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
K	EKY	91.000	-	Z2	-	M	48.80%	-	Sjzctere	3qJu	-	-	215	3bEa+215	-	622.00000
V	IBG	18.400	-	Ooo3	-	DDD	46.50%	-	Rdelkxjm	3wDx	-	-	340	3nEh+340	-	558.00000
B	SPG	404.000	-	Hdd	-	RRR	68.90%	-	Rdxpxcwv	3nAe	-	-	100	3nDf+100	-	806.00000
L	XDT	82.000	-	Gj3	-	DD-	2.10%	-	Drzvqora	3rEw	-	-	640	3mNk+619	-	76.70000
Q1	LWJ	43.500	-	Xu2	-	FF	52.10%	-	Wluujbqz	3cXd	-	-	170	3bUo+170	-	368.00000
W	FWX	83.000	-	R3	-	T-	2.10%	-	Qzrlyisi	3sOp	-	-	930	3iXk+885	-	23.00000
V	KUJ	8.920	-	GD	-	OU	-	-	-	-	-	-	-	-	-	Retained
Eck	EIV	82.400	-	VR	-	XZ	-	-	-	-	-	-	-	-	-	Retained
F2	KUQ	74.100	-	Vu2	-	XX	59.70%	-	Cqcgp	NBU	-	-	-	2.150%	2.150%	892.00000

Tranche Comments

B: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144E/Qfk G; Q1: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144X/Maq N; F2: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Xcr T; K: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Z/Gao G; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144D/Mvu K; L: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144W/Mkh Z; W: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144G/Oip M; V: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144Y/Qdy Y; Eck: First Pay: 2022-07-15; Redemption: 2023-05-30; Registration: 144U/Vrr V;

Deal Comments

Mgu Ygcc Mexcgyw 2.00

Originator(s)

Slzrfffsbr Zbrqif Kjljrrxrlf (SZK)

Risk Retention

RK - Xjxhqjjwrj/Oxhjhjrwjxz KQ - Hjxzhjj Qrrz Xrxcjox

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2017