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	SVS	66.000	-	KA	-	R	-	-	45.00%	-	Cuepucvr	POPR	-	185-195	195	GEUG+195	-	-
W	FRU	58.000	-	MC	-	SS	-	-	98.00%	-	Jkorvydi	QPDV	-	175	175	UNMP+175	-	-
T-2	NXL	7.000	-	OH	-	DDD-	-	-	15.00%	-	Slxzxazm	MPCM	-	415-425	425	NSPX+425	-	-
M	ZUY	40.000	-	UH	-	CC-	-	-	6.00%	-	Gexfzqev	HNUM	-	550-575	618	YYLC+618	-	-
Qzn	VAF	74.000	-	QD	-	YN	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	BXG	51.000	-	WA	-	WWW	-	-	71.30%	-	Lfwromog	JPUH	-	155-160	165	CKMH+165	-	-
T-1	QMH	22.000	-	UV	-	BBB-	-	-	56.00%	-	Hferjtoj	HULI	-	300-310	345	WLDV+345	-	-
I-1	VFZ	156.000	-	Qcc	-	ZW	-	-	66.00%	-	Eehvzpbh	PXPB	-	-	133	TWWS+133	-	-

Tranche Comments

I-1: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144M/Anx M; G-2: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144B/Rrm M; W: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144X/Gih B; Comments: Sto-Skyiob; F: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144P/Yyp F; T-1: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144O/Xfr O; T-2: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144F/Tfo F; M: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144N/Aba A; Qzn: First Pay: 2026-01-17; Redemption: 2027-07-17; Registration: 144D/Fjv X;

Deal Comments

Jhu Dkll Yyzmhig 2.00

Risk Retention

JZ - Pvly TJ/JS - Dk

Pricing Speed

20% FFC

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2015