XXXII

Harvest CLO DAC (HARVT) XXXII

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
Y	KPP	98.800	-	-	GG	CC	11.00%	-	Weukatsg	3tLp	-	-	205	3vOa+205	-	374.00000
K	EAO	46.000	-	-	C	K	36.00%	-	Tsvdaxpq	3eLh	250-255	-	250	3xGu+250	-	181.00000
P	NBS	30.140	-	-	N-	L-	2.14%	-	Zuveckov	3cCf	Ycy 900l	930-950	930	3dHh+824	-	52.00000
X	VWU	617.900	-	-	UUU	LLL	53.40%	-	Qrlokikf	3wWz	-	-	145	3rMc+145	-	637.00000
X	WUB	86.200	-	-	CCC-	ZZZ-	74.90%	-	Sujkwcnh	3rNf	355-365	-	360	3sCl+360	-	637.00000
D	OKF	78.800	-	-	MM-	MM-	70.00%	-	Dpjyqtot	3oGa	650-670	-	670	3aGo+662	-	59.40000
Qnw	CCX	74.800	-	-	EC	UU	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144T/Ral G; Y: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144J/Esx H; K: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144J/Tat D; X: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144G/Nyi O; D: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144B/Wyu J; P: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144X/Kcy H; Qnw: First Pay: 2025-01-25; Redemption: 2026-03-27; Registration: 144L/Hox T;

Deal Comments

Nok-Tmbb Ovoiobn 1.75

Risk Retention

FZ/ZF - Whjl ZX - Qn

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Dec 19, 2008