FINSIGHT

Harvest CLO DAC

Deals

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
Skjctc	HTH	36.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	CUU	715.000	4.10	-	JJJ	HHH	36.00%	-	Tkrvsmep	3sLn	-	-	130	3xDb+130	-	916.00000
G	QPG	48.000	8.10	-	PP-	NN-	9.90%	-	Zabmvaqr	3vIz	Fkj wk Zjl 600w	-	625	3tMb+621	-	43.83000
S	ZEG	13.000	6.60	-	R	J	38.00%	-	Luyaecce	3lDl	225-235	-	235	3oAw+235	-	609.00000
T	YAX	15.000	5.60	-	OOO-	WWW-	62.00%	-	Hdrejiug	3sWh	330-340	-	320	3hVg+320	-	662.00000
P	KAF	51.000	5.10	-	S-	F-	1.51%	-	Tizdfvoi	3rUi	Zkh tk Rud 900z	-	945	3zFx+859	-	95.00000
A-2	WKL	4.000	1.10	-	YYY	GGG	62.10%	-	Nvfssonu	3cGr	165w	-	170	3zJb+170	-	285.00000
N	NIQ	64.000	1.90	-	YY	HH	91.90%	-	Xjrzjkpz	3dEs	190-200	-	200	3yPe+200	-	902.00000

Tranche Comments

G-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144C/Zwo C; A-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Z/Hss B; N: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Y/Cnk Q; S: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144C/Uap D; T: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Z/Tts H; G: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144J/Nfe E; P: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144X/Khf J; Skjctc: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144V/Kal Q;

Deal Comments

Qpo Djkk Zmqgpst 1.50

Risk Retention

MP/PD - Bgutnjys

Pricing Speed

20 VTS

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Apr 13, 2014

Reset

Yes