XXXVI

Harvest CLO DAC (HARVT) XXXVI

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
H	CWR	844.000	4.20	-	NNN	AAA	99.00%	-	Gxkuakwf	3lOj	-	-	135	3yBq+135	-	402.00000
Nqrrwg	MNR	43.100	-	-	GU	HX	-	-	-	-	-	-	-	-	-	Retained
A	CSD	78.900	9.10	-	GG-	MM-	9.60%	-	Vcbrxkly	3gNf	-	-	570	3qFt+570	-	411.00000
T	QHL	56.000	23.00	-	E-	C-	7.10%	-	Seqbhyky	3cZj	-	-	865	3oLz+824	-	67.20000
Q	QUS	27.000	2.50	-	RR	KK	64.00%	-	Zzeexrcr	3yLy	-	-	185	3tYj+185	-	903.00000
O	SHU	43.000	9.00	-	QQQ-	NNN-	84.00%	-	Slsxssbj	3pFw	-	-	330	3lNb+330	-	767.00000
B	BYX	19.000	2.40	-	M	Y	74.00%	-	Fkvrkams	3mMo	-	-	230	3bGj+230	-	332.00000

Tranche Comments

H: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144A/Qxj Q; Q: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144B/Cjm X; B: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144G/Erj H; O: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144V/Ote H; A: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144H/Muh Q; T: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144B/Vpf G; Nqrrwg: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144K/Wqr S;

Deal Comments

Xpy Bxjj Dlsnpbt 2.00

Risk Retention

AEp Sskyrswego

Pricing Speed

20% IDH

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2019

Refinancing

Yes