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
F	MZN	84.000	-	WS	-	PP	-	-	36.00%	-	Lubkuxwz	UDQX	-	175	175	VSCY+175	-	-
Apa	IUC	56.000	-	TD	-	DB	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	QNB	34.000	-	EE	-	BBB	-	-	95.90%	-	Hjccblli	QHIP	-	155-160	165	DZXN+165	-	-
E-1	ABR	560.000	-	Daa	-	LR	-	-	23.00%	-	Kjkdocuw	AHZN	-	-	133	DIZE+133	-	-
F-1	PBB	27.000	-	NO	-	VVV-	-	-	49.00%	-	Aubrpaxb	LEFF	-	300-310	345	UUWE+345	-	-
T	QOX	15.000	-	KA	-	Z	-	-	40.00%	-	Yzsfduti	UXYW	-	185-195	195	QNJP+195	-	-
C-2	QVC	4.000	-	ZS	-	NNN-	-	-	77.00%	-	Zxylqzty	KICG	-	415-425	425	ETZB+425	-	-
P	FSF	74.000	-	XD	-	LL-	-	-	7.00%	-	Wmjbfsyw	UCVL	-	550-575	618	AJCY+618	-	-

Tranche Comments

E-1: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144X/Mkc B; Z-2: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144I/Naw S; F: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144Z/Evb L; Comments: Umg-Umxqgn; T: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144H/Iow S; F-1: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144K/Aml H; C-2: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144H/Dcx Z; P: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144V/Fbq E; Apa: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144X/Fmc N;

Deal Comments

Lgu Tauu Urxrgmh 2.00

Risk Retention

AX - Ibue TA/AU - Uh

Pricing Speed

20% JEP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 1999