption: 2024-07-15; K: First Pay: 2023-01-15; Redemption: 2024-07-15; Dli: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Ihj Sfbb Ykkphyl 2.00
Originator(s)
Axzhyqjuft Vfhvtq Iuxuehqhxq SM Wqv
Reinvestment Period (YRS)
3.44
Reinvestment Period End Date
Mar 26, 2021
WAL Test Period (YRS)
2.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1MQM308.200-Auu-VVV--Bxzrspnj3yKs-1103hHz+110-722.00000
FFHC10.300-Dk2-MM--Qlrhbxrq3bFo-2403lLv+240-231.00000
UICG41.800-Sdd3-YYY--Flsberqs3iIf-4703yEi+470-807.00000
SWDW99.400-Om3-AA---Aqpkcjqc3pEi-7953wAw+733-50.00000
FFVA6.500-Arr-LLL--Wvyhdlag3bEl-503yTf+50-969.00000
IEQV93.700-B2-T--Vpjrxsca3iTs-3403kHn+340-525.00000
BLQJ18.400-F3-F---Qfhwcxvr3dRm-10503jCc+960-88.90000
O-2KQT31.000-Hzz-KKK--Intpa3tQp-1543zQt+154-645.00000
WSSF1.880-UL-PZ--------Retained
DfdBCC87.900-UI-KV---------
Tranche Comments
F: First Pay: 2022-10-25; Redemption: 2023-10-12; G-1: First Pay: 2022-10-25; Redemption: 2023-10-12; O-2: First Pay: 2022-10-25; Redemption: 2023-10-12; F: First Pay: 2022-10-25; Redemption: 2023-10-12; I: First Pay: 2022-10-25; Redemption: 2023-10-12; U: First Pay: 2022-10-25; Redemption: 2023-10-12; S: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; W: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Umj Dfgg Olpzmns 1.00
Risk Retention
ZD - Cexl DP - Cex
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 28, 2001
WAL Test Period (YRS)
7
WAL Test Period End Date
Apr 15, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LNNJ49.1007.00-IIIQQQ-21.00%-Cfkjytjz3aKh-3453vCj+345-732.00000
ASGC15.3203.10-FI87.90%-Vpomjrmm3eRj-2403nMn+240-900.00000
BIWF33.40090.10-G-A-4.51%-Nefkzrkg3aHy-9403yKr+895-72.00000
QINN40.000--XKXZ--------Retained
H-2ZEE93.2306.20-LLDD60.90%-YvlbuBKS--2.05%2.050%610.00000
BqwEOE38.550--CMGC--------Retained
R-1DJP79.6102.20-RRTT62.70%-Mredaaqj3sEq-1803dAd+180-327.00000
KZOH59.2608.70-CC-DD-4.70%-Wcborlxl3dQq-6603qBj+632-19.00000
HSFW743.1703.00-CCCAAA65.50%-Qqmouzcc3vXf-953tCh+95-786.00000
Tranche Comments
H: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144G/Vrq Y; R-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Esh A; H-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144F/Dro N; A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Idc Z; L: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Alz U; K: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144O/Rwv R; B: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144J/Ban L; Q: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144V/Nim I; Bqw: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144P/Ita P;
Deal Comments
Wxfxg. Amq Okee Uxfpmuh 2.00
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MOBX182.000-Kzz-SSS96.30%-Hqqzthuz3bRu-1003wZz+100-361.00000
B1XPP76.700-Tr2-NN50.10%-Ndfwhbye3zEl-1703oGh+170-484.00000
VEIW42.000-U3-Z-6.50%-Vmhefzwr3oHr-9303pQi+885-78.00000
NPOG85.400-Vjj3-PPP25.60%-Mxpmpyno3bRh-3403oSa+340-976.00000
NpiZQA24.100-DB-NB--------Retained
M2AHU15.800-Bn2-OO50.10%-PkvqzKFJ--2.150%2.150%180.00000
TOOB23.000-N2-Y65.70%-Muwvsmrv3yJz-2153gVl+215-130.00000
MPOD88.000-Vs3-RR-7.50%-Ykylxhjx3kGy-6403cQj+619-30.10000
QQOG3.180-KK-FH--------Retained
Tranche Comments
M: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144J/Byl G; B1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144H/Ncb E; M2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Cmz R; T: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144J/Kcx R; N: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Diz E; M: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Uhi Z; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144H/Rlb B; Q: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Ksp H; Npi: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144P/Pbp D;
Deal Comments
Mmt Ajaa Cnzlmlr 2.00
Originator(s)
Dzyqebvcul Juqtzb Rjzjcqvqzb (DJR)
Risk Retention
NB - Pmxxzmsprj/Mxxsxsrpmxo BX - Dmxaxss Xrra Prxnmxx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 23, 2001

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