XXXI

Harvest CLO DAC (HARVT) XXXI

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
T	KSK	62.620	9.70	-	WWW-	LLL-	54.80%	-	Sxxqmqdv	3kXn	-	-	560	3fAx+560	-	697.00000
N	ACF	55.000	7.40	-	F-	B-	2.12%	-	Dspurjtr	3bGh	-	-	1110	3kUt+884	-	70.00000
A-1	XQN	975.000	6.40	-	PPP	VVV	54.00%	-	Svefwira	3oTc	-	-	171	3dZb+171	-	199.00000
C	BOP	7.250	-	-	IW	QG	-	-	-	-	-	-	-	-	-	Retained
F-2	SYU	31.000	4.50	-	PPP	KKK	43.00%	-	Omslrxjm	3pAb	-	-	210	3xKw+210	-	213.00000
F	VBE	49.000	5.60	-	W	Y	24.53%	-	Zrmfwqno	3gVu	-	-	350	3zSk+350	-	772.00000
C	GCB	58.000	7.60	-	VV	LL	39.80%	-	Fqseofsz	3sUr	-	-	285	3fAy+285	-	159.00000
D	VEU	41.830	5.30	-	OO-	JJ-	81.23%	-	Vrespela	3vYw	-	-	860	3pQv+790	-	76.00000
Zxz	DBC	96.633	-	-	AI	MA	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Q/Xfw J; F-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144T/Aaq I; C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144E/Ocz S; F: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Jbv V; T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Mpz W; D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Y/Dvh O; N: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Tok N; C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Rff F; Zxz: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Cli C;

Deal Comments

Eef Zaqq Ojmzeer 1.6

Reinvestment Period (YRS)

6.8