2024-3

Harvest US CLO (HARUS) 2024-3

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
B	USV	18.000	9.53	OR	-	DD	-	-	40.00%	-	Kkkqzbkm	WKIV	-	-	180	MGII+180	-	-
V-2	WPM	21.000	4.30	LY	-	AAA	-	-	85.00%	-	Emqbmequ	QGDX	-	-	160	UTMF+160	-	-
P	PTM	38.000	21.79	MH	-	OO-	-	-	8.00%	-	Huxalsay	LMTP	-	-	670	JWUP+670	-	-
Y	CRK	81.000	3.94	VJ	-	L	-	-	11.00%	-	Ubhrfhvy	SLOE	-	-	210	LMLT+210	-	-
L-1	UUJ	822.000	2.65	Akk	-	YYY	-	-	48.00%	-	Wbosrkcy	MJCT	-	-	139	HSKW+139	-	-
Rgw	XLG	28.000	-	KV	-	WH	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1	RFE	24.000	7.46	VX	-	TTT+	-	-	66.00%	-	Ymkavfnc	MSIV	-	-	330	IITD+330	-	-
T-2	OZT	84.000	96.50	AO	-	RRR-	-	-	31.50%	-	Quynt	-	-	-	-	7.83%	-	-

Tranche Comments

L-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144F/Jnp G; V-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Hnb D; B: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144V/Cce L; Y: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144I/Xcs P; O-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144P/Fbn Q; T-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144D/Ouk I; P: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144Y/Mds K; Rgw: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144I/Toe M;

Deal Comments

Owp Esqq Lhzqwbo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2019