FINSIGHT

Harvest US CLO

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	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	QHA	70.000	-	BJ	-	U	-	-	45.00%	-	Ebufeepj	HYIU	-	185-195	195	HIHK+195	-	-
Sra	JSJ	81.000	-	ZA	-	XD	-	-	-	-	-	-	-	-	-	-	-	Retained
R-1	EVN	169.000	-	App	-	LD	-	-	58.00%	-	Gjumfywe	WNWM	-	-	133	EWNA+133	-	-
G-2	KBC	24.000	-	SQ	-	SSS	-	-	81.40%	-	Zcvvdpwm	AKSW	-	155-160	165	AESN+165	-	-
K	ZCO	57.000	-	YT	-	KK	-	-	82.00%	-	Uwzwtfow	ISGO	-	175	175	AGLD+175	-	-
O	PUA	13.000	-	GJ	-	OO-	-	-	1.00%	-	Hbymzrot	ZLCH	-	550-575	618	VWTL+618	-	-
Y-2	ABZ	3.000	-	WJ	-	WWW-	-	-	96.00%	-	Qwxpwhnw	DCGO	-	415-425	425	KABV+425	-	-
Y-1	JPO	54.000	-	EW	-	BBB-	-	-	18.00%	-	Jxfrfqwp	WMBP	-	300-310	345	QNYQ+345	-	-

Tranche Comments

R-1: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144K/Oxa P; G-2: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144U/Dcn R; K: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144C/Ztt P; Comments: Snr-Sxlmrc; E: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144D/Fzv F; Y-1: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144M/Eln A; Y-2: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144Y/Dpw Q; O: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144M/Lsx R; Sra: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144G/Lob J;

Deal Comments

Khn Moww Ebpihdg 2.00

Risk Retention

HS - Pngd JH/HM - We

Pricing Speed

20% TKA

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2020