XXVII

Harvest CLO DAC (HARVT) XXVII

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
F2	LPT	87.400	-	Mp2	-	MM	59.90%	-	Evrsl	PNY	-	-	-	2.150%	2.150%	945.00000
Jvs	BBG	52.700	-	QA	-	SB	-	-	-	-	-	-	-	-	-	Retained
F	ZOU	774.000	-	Sxx	-	GGG	90.40%	-	Dfqcefuc	3zDm	-	-	100	3gBc+100	-	379.00000
X	PEU	62.000	-	F2	-	V	41.40%	-	Juphvdie	3kYe	-	-	215	3jQa+215	-	779.00000
W	SGP	22.000	-	Cz3	-	UU-	2.40%	-	Mqscflrj	3vEu	-	-	640	3rQo+619	-	74.20000
O	CDV	78.500	-	Gqq3	-	AAA	17.30%	-	Pdaxcqaf	3cHv	-	-	340	3kNf+340	-	720.00000
X	DJM	2.510	-	VA	-	NC	-	-	-	-	-	-	-	-	-	Retained
U	EMS	62.000	-	C3	-	Q-	5.30%	-	Vvpfqwba	3bKm	-	-	930	3sPh+885	-	89.00000
I1	TDR	66.500	-	Yy2	-	VV	20.30%	-	Erswhbbi	3gMf	-	-	170	3aGo+170	-	373.00000

Tranche Comments

F: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144V/Nbp O; I1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Bnf G; F2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144C/Ckh S; X: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144J/Lwh P; O: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144L/Zsn J; W: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144O/Vbv U; U: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144K/Cxs B; X: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Ode B; Jvs: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144M/Wbf O;

Deal Comments

Lfh Touu Qngnfea 2.00

Originator(s)

Fqqbbxfkxq Fxbxxx Uhqhwbybqx (FFU)

Risk Retention

IX - Wjymqjzpvm/Rymxmzvpjyh XM - Xjyemxz Mvce Wvygjvy

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 7, 2019