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
V-1	EPB	737.000	5.70	-	XXX	KKK	12.00%	-	Lkbhkwbv	3fIz	-	-	171	3sRq+171	-	451.00000
M	AEQ	7.430	-	-	GR	SN	-	-	-	-	-	-	-	-	-	Retained
Mwf	GWB	63.241	-	-	SF	UI	-	-	-	-	-	-	-	-	-	Retained
E	KHF	43.000	7.30	-	C-	K-	2.86%	-	Vpqaarxb	3gEr	-	-	1110	3dLn+884	-	99.00000
N	PDA	72.650	7.30	-	CCC-	ZZZ-	55.30%	-	Rhmfckhw	3rFo	-	-	560	3nGe+560	-	347.00000
F	OND	47.390	2.60	-	RR-	II-	17.42%	-	Xrpjeobn	3jLc	-	-	860	3vAj+790	-	51.00000
K-2	MGF	23.000	8.10	-	LLL	HHH	75.00%	-	Ksbwrvqg	3tRa	-	-	210	3cNf+210	-	110.00000
U	MXV	61.000	1.80	-	Q	I	34.72%	-	Pdooxveo	3lVy	-	-	350	3gHf+350	-	746.00000
Q	HVK	20.000	6.10	-	PP	BB	97.40%	-	Abepselg	3kBw	-	-	285	3yUq+285	-	816.00000

Tranche Comments

V-1: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Ylf T; K-2: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Man S; Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Isk P; U: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Q/Qwr Q; N: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144N/Obr E; F: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144C/Nhh O; E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144B/Dtz N; M: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144H/Vvx A; Mwf: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144X/Jxh S;

Deal Comments

Igb Ktzz Caebggv 1.6

Reinvestment Period (YRS)

2.8