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
T	HJL	52.000	3.00	-	NNN-	XXX-	79.00%	-	Yryoljpf	3xXz	-	-	330	3yGe+330	-	777.00000
S	HLR	941.000	7.20	-	OOO	PPP	52.00%	-	Nkkzxbqk	3oFe	-	-	135	3rTt+135	-	125.00000
Y	LNJ	23.000	4.10	-	AA	YY	93.00%	-	Vwbjadeu	3wBt	-	-	185	3yXd+185	-	711.00000
Z	MCJ	13.900	1.60	-	LL-	SS-	4.10%	-	Kvlhkzek	3eVo	-	-	570	3aMq+570	-	247.00000
W	ZCY	82.000	61.00	-	L-	Q-	8.30%	-	Vzxukoqj	3jLf	-	-	865	3jHc+824	-	48.50000
A	HUQ	51.000	9.40	-	M	I	48.00%	-	Vjfxehln	3mFe	-	-	230	3mEn+230	-	540.00000
Yaaete	TMZ	51.500	-	-	FQ	GO	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144W/Zdh O; Y: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144G/Lfq J; A: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144K/Haj C; T: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144P/Jqq Y; Z: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144E/Whf S; W: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144B/Fkx Z; Yaaete: First Pay: 2026-04-15; Redemption: 2027-01-15; Registration: 144L/Pek G;

Deal Comments

Gbb Xjgg Spfobey 2.00

Risk Retention

MCf Zjeuqjktxa

Pricing Speed

20% OJT

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2004