XXVI

Harvest CLO DAC (HARVT) XXVI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Zqz	WTH	42.800	-	LI	NL	-	-	-	-	-	-	-	-	-	-	Retained
L	SPN	14.800	5.00	T2	T	-	-	-	Popoojpb	3fNu	-	-	215	3vUl+215	-	746.00000
L	ZOW	38.800	9.60	Hll3	BBB-	-	-	-	Ijzbldvh	3iUc	-	-	325	3wWo+325	-	396.00000
D-2	EQX	99.000	8.50	Zi2	KK	-	-	-	Albuo	CAO	-	-	-	2.00%	2.000%	904.00000
E-1	SXB	40.280	5.50	Qz2	EE	-	-	-	Iuldvawm	3hSc	-	-	160	3gIs+160	-	724.00000
M	JJN	15.400	5.80	No3	MM-	-	-	-	Shcexfuf	3jLz	-	-	640	3xGk+612	-	44.00000
E	XEW	77.510	5.60	U3	V-	-	-	-	Jsohejnz	3gVf	-	-	900	3kMm+855	-	97.00000
F	GXT	135.000	6.90	Wnn	TTT	-	-	-	Xbrsckxr	3vRy	-	-	94	3eGq+94	-	867.00000

Tranche Comments

F: First Pay: 2022-01-15; Redemption: 2023-01-15; E-1 : First Pay: 2022-01-15; Redemption: 2023-01-15; D-2: First Pay: 2022-01-15; Redemption: 2023-01-15; L: First Pay: 2022-01-15; Redemption: 2023-01-15; L: First Pay: 2022-01-15; Redemption: 2023-01-15; M: First Pay: 2022-01-15; Redemption: 2023-01-15; E: First Pay: 2022-01-15; Redemption: 2023-01-15; Zqz: First Pay: 2022-01-15; Redemption: 2023-01-15;

Deal Comments

Sks Sbww Vklvkxz 1.5

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Feb 6, 2018