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
Arj	RAR	43.000	-	VT	-	MG	-	-	-	-	-	-	-	-	-	-	Retained
V	XUV	92.000	25.11	WB	-	OO-	-	-	2.00%	-	Cxsowrbo	YLVS	-	670	XAKH+670	-	-
R-1	QIX	238.000	8.47	Sdd	-	LLL	-	-	56.00%	-	Jqfbuvmx	HLYK	-	139	CKCA+139	-	-
P-2	EHH	87.000	24.20	BE	-	WWW-	-	-	74.60%	-	Tyttb	-	-	-	7.83%	-	-
R	WTI	52.000	6.20	CP	-	M	-	-	94.00%	-	Htzlrtnu	LQCT	-	210	MMME+210	-	-
B-1	MAF	68.000	5.83	IN	-	III+	-	-	33.00%	-	Uuxotcsh	PWOE	-	330	NHPQ+330	-	-
S	IRD	88.000	7.12	YQ	-	CC	-	-	96.00%	-	Mlkszbmd	NVFJ	-	180	DEVZ+180	-	-
L-2	CYQ	63.000	4.80	SL	-	RRR	-	-	79.00%	-	Achadzbe	VMDY	-	160	AHES+160	-	-

Tranche Comments

R-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144J/Gfd Y; L-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144P/Xlq W; S: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144E/Wse Y; R: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144C/Brh K; B-1: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144F/Hqw H; P-2: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144U/Orl P; V: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144F/Clb H; Arj: First Pay: 2025-07-18; Redemption: 2026-12-12; Registration: 144U/Nhk Q;

Deal Comments

Jpo Jhff Gtfzpby 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2010

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
W-2	BBG	41.000	2.50	-	-	JJJ	-	-	76.00%	-	Lwcpoaam	QDFW	-	160	DNWG+160	-	-
Prdeqg	UWS	63.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	LFG	25.000	45.00	-	-	KK-	-	-	9.00%	-	Pexskqzk	GEZK	650-675	690	TEHW+690	-	-
D	TVZ	52.000	4.80	-	-	CC	-	-	87.00%	-	Xwrvpjzw	TDZL	-	175	LONQ+175	-	-
E-1	JYH	946.000	4.30	Yoo	-	SSS	-	-	39.00%	-	Qajbaomh	EGWV	-	140	NQEG+140	-	-
X	ZPV	66.000	3.00	-	-	C	-	-	15.00%	-	Gusjuoxu	SBQQ	210-220	210	WAJU+210	-	-
L-2	ELH	3.000	4.90	-	-	NNN-	-	-	52.70%	-	Txhszesu	IDFK	500	500	DVSZ+500	-	-
J-1	RPN	50.000	3.20	-	-	WWW-	-	-	49.00%	-	Bvxkyszy	MWAD	325	325	EUDO+325	-	-

Tranche Comments

E-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144W/Mhb G; Comments: Brt-Byfztz; W-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Q/Xog Y; Comments: Cxx-Cghfxn; D: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144U/Ctj K; Comments: Owv-Oxewva; X: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144K/Xbj F; J-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144U/Zyl T; L-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Z/Mrz S; O: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144D/Rag E; Prdeqg: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144B/Cyy R;

Deal Comments

Fjv-Youu Jptnjpx 2.00

Pricing Speed

20% YYL

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2010

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
F	BLY	79.000	-	GW	-	UU	-	-	64.00%	-	Hfsfkzyg	MOQQ	-	215	CPTI+215	-	-
M	JHC	54.000	-	XK	-	II-	-	-	5.70%	-	Pwfobvyv	AMGW	-	775	OKOL+742	-	-
U-1	YMB	518.000	-	Ubb	-	HW	-	-	21.00%	-	Yubqjbha	AVHJ	-	160	WKWS+160	-	-
U-2	MKH	4.000	-	LL	-	LLL	-	-	23.00%	-	Qrjfksbj	UJOV	-	185	UNJC+185	-	-
X	GIR	51.000	-	GB	-	Z	-	-	40.00%	-	Tdacsavc	JLPY	-	265	GIPN+265	-	-
X	UPD	10.000	-	UB	-	MMM-	-	-	66.00%	-	Govwowuy	DSXU	-	450	NZAY+450	-	-
Zfm	FFI	48.600	-	SE	-	LH	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144J/Wsv N; U-2: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144Y/Grv V; F: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144V/Hdk K; X: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144K/Bpx Q; X: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144F/Rte K; M: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144J/Vse G; Zfm: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144X/Vji C;

Deal Comments

Eoh Ocpp Hnvfosu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2004

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
X-1F	OAI	440.000	9.10	Naa	-	-	-	-	93.00%	-	Twrvyxbm	3uGYMT	-	189	3qSAKA+189	-	-
P	RQZ	62.000	6.40	-	-	ZZ	-	-	81.00%	-	Iwbzetoz	3aBKNL	-	260	3sDDNI+260	-	-
W	TAN	66.900	9.40	-	-	E	-	-	19.90%	-	Jpdvljzb	3iAJAS	-	300	3iYXJL+300	-	-
R-1R	QJC	73.000	7.80	Ccc	-	-	-	-	69.00%	-	Yrhxfbis	3wIHXI	-	189	3hQLWI+189	-	-
R	KVW	26.000	18.00	-	-	ZZ-	-	-	7.00%	-	Oxqrpxpe	3tZQJE	-	815	3uTOCR+815	-	-
Rje	VLU	34.100	-	GQ	-	PE	-	-	-	-	-	-	-	-	-	-	Retained
C	IVL	76.800	8.40	-	-	AAA-	-	-	35.30%	-	Rubvlzng	3vYMYN	-	500	3aXGSL+500	-	-
S-2	THZ	2.000	6.00	-	-	TTT	-	-	91.00%	-	Vyzckwse	3vQLFI	-	205	3zWDGT+205	-	-

Tranche Comments

X-1F: Redemption: 2026-01-15; Registration: 144L/Zng I; R-1R: Redemption: 2026-01-15; Registration: 144X/Fpu L; S-2: Redemption: 2026-01-15; Registration: 144O/Krl R; P: Redemption: 2026-01-15; Registration: 144A/Tmo A; W: Redemption: 2026-01-15; Registration: 144Q/Zql E; C: Redemption: 2026-01-15; Registration: 144Z/Txp S; R: Redemption: 2026-01-15; Registration: 144H/Ttl F; Rje: Redemption: 2026-01-15; Registration: 144Y/Wyy S;

Deal Comments

Svb Iznn Rirjviu 2.00

Pricing Speed

20% VPM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2015