XXXIII

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
Tgkcev	EZP	83.200	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2	AHZ	2.000	7.90	-	JJJ	LLL	71.80%	-	Vzubkqah	3hOy	165o	-	170	3vOw+170	-	262.00000
M	WYR	56.000	6.90	-	N-	H-	3.96%	-	Bakbasei	3yZl	Oca ec Rrx 900y	-	945	3nWi+859	-	58.00000
J-1	PMC	862.000	4.30	-	FFF	VVV	34.00%	-	Hfyrsaua	3aUy	-	-	130	3qMr+130	-	245.00000
D	EOT	88.000	2.20	-	SS	MM	11.20%	-	Kdmcdsvk	3gLn	190-200	-	200	3hEg+200	-	487.00000
E	CSI	58.000	2.30	-	K	C	71.00%	-	Auovfwxy	3wLc	225-235	-	235	3lTx+235	-	412.00000
K	XVN	49.000	4.60	-	RR-	WW-	4.20%	-	Ryhzzspe	3oYq	Ahw th Wgk 600u	-	625	3cUf+621	-	11.33000
G	OJL	67.000	3.80	-	NNN-	III-	25.00%	-	Zfpqemvs	3pIi	330-340	-	320	3aXy+320	-	107.00000

Tranche Comments

J-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Lzc P; C-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Nnb H; D: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144K/Cqv K; E: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Zeu G; G: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144B/Tpm A; K: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144L/Vva U; M: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144C/Nbp V; Tgkcev: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144L/Fmc F;

Deal Comments

Iua Zfll Dauqugk 1.50

Risk Retention

OR/RH - Nmcrbucy

Pricing Speed

20 TTZ

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

Jan 24, 2020

WAL Test Period (YRS)