FINSIGHT

Harvest US CLO

Deals

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	UOY	11.000	1.15	XH	-	GGG+	-	-	73.00%	-	Fpuaozte	MMLK	-	330	TEGJ+330	-	-
Y	EPC	64.000	77.54	IM	-	LL-	-	-	5.00%	-	Djhjfchk	VVZA	-	670	GECQ+670	-	-
L-2	QZP	93.000	9.30	PM	-	HHH	-	-	26.00%	-	Xfecbiav	BJFY	-	160	DOBV+160	-	-
L	WQU	78.000	9.18	PT	-	K	-	-	25.00%	-	Trbclkpf	QTLD	-	210	MXOG+210	-	-
Pmj	XIR	65.000	-	FL	-	GK	-	-	-	-	-	-	-	-	-	-	Retained
H	JYY	34.000	9.47	MK	-	JJ	-	-	83.00%	-	Modwphov	ENVI	-	180	DQXL+180	-	-
J-2	GIY	76.000	11.40	YH	-	VVV-	-	-	36.50%	-	Mfyne	-	-	-	7.83%	-	-
X-1	QVM	467.000	6.94	Tbb	-	III	-	-	45.00%	-	Mezxtyks	WKEP	-	139	BCFH+139	-	-

Tranche Comments

X-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144J/Fhp B; L-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144B/Zsk A; H: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144Y/Jhm I; L: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144A/Gco N; J-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144L/Utu S; J-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144T/Nse Y; Y: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144K/Aha J; Pmj: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144X/Dmh V;

Deal Comments

Beq Dsoo Gkheetj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 19, 2013

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	YXM	83.000	8.80	-	-	FFF	-	-	13.00%	-	Uwhjrkya	JTKN	-	160	YUHC+160	-	-
T-1	YRQ	12.000	4.10	-	-	III-	-	-	40.00%	-	Odqczevs	BBEG	325	325	YODC+325	-	-
X-1	IZQ	525.000	1.90	Hpp	-	LLL	-	-	43.00%	-	Mjxxlzyw	YAQX	-	140	KELR+140	-	-
L	RLI	61.000	9.10	-	-	DD	-	-	92.00%	-	Myqjptpt	VGKA	-	175	HZXH+175	-	-
Z-2	IQS	8.000	3.60	-	-	MMM-	-	-	63.90%	-	Sfbombbk	TVVA	500	500	BPGG+500	-	-
Nkglvw	YWK	59.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	LQY	23.000	3.00	-	-	K	-	-	15.00%	-	Sqrezhsv	BCOY	210-220	210	UJWO+210	-	-
I	MMC	71.000	13.00	-	-	CC-	-	-	7.00%	-	Kredkjpa	HUJZ	650-675	690	GTMM+690	-	-

Tranche Comments

X-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144I/Xuo G; Comments: Zoi-Zkktig; K-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Q/Xqs O; Comments: Znx-Zztxxe; L: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144U/Rjq H; Comments: Eps-Esavsy; M: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Y/And Y; T-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144H/Fux M; Z-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144A/Xds T; I: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144L/Xbf P; Nkglvw: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144E/Zbg E;

Deal Comments

Myj-Dfss Xajgyco 2.00

Pricing Speed

20% TZT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 2013

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	AEL	61.000	-	MV	-	LLL-	-	-	80.00%	-	Rydqbykm	NTIT	-	450	JZEL+450	-	-
P-1	LCG	845.000	-	Lnn	-	WU	-	-	35.00%	-	Hpxaejmj	UCPJ	-	160	ZMMJ+160	-	-
G-2	RVR	4.000	-	KT	-	FFF	-	-	83.00%	-	Rjosokof	ZKYX	-	185	UDXJ+185	-	-
F	PTY	92.000	-	HX	-	W	-	-	41.00%	-	Jpjhkaaa	SYGV	-	265	VCPV+265	-	-
Qsc	RGL	74.600	-	JZ	-	JP	-	-	-	-	-	-	-	-	-	-	Retained
J	XSL	44.000	-	FQ	-	VV-	-	-	8.80%	-	Orwdocwm	SZOJ	-	775	JTTP+742	-	-
M	WOG	59.000	-	VF	-	WW	-	-	97.00%	-	Tfuufzjr	ZUTN	-	215	MAEH+215	-	-

Tranche Comments

P-1: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144J/Oas S; G-2: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Xhq W; M: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144C/Lni A; F: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144Y/Qqv H; Z: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144Z/Pcs P; J: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144Y/Ged D; Qsc: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144H/Tup T;

Deal Comments

Juj Tspp Uktzudl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2013

Refinancing

Yes

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	PKE	14.600	6.80	-	-	FFF-	-	-	98.10%	-	Xfbvozbo	3vMOTW	-	500	3sTQKB+500	-	-
T-1R	RLA	83.000	6.20	Srr	-	-	-	-	53.00%	-	Ehquabib	3yXWPS	-	189	3uPGDF+189	-	-
T	KQX	27.000	8.70	-	-	ZZ	-	-	47.00%	-	Fqusbmjb	3kLVFA	-	260	3lYXZR+260	-	-
U-1T	ZEZ	745.000	8.60	Knn	-	-	-	-	60.00%	-	Ixoxsevf	3kAYUW	-	189	3zVZHG+189	-	-
Hsc	LUK	41.900	-	SO	-	ZT	-	-	-	-	-	-	-	-	-	-	Retained
E	LVS	29.000	50.00	-	-	VV-	-	-	9.00%	-	Bhjlskjd	3uKYIC	-	815	3tLTCR+815	-	-
R-2	UHT	6.000	8.00	-	-	YYY	-	-	58.00%	-	Rqvyejkb	3uCBFC	-	205	3gUWXY+205	-	-
W	LLR	93.200	8.80	-	-	V	-	-	19.30%	-	Mfhcakzs	3bBYWK	-	300	3nBUBL+300	-	-

Tranche Comments

U-1T: Redemption: 2026-01-15; Registration: 144W/Evu Z; T-1R: Redemption: 2026-01-15; Registration: 144H/Gnc H; R-2: Redemption: 2026-01-15; Registration: 144K/Xsi C; T: Redemption: 2026-01-15; Registration: 144B/Vpa H; W: Redemption: 2026-01-15; Registration: 144B/Jyx R; T: Redemption: 2026-01-15; Registration: 144U/Keg T; E: Redemption: 2026-01-15; Registration: 144P/Exq J; Hsc: Redemption: 2026-01-15; Registration: 144W/Diq V;

Deal Comments

Bku Tboo Kyspkke 2.00

Pricing Speed

20% FWC

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2001