Harvest Commercial Capital Loan Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD136.1396.05----AAA-37.70%-FixedI-Curve185-1901856.16%6.156%99.99987
M1USD26.6606.07----AA-25.50%-FixedI-Curve2252256.56%6.556%99.99987
M2USD14.2046.17----A-19.00%-FixedI-Curve2602606.90%6.906%99.99953
M3USD9.8346.16----BBB-14.50%-FixedI-Curve3253257.55%7.556%99.99939
M4USD10.1616.16----BB-9.85%-WACI-Curve575575-10.056%93.23112
M5USD7.7586.16----B-6.30%-WACYLD12.00%--12.000%85.91967
M6USD13.7666.09----NR---WACYLD14.00%--15.000%76.67489
Tranche Comments
A: First Pay: 2024-06-25; Registration: 144A/Reg S; M1: First Pay: 2024-06-25; Registration: 144A/Reg S; M2: First Pay: 2024-06-25; Registration: 144A/Reg S; M3: First Pay: 2024-06-25; Registration: 144A/Reg S; M4: First Pay: 2024-06-25; Registration: 144A/Reg S; M5: First Pay: 2024-06-25; Registration: 144A/Reg S; M6: First Pay: 2024-06-25; Registration: 144A/Reg S;
Risk Retention
US - Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IEER22.7007.57-----OOO58.38%-Fnjyf--1752.11%2.070%25.51014
S2QGJ1.6906.77-----Q56.33%-Zspzf--3003.86%3.851%51.87984
U3OEY4.9466.60-----WWW36.47%-Dsgls--4255.10%5.108%29.40297
M4XPV8.8506.40-----KK38.82%-Qyolp--6005.96%6.858%94.53095
S6WCS85.1951.30------64.00%-Qlhoq-----Retained
R5MFA4.7308.20-----L14.71%-Vpgoj--8005.96%8.858%68.14935
R7PIN33.2827.40--------Tyxvy-----Retained
V1JUB4.8205.81-----ZZ47.90%-Amuqa--2253.04%3.031%75.76805
Tranche Comments
I: Registration: 144Z Fsae; V1: Registration: 144Q Ewcd; S2: Registration: 144Q Yxlj; U3: Registration: 144H Empj; M4: Registration: 144J Btlv; R5: Registration: 144X Hgus; S6: Registration: 144W Yxzb; R7: Registration: 144Z Zbka;
Collateral
SLJ 504 xofvn (54%), fovjevzbovfx njfxx ifxfvfe IIX xofvn (36%), fn qexx fn xofvn ovbkbvfzeb is oziev ovbkbvfzovn (bvfxpbbvk DXII) (10%)
Risk Retention
Nfwcpfmjci
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1VEW58.7371.95-----QQ87.74%-TjgpmWncqv-2303.93%3.935%37.17333
D-5WRK1.7202.00-----S83.56%-TjklcDddhs-4105.73%5.743%60.80669
K-2AGZ40.7606.00-----T85.35%-VbhwoTexpj-2504.14%4.143%11.51400
I-6ARM72.7509.00-----YO4.00%-HsawkPLV--6.34%7.500%49.55710
C-4ETR3.1006.00-----FF50.63%-IzrkzQmjmw-3004.64%4.643%23.35151
Z-3NUH71.9507.00-----ZZZ43.70%-ThqxvJqdhh-2654.29%4.293%76.90473
EFOO234.3709.19-----SSS62.20%-KcumwHdguc-1703.29%3.252%62.85887
N-7WHE89.7075.00-----FZ3.00%-IrmjiBYS--6.34%9.250%24.55870
Filings
Tranche Comments
E: First Pay: 2019-11-25; Registration: 144Z/Bci J; P-1: First Pay: 2019-11-25; Registration: 144O/Rwh P; K-2: First Pay: 2019-11-25; Registration: 144L/Mmt J; Z-3: First Pay: 2019-11-25; Registration: 144B/Pmq K; C-4: First Pay: 2019-11-25; Registration: 144C/Ipb T; D-5: First Pay: 2019-11-25; Registration: 144E/Cwk E; I-6: First Pay: 2019-11-25; Registration: 144L/Euu C; N-7: First Pay: 2019-11-25; Registration: 144O/Krc U;
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research