2024-2

Harvest US CLO (HARUS) 2024-2

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	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q-1	ERQ	510.000	8.30	Cee	-	LLL	-	-	11.00%	-	Sfosrrbf	EPAN	-	-	140	ZYFF+140	-	-
Q	ZGR	92.000	3.00	-	-	C	-	-	20.00%	-	Aqxvtwsi	CIJD	-	210-220	210	HJBX+210	-	-
T	PLN	89.000	49.00	-	-	LL-	-	-	3.00%	-	Mzvjlhhv	TDKD	-	650-675	690	WSUI+690	-	-
Z	ZNG	97.000	1.80	-	-	PP	-	-	87.00%	-	Pkcdyopk	QLLP	-	-	175	VGGY+175	-	-
Hejufm	EXX	62.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	GHM	28.000	1.50	-	-	UUU-	-	-	31.00%	-	Guqmkkpz	EUFG	-	325	325	XLCZ+325	-	-
O-2	QCI	55.000	5.80	-	-	LLL	-	-	31.00%	-	Gzkkccxl	HOMW	-	-	160	CUNR+160	-	-
T-2	IBU	5.000	3.20	-	-	PPP-	-	-	83.50%	-	Hsurbtmk	BXFE	-	500	500	BJZA+500	-	-

Tranche Comments

Q-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144C/Zxj G; Comments: Wyb-Whruba; O-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144T/Tpx O; Comments: Xju-Xyrcul; Z: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144C/Twm A; Comments: Tgi-Tvhhid; Q: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144K/Fph R; V-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144I/Ltv S; T-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144C/Thp O; T: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144O/Krb V; Hejufm: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144E/Gdj Z;

Deal Comments

Bim-Awoo Fsvriia 2.00

Pricing Speed

20% IUJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2021