Harvest CLO DAC (HARVT) XXXIII

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
R	DQY	54.000	4.80	-	LL	WW	42.50%	-	Ghbhffvt	3qCx	190-200	-	200	3hEz+200	-	221.00000
Z	MNE	35.000	5.90	-	GGG-	TTT-	75.00%	-	Nkuqjpxc	3jYv	330-340	-	320	3bGb+320	-	877.00000
P-2	POT	2.000	1.30	-	LLL	LLL	67.50%	-	Gtbuqtcn	3dMu	165r	-	170	3oUz+170	-	253.00000
T	HGO	35.000	7.40	-	R-	M-	2.60%	-	Owwqlyah	3sSq	Rnz qn Wrr 900u	-	945	3oUk+859	-	19.00000
W	HAX	83.000	8.40	-	X	J	57.00%	-	Usezczzg	3lLq	225-235	-	235	3mDz+235	-	124.00000
Wdojlt	XOJ	15.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	KZX	166.000	6.60	-	CCC	LLL	15.00%	-	Zycdzzdq	3hAj	-	-	130	3pRj+130	-	406.00000
D	QWV	29.000	2.80	-	OO-	AA-	1.90%	-	Bhewkqur	3cZy	Zrq br Kmk 600b	-	625	3xVb+621	-	28.11000

Tranche Comments

Z-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Eru S; P-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144B/Wrc L; R: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144W/Zox U; W: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144M/Olf B; Z: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144T/Gbd Q; D: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Y/Akm I; T: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144U/Eiw U; Wdojlt: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144J/Zmm F;

Deal Comments

Fpz Oboo Hzvzpna 1.50

Risk Retention

LR/RN - Jvxhgvry

Pricing Speed

20 EDS

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Apr 12, 2009

Refinancing

Yes