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
W	GGO	29.000	3.40	-	PP	ZZ	69.50%	-	Pmllejrt	3tQs	190-200	-	200	3vGf+200	-	940.00000
G	IUN	67.000	4.40	-	AA-	QQ-	2.50%	-	Fxflbayl	3vXb	Hlf zl Wcd 600z	-	625	3kUr+621	-	12.90000
X	VMM	85.000	5.40	-	DDD-	PPP-	56.00%	-	Sjqkcevp	3wMv	330-340	-	320	3xAf+320	-	905.00000
P	GCH	95.000	5.10	-	B-	G-	5.50%	-	Eeubulkv	3bXs	Arn tr Bcj 900e	-	945	3nJa+859	-	51.00000
Rzbuad	ZLS	71.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1	BNU	658.000	9.20	-	DDD	ZZZ	75.00%	-	Hxffdodx	3oPk	-	-	130	3gYl+130	-	549.00000
F	JDC	52.000	3.80	-	P	P	47.00%	-	Bhywslad	3jBs	225-235	-	235	3nGm+235	-	663.00000
M-2	OVR	1.000	7.50	-	MMM	CCC	11.50%	-	Tcxytrki	3nVw	165k	-	170	3tRg+170	-	500.00000

Tranche Comments

K-1: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144M/Bsf N; M-2: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144G/Cyc F; W: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144E/Def T; F: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144N/Zbz U; X: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144M/Wyt M; G: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144V/Dwa D; P: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144Z/Cie A; Rzbuad: First Pay: 2025-04-15; Redemption: 2026-05-20; Registration: 144G/Dta H;

Deal Comments

Fwz Auvv Xswhwwf 1.50

Risk Retention

IC/CF - Khzzsuaj

Pricing Speed

20 GMS

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Mar 28, 2023

WAL Test Period (YRS)