Harvest CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VIUK79.0001.70-O-X-2.50%-Olxwqvoe3cHw-9453rVa+859-65.00000
O-1KVF598.0008.50-JJJKKK90.00%-Juxdhxqe3kWr-1303kNz+130-553.00000
GbckqiSHP54.200------------Retained
RZBX15.0008.50-VV-BB-2.20%-Jfxvwuhy3wQy-6253eHc+621-63.31000
S-2WNI5.0007.20-RRRWWW71.20%-Npezricv3mKf-1703lVr+170-763.00000
MGTL78.0007.70-MMM-AAA-93.00%-Upuyvjan3oOz-3203qTo+320-978.00000
SNLT49.0002.90-LLXX22.40%-Fpqcxpqs3sWq-2003aEt+200-532.00000
OSUA94.0001.40-KZ83.00%-Gwvqkfvf3vHf-2353hLf+235-293.00000
Tranche Comments
O-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144F/Dei L; S-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144N/Aiq X; S: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144L/Zso E; O: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144O/Vwz S; M: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144F/Vyf I; R: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144K/Mpe Q; V: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Dsk J; Gbckqi: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144V/Oot V;
Deal Comments
Yub Axoo Zxckulr 1.50
Risk Retention
IP/PG - Ujstaova
Pricing Speed
20 WSA
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Jun 25, 2004
WAL Test Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2EFC60.0002.30-GGKK87.00%-JkyfzBZT--5.50%5.500%690.00000
PKNY24.00072.70-B-D-5.20%-Eedmhurw3sMg-9753bWw+862-28.40000
FOXI27.0007.50-CL57.98%-Pclxktml3yZj-2503nVh+250-432.00000
C-1EKT94.0002.90-IIJJ68.00%-Gpyrbzce3jPe-2003tKi+200-109.00000
RLXK88.0002.60-JJ-SS-38.00%-Cxlejsqv3oIk-6353lKk+627-88.20000
ZXQM73.0002.20-LLL-OOO-65.60%-Ieoxkorn3lTn-3503gEc+350-410.00000
JWSR689.0005.80-TTTMMM85.00%-Cyxrrpsz3iAj-1363vDg+136-952.00000
Tranche Comments
J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Bol O; C-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144A/Jku B; G-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144F/Nwr W; F: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Ymm U; Z: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Ehy M; R: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Xjy I; P: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Kws J;
Deal Comments
Ijjju. Lku Wehh Ljbukpz 2.00
Risk Retention
BGk Mkunshmk
Pricing Speed
20% QAE
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 4, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BSKZ32.200--PPWW19.00%-Cpcxakpx3hWf-2053fKe+205-588.00000
FCHE99.600--KKK-BBB-63.60%-Vhbqrfcu3zCj-3603qQh+360-110.00000
RFNY72.130--S-J-2.43%-Sbbrjtpv3xTq930-9509303iNx+824-63.00000
WybFHI45.600--SUNQ--------Retained
DBTM52.100--VV-II-62.00%-Sdlzvzcf3gPd-6703qGo+662-65.50000
MNUK309.200--UUUPPP41.50%-Euwexezn3oHj-1453bHd+145-534.00000
AAUL62.000--NW87.00%-Lfpvszke3mVp-2503tLc+250-124.00000
Tranche Comments
M: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144X/Fdy K; B: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144G/Khy A; A: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144T/Qln T; F: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144H/Yrz Y; D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144X/Piv H; R: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144K/Yre I; Wyb: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Rzj N;
Deal Comments
Gmh-Zgzz Aoqrmoy 1.75
Risk Retention
IG/GP - Gjei GS - Sj
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Jun 27, 2002
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KPTW35.300-S2-L--Ylydhiyj3eVy-2653wNo+265-563.00000
PSGQ95.700-Jll3-GGG--Omdmdjlp3bEd-3603iFm+360-290.00000
JJQG64.500-Cp3-TT---Psslpxnp3yJo-6953xHw+695-608.00000
FODQ20.900-Xi2-LL--Sfkvcrqd3eDn-2103hDi+210-783.00000
Tranche Comments
F: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144X/Jpk S; K: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Gsm Q; P: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144W/Wfa X; J: First Pay: 2024-07-25; Redemption: 2025-04-25; Registration: 144Y/Ksm W;
Deal Comments
Mufbhjhpbhk. Ybh Ujvv Aulbbim 0.94
Risk Retention
EA - Zvd
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
May 12, 2010
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1KBR346.0009.20-PPPRRR98.00%-Xjymbqyc3pVs-1713sUv+171-291.00000
CCSD88.0008.20-WWCC18.50%-Mkjqusmh3gQl-2853gQi+285-727.00000
WQMP69.0003.50-GZ49.22%-Odoqmxwa3hIc-3503bNt+350-562.00000
S-2GSM19.0006.20-YYYRRR81.00%-Zljvvdom3rSo-2103xJf+210-571.00000
OsgEZR16.507--CZUM--------Retained
OZNX49.8806.70-UUU-EEE-71.80%-Ppbszvdi3rGt-5603dCe+560-437.00000
PCQC74.6202.10-OO-XX-95.92%-Mksaapvq3tJd-8603mLt+790-28.00000
AECU48.0004.80-F-E-6.53%-Svwclztq3cTe-11103eMz+884-31.00000
OJTY2.180--ZOTA--------Retained
Tranche Comments
D-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Amx K; S-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144O/Tfa U; C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Owa Y; W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144D/Rwp X; O: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Gzh R; P: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Leh C; A: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144D/Giv G; O: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Ekj P; Osg: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Clx E;
Deal Comments
Ooo Xaff Bbwqokt 1.6
Reinvestment Period (YRS)
8.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1AFM38.900--BBXX--Cevelhxf3nFa-2603nBd+260-935.00000
R-2MAM4.500--TTYY--UjukwOCA--6.500%6.500%771.00000
CWTK69.000--CC-XX---Hkzwm3aNu-8203xGt+750-90.00000
CBMS32.000--W-M---Vgzan3qCk-11003tUi+947-82.00000
OCEF6.710--NLJM--------Retained
WjxASZ88.800--GXJN--------Retained
PQHV80.000--JA--Cvoja3pQq-3403sHv+340-412.00000
KIVC55.000--WWW-YYY---Ncpya3lGi-5203rDm+520-322.00000
VILQ472.000--SSSVVV--Jcvmszrp3tEk-1753vQu+175-623.00000
Tranche Comments
V: First Pay: 2024-01-27; Redemption: 2025-10-27; N-1: First Pay: 2024-01-27; Redemption: 2025-10-27; R-2: First Pay: 2024-01-27; Redemption: 2025-10-27; P: First Pay: 2024-01-27; Redemption: 2025-10-27; K: First Pay: 2024-01-27; Redemption: 2025-10-27; C: First Pay: 2024-01-27; Redemption: 2025-10-27; C: First Pay: 2024-01-27; Redemption: 2025-10-27; O: First Pay: 2024-01-27; Redemption: 2025-10-27; Wjx: First Pay: 2024-01-27; Redemption: 2025-10-27;
Deal Comments
Vgzge Hsegh 10/27/2025. Fkm Rsaa Rgxrkbh 2.00
Originator(s)
Dkqeytfwhp Jhexqt Ghkhdexekt (DJG)
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 29, 2024
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IHEB229.000--VVVEEE86.00%-Wrpbysne3vIo-1603oGs+160f--
RAYJ96.000--EF58.55%-Zubxdeqb3vLb-4173pGe+417--
XlkGHJ71.400--UBXF--------Retained
NEWU72.200--MMMMMM-54.70%-Qmskdckh3gIb-6403mIu+640--
AGAP32.000--Q-I-1.00%-Uhpeaqtl3vGr-11813oNw+1181--
UBVH70.400--VV-EE-45.30%-Rzumktik3qPb-8123tXl+812--
BGKW30.000--EEVV91.50%-Pzsfcqqc3nVk-3333dTe+333--
KHDP8.520--JBOS--------Retained
Tranche Comments
I: First Pay: 2023-01-15; Redemption: 2024-07-15; B: First Pay: 2023-01-15; Redemption: 2024-07-15; R: First Pay: 2023-01-15; Redemption: 2024-07-15; N: First Pay: 2023-01-15; Redemption: 2024-07-15; U: First Pay: 2023-01-15; Redemption: 2024-07-15; A: First Pay: 2023-01-15; Redemption: 2024-07-15; K: First Pay: 2023-01-15; Redemption: 2024-07-15; Xlk: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Tsh Uktt Ivjqsia 2.00
Originator(s)
Awuklnwqbu Tbkwrn Whwhfkvkwn OF Jnw
Reinvestment Period (YRS)
5.48
Reinvestment Period End Date
Jan 10, 2022
WAL Test Period (YRS)
1.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HjrBEQ33.100-XI-HY---------
Z-2XFA58.000-Mzz-MMM--Clpnk3vJs-1543rRl+154-764.00000
GKYZ63.200-Jjj3-EEE--Phrjbcst3eIl-4703xEq+470-743.00000
HFWS8.199-CC-GL--------Retained
OGVJ2.500-Bgg-BBB--Wxbqmfiw3pIs-503mWp+50-488.00000
P-1FUG581.700-Smm-EEE--Jucbjujv3rZc-1103cKa+110-708.00000
DQHE96.300-I2-S--Yxepoeeu3iAr-3403aJy+340-480.00000
GXXQ32.500-Qu3-AA---Mqqumwhm3lYw-7953bNu+733-88.00000
MNSB58.900-U3-B---Slhprowg3pGe-10503aAd+960-39.40000
DTZK43.700-Pj2-II--Vjdzmczu3cFq-2403mOf+240-880.00000
Tranche Comments
O: First Pay: 2022-10-25; Redemption: 2023-10-12; P-1: First Pay: 2022-10-25; Redemption: 2023-10-12; Z-2: First Pay: 2022-10-25; Redemption: 2023-10-12; D: First Pay: 2022-10-25; Redemption: 2023-10-12; D: First Pay: 2022-10-25; Redemption: 2023-10-12; G: First Pay: 2022-10-25; Redemption: 2023-10-12; G: First Pay: 2022-10-25; Redemption: 2023-10-12; M: First Pay: 2022-10-25; Redemption: 2023-10-12; H: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Wqj Oavv Esrwqzt 1.00
Risk Retention
QG - Mxjy GY - Mxj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 19, 2008
WAL Test Period (YRS)
7
WAL Test Period End Date
Sep 15, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UKZA16.000--OHWF--------Retained
SwyYHO38.390--UNHO--------Retained
HGKZ55.50098.90-V-Q-6.31%-Kfrqsspr3nEb-9403mNm+895-71.00000
OJMV62.6107.50-XX-BB-4.30%-Zrvcyxmk3dXq-6603aCl+632-16.00000
ZJKT55.4208.40-UX28.41%-Rluphtcg3eKm-2403wEg+240-598.00000
HWSO738.7102.00-XXXKKK21.21%-Cmjhdlsw3pNs-953bPr+95-791.00000
N-2XYU15.2203.30-YYCC22.30%-JvnfvMQJ--2.05%2.050%895.00000
V-1SOP61.5901.60-MMEE97.70%-Mjubsdww3hGi-1803kZi+180-554.00000
ISGM86.1503.00-PPPHHH-67.00%-Jkyawlca3mLz-3453oOj+345-233.00000
Tranche Comments
H: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144K/Oms S; V-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144L/Iie S; N-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144E/Rnx X; Z: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144Q/Gir I; I: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Tht M; O: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144C/Jkq X; H: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144M/Llu A; U: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144T/Gkv L; Swy: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144Z/Wbc K;
Deal Comments
Ecvce. Gmz Nknn Zcpfmms 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T2CGT76.700-Ds2-JJ31.90%-UlimyALU--2.150%2.150%607.00000
HIYE74.000-W3-B-5.80%-Cwfkjhqf3jSy-9303qVh+885-17.00000
HucILB46.200-NY-MJ--------Retained
FWLU34.800-Saa3-GGG94.60%-Hfccvrsc3iQj-3403kGe+340-500.00000
BDCQ13.000-S2-E96.20%-Gkxuzikp3pZz-2153hYk+215-262.00000
YTMA2.930-BA-XR--------Retained
GMWZ60.000-Ad3-LL-2.30%-Isvpblqq3kNm-6403kQn+619-81.10000
N1KCF54.500-Tq2-JJ72.60%-Bjycacfh3qWx-1703qFl+170-195.00000
IVCB904.000-Hee-RRR49.30%-Jxbrtlsd3qTk-1003oHe+100-143.00000
Tranche Comments
I: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Jcc P; N1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Q/Oov U; T2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144U/Lpm R; B: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Aiz Z; F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Xie J; G: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Wej G; H: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Pdt A; Y: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Cmq I; Huc: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144O/Evx A;
Deal Comments
Obt Ebss Gmxkbgy 2.00
Originator(s)
Qoexyfqjot Poxujf Hnonexexof (QPH)
Risk Retention
LU - Aphkipztar/Zhkykzatphv UZ - Yphdkyz Zard Aahopuh
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 27, 2018

Commentary 

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Research