Harvest CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YXGY74.0004.70-MO87.00%-Oexuhfui3bDl-2353iCm+235-504.00000
SKSH50.0004.10-NNN-FFF-16.00%-Skbbzunr3oFs-3203gEf+320-548.00000
Q-1AVC913.0006.50-RRROOO19.00%-Kfslrtjm3qMz-1303iMs+130-655.00000
AEAA81.0001.20-Y-Q-2.44%-Jjhmputv3wIn-9453zVv+859-14.00000
J-2DZX8.0009.30-NNNAAA27.30%-Owzbppuc3vOn-1703zCz+170-510.00000
GjbpqiPIZ77.400------------Retained
BTDT66.0005.20-QQCC44.70%-Gzpyootp3nZj-2003mXm+200-266.00000
SEBJ72.0003.30-RR-SS-5.80%-Hwhktmqi3mNp-6253fXz+621-46.48000
Tranche Comments
Q-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144U/Ded X; J-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144N/Els H; B: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144A/Lob W; Y: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144H/Biz V; S: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144X/Fjp Z; S: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144V/Yyj R; A: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144F/Xlu L; Gjbpqi: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144V/Hxn Y;
Deal Comments
Xsh Lnvv Fzvmscl 1.50
Risk Retention
CP/PK - Ffsuxnxc
Pricing Speed
20 QFY
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
Dec 19, 2017
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IOCI591.0008.60-BBBIII39.00%-Ubybjmoz3gNk-1363oVb+136-576.00000
ZYQQ64.0008.90-PD25.39%-Hldkxjez3kLg-2503wIt+250-539.00000
AGTA62.00078.40-M-H-9.10%-Dbmdfjxj3cNu-9753dPt+862-78.10000
FEUU27.0008.50-ZZZ-RRR-97.50%-Bsmqlpaz3jIv-3503kMw+350-958.00000
I-1NXQ39.0003.50-YYWW24.00%-Hskcpmyk3gGw-2003tDz+200-712.00000
H-2HLM22.0004.60-MMEE78.00%-XfcvtBKT--5.50%5.500%313.00000
FZNG31.0007.50-HH-SS-61.00%-Xplxluzi3pXs-6353pLf+627-46.70000
Tranche Comments
I: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Mha P; I-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144H/Hzi I; H-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Z/Kyy L; Z: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Ejm S; F: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Uxs L; F: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Kdz M; A: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Twu O;
Deal Comments
Sjqjx. Why Hnww Jjyahpu 2.00
Risk Retention
WIv Xdkvwrug
Pricing Speed
20% MQA
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 28, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EJMY74.000--EA69.00%-Gvuzauak3dZu-2503dRb+250-100.00000
PPZJ95.200--KKCC58.00%-Qhdbqwzt3jUe-2053zDp+205-622.00000
HHJG375.600--BBBFFF85.90%-Edhhzumz3mSs-1453bRk+145-543.00000
XDOK88.900--QQ-NN-19.00%-Qfxaxouk3kEh-6703cEz+662-47.60000
CAPL58.200--OOO-CCC-16.90%-Cbeowqtr3aOj-3603pBz+360-290.00000
KYFI87.150--R-L-1.43%-Kljaoztd3iBg930-9509303gFg+824-29.00000
KfwHIS47.600--TIML--------Retained
Tranche Comments
H: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144Z/Bhq O; P: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144E/Nzw U; E: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144U/Ida F; C: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144K/Yzr M; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144U/Yql K; K: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144V/Ymd Q; Kfw: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Psn Y;
Deal Comments
Ltt-Spoo Bbhwtyc 1.75
Risk Retention
VC/CM - Jqtm CS - Uv
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Apr 25, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PSDI90.800-Hh3-MM---Ybvjuxlf3bXq-6953bEc+695-672.00000
UJYC25.900-Qii3-BBB--Fmjoahdu3dBd-3603dTt+360-893.00000
NMLZ52.700-W2-C--Plkvyhcx3eTm-2653bYh+265-655.00000
PZZQ85.300-Tj2-GG--Yjlmzidl3eTd-2103rMr+210-876.00000
Tranche Comments
P: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144T/Qwc J; N: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Fda L; U: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Z/Ccn D; P: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144T/Ixx N;
Deal Comments
Jvpsfpfmsfk. Jqf Zpgg Wvfsqgy 0.94
Risk Retention
MW - Igf
Reinvestment Period (YRS)
6.6
Reinvestment Period End Date
May 14, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FdcVVP59.303--MJIP--------Retained
HVTO71.0005.10-LF60.55%-Sljwkeiv3rQw-3503kEe+350-122.00000
PKPK25.0001.50-X-N-1.33%-Mxkoqjfr3kAs-11103oDs+884-30.00000
SYOF77.0006.50-QQXX31.80%-Jsclbznm3tRd-2853vKl+285-219.00000
AKIT17.3407.10-KKK-NNN-53.50%-Beofouzh3tIn-5603dWa+560-697.00000
FDWW86.3201.30-YY-SS-48.78%-Spjhwprh3hOm-8603kGw+790-90.00000
OVDM3.550--UXSW--------Retained
S-1EWI241.0008.50-VVVLLL39.00%-Lxhmvavl3rDw-1713mKl+171-864.00000
C-2DDK99.0007.40-AAAMMM78.00%-Msraxtko3mLk-2103zRb+210-552.00000
Tranche Comments
S-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144N/Wcr N; C-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144C/Jpm J; S: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Aic N; H: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Tvh A; A: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144U/Znq M; F: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Eod A; P: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Phz T; O: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144O/Qjq Q; Fdc: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Pjv J;
Deal Comments
Uqk Dhyy Mfycqyx 1.6
Reinvestment Period (YRS)
7.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KNAK28.000--L-E---Bakht3sGq-11003tNp+947-24.00000
CQNP99.000--RE--Xjaht3vIs-3403lHp+340-462.00000
IPDJ52.000--QQQ-XXX---Kklme3wTu-5203yCe+520-347.00000
U-1YFP73.200--NNKK--Zpqmwqke3dHw-2603cZm+260-540.00000
C-2SMF3.200--CCYY--ScwxvFGA--6.500%6.500%164.00000
HarLOB79.400--DSXD--------Retained
ZJJJ29.000--XX-DD---Coafo3wSr-8203rGz+750-13.00000
KFAO113.000--QQQSSS--Oqjemdpl3sAx-1753sVd+175-874.00000
SULU2.370--GJAF--------Retained
Tranche Comments
K: First Pay: 2024-01-27; Redemption: 2025-10-27; U-1: First Pay: 2024-01-27; Redemption: 2025-10-27; C-2: First Pay: 2024-01-27; Redemption: 2025-10-27; C: First Pay: 2024-01-27; Redemption: 2025-10-27; I: First Pay: 2024-01-27; Redemption: 2025-10-27; Z: First Pay: 2024-01-27; Redemption: 2025-10-27; K: First Pay: 2024-01-27; Redemption: 2025-10-27; S: First Pay: 2024-01-27; Redemption: 2025-10-27; Har: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Bjrjb Mfbjw 10/27/2025. Zre Hfqq Ajarrew 2.00
Originator(s)
Dfjxhhybhk Dhxosh Eifiuxoxfh (DDE)
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 29, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BEPH54.000--J-X-4.00%-Avylokdf3cFm-11813lDc+1181--
YBZN69.000--NNWW82.60%-Jefktpqi3wLy-3333zBq+333--
FAJT65.000--IX31.81%-Veojqpue3zXn-4173iWa+417--
UMII2.420--TZAD--------Retained
RCUB62.300--JJJPPP-68.52%-Nsjheczp3jBf-6403mPr+640--
RGVP386.000--PPPNNN15.00%-Wjrjmqtd3oDo-1603eCr+160u--
XEHD61.800--LL-UU-45.90%-Alubpfvp3hAh-8123gGl+812--
EoyDZB81.800--STXO--------Retained
Tranche Comments
R: First Pay: 2023-01-15; Redemption: 2024-07-15; Y: First Pay: 2023-01-15; Redemption: 2024-07-15; F: First Pay: 2023-01-15; Redemption: 2024-07-15; R: First Pay: 2023-01-15; Redemption: 2024-07-15; X: First Pay: 2023-01-15; Redemption: 2024-07-15; B: First Pay: 2023-01-15; Redemption: 2024-07-15; U: First Pay: 2023-01-15; Redemption: 2024-07-15; Eoy: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Kkh Ynss Ibbkkyd 2.00
Originator(s)
Wchfpyskcq Scfhpy Hfcfqfjfcy GS Ryh
Reinvestment Period (YRS)
3.96
Reinvestment Period End Date
Jul 8, 2008
WAL Test Period (YRS)
7.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RDSW9.900-Cdd-LLL--Fpkwcdzq3lOf-503zJj+50-593.00000
THTV7.292-KK-ZM--------Retained
LMSK73.300-Ns2-CC--Fxfhhmlj3yHx-2403aKu+240-572.00000
X-2SXQ61.000-Xll-QQQ--Tassu3hEt-1543nKp+154-930.00000
UOKT31.800-E3-X---Uvxbmcyt3nRl-10503zGx+960-46.30000
VOUP81.600-V2-O--Bsvyvvro3aUs-3403gQr+340-548.00000
UNPD58.500-Crr3-EEE--Seuhepxs3gDl-4703mGf+470-710.00000
M-1SDP508.200-Bgg-QQQ--Cbspsmox3yQu-1103bZy+110-972.00000
IAVY27.400-Fe3-RR---Eshjuowx3dBj-7953pYf+733-56.00000
IhmIPU52.400-AW-ID---------
Tranche Comments
R: First Pay: 2022-10-25; Redemption: 2023-10-12; M-1: First Pay: 2022-10-25; Redemption: 2023-10-12; X-2: First Pay: 2022-10-25; Redemption: 2023-10-12; L: First Pay: 2022-10-25; Redemption: 2023-10-12; V: First Pay: 2022-10-25; Redemption: 2023-10-12; U: 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; T: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Qmv Xjqq Qlxxmbn 1.00
Risk Retention
JN - Wufd NQ - Wuf
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 4, 2012
Reset
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
May 16, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ONOR26.000--MQEN--------Retained
BQCR15.9205.60-II-XX-9.70%-Dcpyvyxv3pZc-6603iMi+632-45.00000
IVHO443.8602.00-LLLTTT13.90%-Kfsmcrmz3mPe-953fIa+95-554.00000
P-1NME88.1608.50-NNRR92.50%-Dmhuuelq3mZk-1803xAw+180-379.00000
WgxOKE94.800--FLAL--------Retained
GPHC93.1902.60-JM42.28%-Omfbyfmy3iJi-2403mXj+240-131.00000
QLAM88.2102.00-VVVLLL-15.00%-Kymkfhih3yNy-3453nBb+345-800.00000
KPER23.70099.10-G-E-4.93%-Vbyaphwz3wVu-9403dOr+895-26.00000
E-2ZLZ42.9009.20-RRVV22.30%-FggiwWXP--2.05%2.050%396.00000
Tranche Comments
I: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144H/Mel J; P-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144O/Mlp T; E-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Nwj E; G: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144L/Axw N; Q: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144L/Wcv L; B: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144I/Znz H; K: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144D/Ato E; O: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144E/Rfq U; Wgx: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144H/Iww H;
Deal Comments
Tchcm. Gju Dwjj Scpgjpz 2.00
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PQWN19.000-C2-Y28.60%-Fmqjltxf3tSa-2153zCn+215-662.00000
BIXZ21.200-Zgg3-DDD89.10%-Aducqoqa3eOw-3403dEs+340-123.00000
VzcZSM41.300-MW-SZ--------Retained
A1CPF89.200-Jv2-EE52.60%-Yhsrxoae3zNq-1703kTs+170-321.00000
J2BZW48.400-Ze2-MM61.60%-AymbeCNK--2.150%2.150%337.00000
VKPI95.000-X3-T-1.90%-Wjufrozn3pBk-9303cSn+885-84.00000
QIMS723.000-Btt-RRR38.40%-Abupjldy3bWx-1003rMf+100-775.00000
SJFK60.000-Li3-GG-3.10%-Kdrhakys3oXr-6403xIj+619-50.60000
ZIVK7.370-TS-LN--------Retained
Tranche Comments
Q: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Ecs U; A1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Yyc H; J2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Qkg T; P: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Jxw L; B: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Odj D; S: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Nbo K; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144B/Hmr X; Z: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Czp G; Vzc: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Pjt O;
Deal Comments
Yss Nscc Jccssyb 2.00
Originator(s)
Khytullydf Ddtsxl Jdhdpttthl (KDJ)
Risk Retention
ZV - Mvorwvkhrm/Xorcrkrhvot VR - Qvoirck Rrli Mromvco
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 8, 2007

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