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Harvest CLO VIII DAC – Monthly Report NOVEMBER 2016
HARVEST CLO VIII DAC NOVEMBER 2016
3i Debt Management Investments Ltd. Registered in England under company number 5655607
Registered Office: 16 Palace Street, London, SW1E 5JD. Authorised and Regulated by the UK FCA 2
Disclaimer
This communication is issued and approved by 3i Debt Management Investments Ltd (“3iDM”) which is authorised and regulated by the Financial Conduct Authority. This communication is not for distribution to the public or a large number of persons, but is personal to named recipients. All recipients are (a) persons who have professional experience in matters relating to investments falling within Article 19(1) of the Financial Services and Markets Act 2000 (Financial Promotion) Order 2005 (the "Order") or (b) high net worth entities, and other persons to whom it may otherwise lawfully be communicated, falling within Article 49(1) of the Order (all such persons together being referred to as "relevant persons"). This communication must not be acted on or relied on by persons who are not relevant persons. Any investment or investment activity to which this communication relates is only available to relevant persons and will be engaged in only with relevant persons.
The material in this communication is not investment research or a research recommendation as defined by the FCA rules and has accordingly not been prepared in accordance with any legal requirements designed to promote the independence of investment research nor is it subject to any dealing prohibition on dealing ahead of the dissemination of investment research. This material has been compiled by 3iDM personnel from various publicly available news sources. It is not intended to be a comprehensive summary of newsworthy business or economic events and it may not be relied upon as such. To the extent that the information in this communication reflects the views of 3iDM or its affiliates, this information and views expressed are subject to change without notice to you. Although the information set out in this communication is obtained from sources believed to be reliable, 3iDM does not guarantee its accuracy or completeness. The contents of this commentary are confidential and not for distribution other than to investors in the aforementioned funds.
HARVEST CLO VIII DAC NOVEMBER 2016
3i Debt Management Investments Ltd. Registered in England under company number 5655607
Registered Office: 16 Palace Street, London, SW1E 5JD. Authorised and Regulated by the UK FCA 3
Overview
A mixed month with HY credit flat to slightly negative and loans up as markets responded to Central
Bank
Credit underperformed equities in November with the surprise US election outcome resulting in a
rally for global stocks and sending US markets to new all-time highs. A widening in both US and
European rates, however, put pressure on HY bonds particularly at the long end.
News of Trump’s election win had seen initial weakness with credit and equities selling off heavily,
reminiscent of the post Brexit referendum reaction. Weakness, however, was short lived with the
majority of markets quickly recovering as Trump’s strong bias toward fiscal expansion and
inflationary policy was ultimately seen as a positive for the US economy causing the Dollar to
strengthen but rates to widen.
The expectation of increased financial stimulus in the form of tax cuts and changes to trade policy
intended to boost the US economy and stimulate GDP growth caused Treasury yields to spike and a
steepening of the interest rate curve in the expectation that the Fed will be forced to raise interest
rates more aggressively than previously anticipated. Expectation remains for a hike in December
and possibly two to three rate rises next year.
Oil also rallied after OPEC agreed to cut production by 1.2m barrels a day effective January, its first
supply cut in 8 years. Oil consequently ended the month back above $50$/bbl, after enjoying its
biggest weekly gain in 15 months. Spotlight now on Russia and other non-OPEC producers which are
due to meet in December to discuss cutting output.
In Europe, rates volatility caused by a combination of rising Eurozone inflation, uncertainty over the
future of the ECB’s QE programme / tapering fears, and as a ripple effect from the US election, saw
Bunds fall with the 10 year yield spiking to 0.31% from 0.16% at the end of October. This resulted in
a sell-off in longer duration bonds and BB rated names which enjoy less of a risk premium.
November also saw contrasting reactions from the high yield and leverage loan new issue markets as
November HY issuance fell to EUR 2.9bn, the smallest monthly volume since August, whilst loan
issuance totalled EUR 9.7bn of which EUR 8.8bn was institutional making it the best volume month
of the year.
HY performance was negative, the J.P. Morgan European Currency High Yield Index returning -0.38%
in November, taking the YTD return to 7.66%, as fund flows throughout the month were negative
with EUR 886m leaving the asset class. For the index as a whole, the yield to worst stood at 4.51% at
the end of November and the average spread at 475bp whilst the par weighted average price
dropped from 100.09 at the end of October to 99.16 at the end of November.
In loans, the majority of issuance was accounted for by re-pricings, recaps, and refinancing’s
although a number of new transactions emerged towards the end of the month, the majority set to
wrap up before year end. YTD primary leveraged issuance now EUR 67.2bn ahead of last year’s tally
to the end of November of EUR 62.6bn as well as full-year 2014 issuance, the previous post-crisis
annual record. The average discounted spread to maturity meanwhile tightened further standing at
357bp at the end of November, 123bp tighter than the start of the year.
As a result of the current wave of re-pricings and refinancing’s the secondary loan market
consequently saw some softness in prices despite institutional loan repayments dropping to EUR
3.8bn. Nevertheless, as at the end of November, the average bid for LCD’s European loan flow-name
composite stood at 100.68, up 11bp on the month and 163bp YTD as new issue mostly traded
HARVEST CLO VIII DAC NOVEMBER 2016
3i Debt Management Investments Ltd. Registered in England under company number 5655607
Registered Office: 16 Palace Street, London, SW1E 5JD. Authorised and Regulated by the UK FCA 4
up. Similarly, LCD’s broad secondary composite stood at 94.28, up 34bp on the month but down
29bp YTD. ELLI meanwhile returned 0.25% for the month taking the YTD total return to 5.35%.
Turning to the CLO market and November was the second highest issuance month year to date, with
EUR 2bn in new-issue volume across 6 deals Liability spreads tightened at the top of the stack, AAAs
printing at another new tight for CLO 2.0 vintages of 96bp, whilst BBB and BB spreads
widened. Europe also saw its first CLO reset. YTD CLO issuance to the end of November
EUR15.56bn from 38 deals v. EUR 12.44bn from 31 deals in the same period last year.
Looking ahead and the December ECB meeting will be a highlight after the Italian Referendum at the
start of the month whilst FOMC meeting expected to see the Fed raise rates. New issuance activity
expected to drop in the run up to year end although loan refinancing’s and re-pricings expected to
continue resulting in further spread tightening whilst the movement in rates could well see widening
in HY.
Portfolio Commentary
At the end of November the Par Coverage Numerator stands at €412.3m which is flat compared to
the previous report. The Par Coverage of €412.3m remains above the Target Par of €412.0m. The
Class E Par Value ratio now stands at 111.74% compared to a test ratio of 107.70%. All Portfolio
Profile tests are passing at the end of November, although with regards to the Collateral Quality
tests the Fitch Rating and Recovery tests are marginally failing due to repayment of higher rated
assets in the month.
During the month, the Portfolio Manager invested in a new primary transaction for HSE24, and a
number of incremental facilities and refinancings of existing portfolio assets as outlined in the
report. The Portfolio Manager has continued the strategy of building diversification in the fund,
which now includes 156 different obligors.
The Weighted Average Spread has fallen slightly in the month to 4.79% from 4.80% as a result of the
repricing activity in the market. As noted above, the Fitch WARF and Recovery Rating tests are
marginally failing. These are both ‘improvement tests’. The WAL test remains tight at 4.88 versus a
4.89 trigger.
The fund is well invested, with €0.3m of cash at the end of November which represents less than
0.1% of par.
There is no change to the CCC assets, which remain at €13m (3.1% of the portfolio).
The balance in the interest account at the end of November is €1.8m. Details of expected interest
collection for the remaining period up to the January Determination Date can be found in the
Interest Coverage Test section of the report.
Next Payment Date
The next Payment Date for Harvest VIII is 30 January 2017.
HARVEST CLO VIII DAC NOVEMBER 2016
3i Debt Management Investments Ltd. Registered in England under company number 5655607
Registered Office: 16 Palace Street, London, SW1E 5JD. Authorised and Regulated by the UK FCA 5
Business address:
3i Debt Management
16 Palace Street
London SW1E 5JD
We actively welcome feedback from investors and would encourage investors to contact the team should they have any questions or queries regarding any aspect of reporting or receipt of information. In order to ensure that the Portfolio Manager responds to all questions and queries in a timely manner please feel free to contact any of the individuals below by email or telephone. Alternatively please feel free to use the following dedicated email address:
3iDM_IR@3i.com
Please refer to the official reports produced by the Trustee should any discrepancies exist between the information provided in this newsletter and the official reports produced by the Trustee.
Andrew Strong – Portfolio Management � Andrew.Strong@3i.com ℡ +44 20 7975 3255
Sean Ferris – Fund Investor Reporting � Sean.Ferris@3i.com ℡ +44 20 7975 3508
Key Portfolio Movements
Significant par value movements 20 October 2016 - 30 November 2015 Movement (EUR)
Trading Gains/Losses 14,945
Total 14,945
Par value haircuts 20 October 2016 30 November 2016
CCC haircut 0 0
Discounted Obligations haircut 0 0
Trustee
Closing Date
Effective Date
27-Mar-2014
20-Jun-2014
30-Jan-2017
3i Debt Management Investments Ltd
RBS Plc
Deutsche Trustee Company Limited Next Payment Date
Collateral Manager
Underwriter
30 November 2016
Harvest CLO VIII DAC
Monthly Report
This report is prepared by Deutsche Bank AG, London Branch for information purposes only. Certain information included in this report is estimated,
approximated or projected. The report is provided without any representations or warranties as to the completeness or accuracy. None of 3i Debt
Management Investments Ltd, Harvest CLO VIII DAC, Deutsche Bank AG, London Branch or Deutsche Trustee Company Limited will have any
liability for such estimates, approximations or projections.
Monthly Report Produced 16-Dec-2016Deutsche Bank - Trust & Agency Services
Harvest CLO VIII DACTable Of Contents
Report Name Report Section
Summary 1
Liability Details 2
Coverage Tests 3
Collateral Quality Tests 4
Portfolio Profile Tests 5
Par Coverage Test Detail 6
Interest Coverage Test Detail 7
Par Value Coverage Test History 8
Interest Coverage Test History 9
Collateral Quality Test History 10
Third Party Credit Exposure 11
Hedge Payments 12
Hedge Transactions 13
Defaulted Obligations 14
Loan Portfolio 15
Exchanged Equity Securities 16
Purchase and Sales 17
Unsettled Trades 18
Principal Repayments 19
Issuer Rating Changes 20
Interest Rate Hedges 21
Current Pay Obligations 22
CCC Obligations 23
Discount Obligations 24
Collateral Obligations Subject to Withholding Tax 25
Collateral Obligation Paying Interest Less Frequently Than Semi-Annually 26
Account Balances 27
Liquidity Facility 28
S&P CDO Monitor 29
Maturity Profile 30
Graph: By Fitch Rating 31
Graph: By S&P Rating 32
Graph: By Fitch Industry 33
Graph: By S&P Industry 34
Portfolio by Geographic Split 35
Cross Currency Options 36
Interest Rate Caps 37
Portfolio Composition - Asset Type 38
Risk Retention Letter 39
Deutsche Bank - Trust & Agency Services Monthly Report Produced 16-Dec-2016
Harvest CLO VIII DACSummary as of 30-Nov-2016
Expected Interest
(EUR)
Balance
(EUR)
Spread (bps)
Original Current
S&P Rating
Original Current
Summary
Liabilities
Fitch RatingAll in Rate %
HARVT 8X A 243,000,000.00 140.0 668,250.00 AAA AAA AAA AAA1.0880
HARVT 8X B 47,000,000.00 190.0 188,470.00 AA AA AA AA1.5880
HARVT 8X C 27,000,000.00 235.0 139,050.00 A A A A2.0380
HARVT 8X D 21,000,000.00 325.0 156,030.00 BBB BBB BBB BBB2.9380
HARVT 8X E 31,000,000.00 450.0 328,290.00 BB BB BB BB4.1880
HARVT 8X F 10,000,000.00 525.0 124,800.00 B B B B4.9380
HARVT 8X SUB 46,000,000.00 NR N/R NR N/R0.0000
425,000,000.00 1,604,890.00
Mezzanine Loans (Secured) 0.00
Senior Secured Loans 393,750,624.55
Subordinated 17,682,342.92
Current Pay Obligations 0.00
Defaulted Obligations Amount 585,000.00
Total Cash (Principal and Unused Proceeds) 303,415.81
Total: 412,321,383.28
Assets (EUR)
Pass Fail
Interest Coverage Tests 4 0
Principal Coverage Tests 4 0
Collateral Quality Tests 4 2
Portfolio Profile Tests 38 0
Total 50 2
Test Type
Test Results Summary
Monthly Report Produced 16-Dec-20161 - 1Deutsche Bank - Trust & Agency Services
Liability Details as of 30-Nov-2016
Harvest CLO VIII DAC
Factor Principal
Balance
(EUR)
Coupon
Amount
(CCY)
Principal
Balance
(CCY)
Issuer Maturity
Date
Frequency Fixed /
Floating
Interest
Rate %
CCYObligation S&P
Rating
Fitch
Rating
Coupon
Date
Spread
(bps)
1.088 EUR 243,000,000.00Harvest CLO VIII DAC 1.00 668,250.00HARVT 8X A 30-Apr-2026 AAA Floating3 Months 243,000,000.00AAA
30-Jan-17 140.0
1.588 EUR 47,000,000.00Harvest CLO VIII DAC 1.00 188,470.00HARVT 8X B 30-Apr-2026 AA Floating3 Months 47,000,000.00AA
30-Jan-17 190.0
2.038 EUR 27,000,000.00Harvest CLO VIII DAC 1.00 139,050.00HARVT 8X C 30-Apr-2026 A Floating3 Months 27,000,000.00A
30-Jan-17 235.0
2.938 EUR 21,000,000.00Harvest CLO VIII DAC 1.00 156,030.00HARVT 8X D 30-Apr-2026 BBB Floating3 Months 21,000,000.00BBB
30-Jan-17 325.0
4.188 EUR 31,000,000.00Harvest CLO VIII DAC 1.00 328,290.00HARVT 8X E 30-Apr-2026 BB Floating3 Months 31,000,000.00BB
30-Jan-17 450.0
4.938 EUR 10,000,000.00Harvest CLO VIII DAC 1.00 124,800.00HARVT 8X F 30-Apr-2026 B Floating3 Months 10,000,000.00B
30-Jan-17 525.0
0.000 EUR 46,000,000.00Harvest CLO VIII DAC 1.00 0.00HARVT 8X SUB 30-Apr-2026 NR Floating3 Months 46,000,000.00NR
30-Jan-17 0.0
425,000,000.00
Monthly Report Produced 16-Dec-20162 - 1Deutsche Bank - Trust & Agency Services
Coverage Tests as of 30-Nov-2016
Harvest CLO VIII DAC
Test Description Trigger Current Result Prior Result Pass / Fail Comments
30-Nov-201630-Nov-2016
Class A/B Interest Coverage Test 531.34%>= 120.00% 531.34% Pass
Class C Interest Coverage Test 457.14%>= 115.00% 457.14% Pass
Class D Interest Coverage Test 395.22%>= 110.00% 395.22% Pass
Class E Interest Coverage Test 307.55%>= 105.00% 307.55% Pass
Class A/B Par Value Test 142.18%>= 132.10% 142.18% Pass
Class C Par Value Test 130.07%>= 123.00% 130.07% Pass
Class D Par Value Test 121.99%>= 115.90% 121.99% Pass
Class E Par Value Test 111.74%>= 107.70% 111.74% Pass
Monthly Report Produced 16-Dec-20163 - 1Deutsche Bank - Trust & Agency Services
Collateral Quality Tests as of 30-Nov-2016
Harvest CLO VIII DAC
Test Description Trigger Current Result Prior Result Pass / Fail Comments
30-Nov-201630-Nov-2016
Minimum Weighted Average Fixed Coupon Test 6.000%>= 6.000% 6.000% Pass
Weighted Average Life Test 4.88<= 4.89 4.88 Pass
Minimum Weighted Average Spread Test 4.797%>= 4.460% 4.797% Pass
Class A S&P Minimum Weighted Average Recovery Rate Test 32.9%>= 32.2% 32.9% Pass
Fitch Maximum Weighted Average Rating Factor Test 33.64<= 33.50 33.64 Fail
Fitch Minimum Weighted Average Recovery Rate Test 63.6%>= 63.8% 63.6% Fail
Monthly Report Produced 16-Dec-20164 - 1Deutsche Bank - Trust & Agency Services
Portfolio Profile Tests as of 30-Nov-2016
Harvest CLO VIII DAC
Description Trigger Current Result Pass / Fail Comments
30-Nov-201630-Nov-2016
(a) Not less than 90 per cent of Aggregate Collateral Balance shall consist of Senior
Secured Collateral Obligation
Pass95.71%>= 90.00% 95.71%
(b) Not more than 10 per cent. of the Aggregate Collateral Balance shall consist of
Unsecured Senior Obligations, Second Lien Loans, Mezzanine Obligations and/or High
Yield Bonds
Pass4.29%<= 10.00% 4.29%
(c) Not more than 2.5 per cent of Aggregate Collateral Balance shall be the Senior
obligation of any single obligor
Pass1.63%<= 2.50% 1.63%
(d) Not more than 1.5 per cent of Aggregate Collateral Balance shall be the Unsecured
Senior, Mezzanine obligations, High Yield Bonds or Second Lien Loans of any single
obligor
Pass0.81%<= 1.50% 0.81%
(e) Not more than 5 per cent. of the Aggregate Collateral Balance shall consist of
Participations
Pass0.00%<= 5.00% 0.00%
(f) Not more than 5 per cent. of the Aggregate Collateral Balance shall consist of
Current Pay Obligations
Pass0.00%<= 5.00% 0.00%
(g) Not more than 5 per cent of Aggregate Collateral Balance shall consist of Annual
Obligations unless Rating Agency Confirmation is obtained
Pass0.00%<= 5.00% 0.00%
(h) Not more than 5 per cent. of the Aggregate Collateral Balance shall consist of
obligations which are Revolving Collateral Obligations or Delayed Drawdown Collateral
Obligations
Pass0.00%<= 5.00% 0.00%
(i) Not more than 7.5 per cent. of the Aggregate Collateral Balance shall consist of
obligations which are S&P CCC Obligations
Pass1.68%<= 7.50% 1.68%
(j) Not more than 7.5 per cent. of the Aggregate Collateral Balance shall consist of
obligations which are Fitch CCC Obligations
Pass1.74%<= 7.50% 1.74%
(k) Not more than 10 per cent. of the Aggregate Collateral Balance shall consist of
obligations which are Unhedged Fixed Rate Collateral Debt Obligations
Pass3.76%<= 10.00% 3.76%
(l) Not more than 30 per cent. of the Aggregate Collateral Balance shall consist of
Non-Euro Obligations
Pass7.87%<= 30.00% 7.87%
(m) Not more than 2.5 per cent. of the Aggregate Collateral Balance shall consist of
Bridge Obligations
Pass0.00%<= 2.50% 0.00%
(n)(i) Not more than 5 per cent. of the Aggregate Collateral Balance shall consist of
Corporate Rescue Loans
Pass0.00%<= 5.00% 0.00%
(n)(ii) Not more than 2 per cent. of the Aggregate Collateral Balance shall consist of
Corporate Rescue Loans issued by a single Obligor
Pass0.00%<= 2.00% 0.00%
(o)(i) Not more than 30 per cent. of the Aggregate Collateral Balance shall consist of
Cov-Lite Loans
Pass4.30%<= 30.00% 4.30%
(o)(ii) Not more than 10 per cent. of the Aggregate Collateral Balance shall consist of
Cov-Lite Loans rated less than BB- by S&P and Fitch
Pass3.39%<= 10.00% 3.39%
(p) Not more than 5 per cent. of the Aggregate Collateral Balance shall consist of
obligations which are PIK Securities
Pass1.12%<= 5.00% 1.12%
(q)(i) One S&P industry classification may comprise up to 20 per cent. of the Aggregate
Collateral Balance
Pass12.02%<= 20.00% 12.02%
(q)(ii) Any two S&P industry classifications may comprise up to 12 per cent. of the
Aggregate Collateral Balance
Pass11.39%<= 12.00% 11.39%
Monthly Report Produced 16-Dec-20165 - 1Deutsche Bank - Trust & Agency Services
Portfolio Profile Tests as of 30-Nov-2016
Harvest CLO VIII DAC
Description Trigger Current Result Pass / Fail Comments
30-Nov-201630-Nov-2016
(q)(iii) Not more than 10 per cent. of the Aggregate Collateral Balance shall consist of
obligations comprising any one S&P industry classification
Pass7.37%<= 10.00% 7.37%
(r) Not more than 10 per cent. of the Aggregate Collateral Balance shall consist of
obligations whose S&P Rating is derived from a Moody's Rating
Pass0.00%<= 10.00% 0.00%
(s) Not more than 10 per cent. of the Aggregate Collateral Balance shall consist of
Obligors who are Domiciled in countries or jurisdictions rated below "A-" by Fitch or
S&P
Pass8.09%<= 10.00% 8.09%
(t)(i) Selling Institution Bivariate Risk Limitations S&P/Fitch AAA - Aggregate Pass0.00%<= 20.00% 0.00%
(t)(i) Selling Institution Bivariate Risk Limitations S&P/Fitch AAA - Individual Pass0.00%<= 20.00% 0.00%
(t)(ii) Selling Institution Bivariate Risk Limitations S&P/Fitch AA+ - Aggregate Pass0.00%<= 10.00% 0.00%
(t)(ii) Selling Institution Bivariate Risk Limitations S&P/Fitch AA+ - Individual Pass0.00%<= 10.00% 0.00%
(t)(iii) Selling Institution Bivariate Risk Limitations S&P/Fitch AA - Aggregate Pass0.00%<= 10.00% 0.00%
(t)(iii) Selling Institution Bivariate Risk Limitations S&P/Fitch AA - Individual Pass0.00%<= 10.00% 0.00%
(t)(iv) Selling Institution Bivariate Risk Limitations S&P/Fitch AA- - Aggregate Pass0.00%<= 5.00% 0.00%
(t)(iv) Selling Institution Bivariate Risk Limitations S&P/Fitch AA- -Individual Pass0.00%<= 10.00% 0.00%
(t)(v) Selling Institution Bivariate Risk Limitations S&P/Fitch A+ - Aggregate Pass0.00%<= 5.00% 0.00%
(t)(v) Selling Institution Bivariate Risk Limitations S&P/Fitch A+ - Individual Pass0.00%<= 5.00% 0.00%
(t)(vi) Selling Institution Bivariate Risk Limitations S&P/Fitch A - Aggregate Pass0.00%<= 5.00% 0.00%
(t)(vi) Selling Institution Bivariate Risk Limitations S&P/Fitch A - Individual Pass0.00%<= 5.00% 0.00%
(t)(vii)Selling Institution Bivariate Risk Limitations S&P/Fitch A- - Aggregate Pass0.00%<= 0.00% 0.00%
(t)(vii)Selling Institution Bivariate Risk Limitations S&P/Fitch A- - Individual Pass0.00%<= 0.00% 0.00%
(u) Not more than 5 per cent of Aggregate Collateral Balance shall consist of obligations
issued by Obligors with total current indebtedness of less than 100,000,000 EUR
Pass0.00%<= 5.00% 0.00%
Monthly Report Produced 16-Dec-20165 - 2Deutsche Bank - Trust & Agency Services
Par Coverage Test Detail as of 30-Nov-2016
Harvest CLO VIII DACMonthly Report
Test Description Numerator Denominator Trigger Current Result Pass/FailPrior Result
30-Nov-2016 30-Nov-2016
142.18% Pass>= 132.10%290,000,000.00412,321,383.28 142.18%Class A/B Par Value Test
130.07% Pass>= 123.00%317,000,000.00412,321,383.28 130.07%Class C Par Value Test
121.99% Pass>= 115.90%338,000,000.00412,321,383.28 121.99%Class D Par Value Test
111.74% Pass>= 107.70%369,000,000.00412,321,383.28 111.74%Class E Par Value Test
Denominator Details
EUR
Class A/B Par Value Test
Principal Balance of Notes 290,000,000.00
Class C Par Value Test
Principal Balance of Notes 317,000,000.00
Class D Par Value Test
Principal Balance of Notes 338,000,000.00
Class E Par Value Test
Principal Balance of Notes 369,000,000.00
Numerator Details
EUR
411,432,967.47(a) CDO Aggregate Principal Balance
303,415.81(b) Account Balances (Principal and Unused Proceeds)
585,000.00(c) Defaulted Obligations or Special Situation Investment
Recovery Amount
0.00Current Pay Obligations
0.00(d) Minus Par Value Test Excess Adjustment Amount
(a) CCC Obligations Balance 12,969,541.84
(b) Haircut CCC Balance 0.00
(c) Discount Collateral Haircut 0.00
412,321,383.28Par Coverage Numerator (a+b+c-d)
Monthly Report Produced 16-Dec-20166 - 1Deutsche Bank - Trust & Agency Services
Interest Coverage Test Detail as of 30-Nov-2016
Harvest CLO VIII DAC
Test Description Numerator Denominator Trigger Current Result Pass/FailPrior Result
30-Nov-201630-Nov-2016
Class A/B Interest Coverage Test 4,552,090.22 531.34%856,720.00 531.34% Pass>= 120.00%
Class C Interest Coverage Test 4,552,090.22 457.14%995,770.00 457.14% Pass>= 115.00%
Class D Interest Coverage Test 4,552,090.22 395.22%1,151,800.00 395.22% Pass>= 110.00%
Class E Interest Coverage Test 4,552,090.22 307.55%1,480,090.00 307.55% Pass>= 105.00%
EUR
Actual Interest Proceeds Collected 1,828,780.45
Projected Interest - Securities 2,946,448.88
Projected Interest - Eligible Investments 0.00
Projected Reinvestment Interest 0.00
Periodic Reserve Amount 0.00
Amounts payable pursuant to (A) - (F) -223,139.11
4,552,090.22
Denominator Details
EUR
Class A/B Interest Coverage Test
Actual Interest Payments on Notes 0.00
Projected Interest Payments on Notes 856,720.00
Class C Interest Coverage Test
Actual Interest Payments on Notes 0.00
Projected Interest Payments on Notes 995,770.00
Class D Interest Coverage Test
Actual Interest Payments on Notes 0.00
Projected Interest Payments on Notes 1,151,800.00
Class E Interest Coverage Test
Actual Interest Payments on Notes 0.00
Projected Interest Payments on Notes 1,480,090.00
Numerator Details
Monthly Report Produced 16-Dec-20167 - 1Deutsche Bank - Trust & Agency Services
Par Value Coverage Test History as of 30-Nov-2016
Harvest CLO VIII DAC
Class C Par Value Test
ResultHeadroomTriggerActualDate
30-Nov-2016 123.00% 7.07%130.07% Pass
20-Oct-2016 123.00% 7.07%130.07% Pass
30-Sep-2016 123.00% 7.09%130.09% Pass
31-Aug-2016 123.00% 7.15%130.15% Pass
20-Jul-2016 123.00% 7.39%130.39% Pass
30-Jun-2016 123.00% 7.39%130.39% Pass
31-May-2016 123.00% 7.74%130.74% Pass
20-Apr-2016 123.00% 7.71%130.71% Pass
31-Mar-2016 123.00% 7.69%130.69% Pass
Class D Par Value Test
ResultHeadroomTriggerActualDate
Pass30-Nov-2016 115.90%121.99% 6.09%
Pass20-Oct-2016 115.90%121.98% 6.08%
Pass30-Sep-2016 115.90%122.01% 6.11%
Pass31-Aug-2016 115.90%122.06% 6.16%
Pass20-Jul-2016 115.90%122.29% 6.39%
Pass30-Jun-2016 115.90%122.29% 6.39%
Pass31-May-2016 115.90%122.62% 6.72%
Pass20-Apr-2016 115.90%122.59% 6.69%
Pass31-Mar-2016 115.90%122.57% 6.67%
Class A/B Par Value Test
Date Actual Trigger Headroom Result
Pass30-Nov-2016 132.10%142.18% 10.08%
Pass20-Oct-2016 132.10%142.17% 10.07%
Pass30-Sep-2016 132.10%142.20% 10.10%
Pass31-Aug-2016 132.10%142.26% 10.16%
Pass20-Jul-2016 132.10%142.53% 10.43%
Pass30-Jun-2016 132.10%142.53% 10.43%
Pass31-May-2016 132.10%142.91% 10.81%
Pass20-Apr-2016 132.10%142.88% 10.78%
Pass31-Mar-2016 132.10%142.86% 10.76%
Trends
0.00
2.00
4.00
6.00
8.00
10.00
12.00
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Trends
0.00
1.00
2.00
3.00
4.00
5.00
6.00
7.00
8.00
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6Headroom %
Trends
0.00
1.00
2.00
3.00
4.00
5.00
6.00
7.00
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Monthly Report Produced 16-Dec-20168 - 1Deutsche Bank - Trust & Agency Services
Par Value Coverage Test History as of 30-Nov-2016
Harvest CLO VIII DAC
Class E Par Value Test
Date Actual Trigger Headroom Result
Pass30-Nov-2016 107.70%111.74% 4.04%
Pass20-Oct-2016 107.70%111.74% 4.04%
Pass30-Sep-2016 107.70%111.76% 4.06%
Pass31-Aug-2016 107.70%111.81% 4.11%
Pass20-Jul-2016 107.70%112.01% 4.31%
Pass30-Jun-2016 107.70%112.02% 4.32%
Pass31-May-2016 107.70%112.32% 4.62%
Pass20-Apr-2016 107.70%112.29% 4.59%
Pass31-Mar-2016 107.70%112.27% 4.57%
Trends
0.00
1.00
2.00
3.00
4.00
5.00
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Monthly Report Produced 16-Dec-20168 - 2Deutsche Bank - Trust & Agency Services
Interest Coverage Test History as of 30-Nov-2016
Harvest CLO VIII DAC
Class C Interest Coverage Test
ResultHeadroomTriggerActualDate
Pass 342.14% 115.00% 457.14%30-Nov-2016
Pass 321.74% 115.00% 436.74%20-Oct-2016
Pass 328.35% 115.00% 443.35%30-Sep-2016
Pass 302.98% 115.00% 417.98%31-Aug-2016
Pass 339.85% 115.00% 454.85%20-Jul-2016
Pass 331.97% 115.00% 446.97%30-Jun-2016
Pass 332.70% 115.00% 447.70%31-May-2016
Pass 295.25% 115.00% 410.25%20-Apr-2016
Pass 276.32% 115.00% 391.32%31-Mar-2016
Class D Interest Coverage Test
ResultHeadroomTriggerActualDate
Pass 285.22% 110.00% 395.22%30-Nov-2016
Pass 267.95% 110.00% 377.95%20-Oct-2016
Pass 273.68% 110.00% 383.68%30-Sep-2016
Pass 251.72% 110.00% 361.72%31-Aug-2016
Pass 284.68% 110.00% 394.68%20-Jul-2016
Pass 277.84% 110.00% 387.84%30-Jun-2016
Pass 278.47% 110.00% 388.47%31-May-2016
Pass 247.82% 110.00% 357.82%20-Apr-2016
Pass 231.31% 110.00% 341.31%31-Mar-2016
Class A/B Interest Coverage Test
Date Actual Trigger Headroom Result
30-Nov-2016 531.34% 120.00% 411.34% Pass
20-Oct-2016 507.25% 120.00% 387.25% Pass
30-Sep-2016 514.94% 120.00% 394.94% Pass
31-Aug-2016 485.46% 120.00% 365.46% Pass
20-Jul-2016 527.26% 120.00% 407.26% Pass
30-Jun-2016 518.12% 120.00% 398.12% Pass
31-May-2016 518.96% 120.00% 398.96% Pass
20-Apr-2016 473.53% 120.00% 353.53% Pass
31-Mar-2016 451.67% 120.00% 331.67% Pass
Trends
0.00
100.00
200.00
300.00
400.00
500.00
600.00
31-M
ar-
2016
20-A
pr-
2016
31-M
ay-2
016
30-J
un-2
016
20-J
ul-2016
31-A
ug-2
016
30-S
ep-2
016
20-O
ct-
2016
30-N
ov-2
016
Headroom %
Trends
0.00
100.00
200.00
300.00
400.00
500.00
600.00
31-M
ar-
2016
20-A
pr-
2016
31-M
ay-2
016
30-J
un-2
016
20-J
ul-2016
31-A
ug-2
016
30-S
ep-2
016
20-O
ct-
2016
30-N
ov-2
016
Headroom %
Trends
0.00
100.00
200.00
300.00
400.00
500.00
600.00
31-M
ar-
2016
20-A
pr-
2016
31-M
ay-2
016
30-J
un-2
016
20-J
ul-2016
31-A
ug-2
016
30-S
ep-2
016
20-O
ct-
2016
30-N
ov-2
016
Headroom %
Monthly Report Produced 16-Dec-20169 - 1Deutsche Bank - Trust & Agency Services
Interest Coverage Test History as of 30-Nov-2016
Harvest CLO VIII DAC
Class E Interest Coverage Test
Date Actual Trigger Headroom Result
30-Nov-2016 307.55% 105.00% 202.55% Pass
20-Oct-2016 294.65% 105.00% 189.65% Pass
30-Sep-2016 299.12% 105.00% 194.12% Pass
31-Aug-2016 282.00% 105.00% 177.00% Pass
20-Jul-2016 309.14% 105.00% 204.14% Pass
30-Jun-2016 303.78% 105.00% 198.78% Pass
31-May-2016 304.28% 105.00% 199.28% Pass
20-Apr-2016 282.87% 105.00% 177.87% Pass
31-Mar-2016 269.82% 105.00% 164.82% Pass
Trends
0.00
100.00
200.00
300.00
400.00
500.00
600.00
31-M
ar-
2016
20-A
pr-
2016
31-M
ay-2
016
30-J
un-2
016
20-J
ul-2016
31-A
ug-2
016
30-S
ep-2
016
20-O
ct-
2016
30-N
ov-2
016
Headroom %
Monthly Report Produced 16-Dec-20169 - 2Deutsche Bank - Trust & Agency Services
Collateral Quality Test History as of 30-Nov-2016
Harvest CLO VIII DAC
Weighted Average Life Test
ResultHeadroomTriggerActualDate
30-Nov-2016 Pass4.88 4.89 0.01
20-Oct-2016 Pass4.97 5.00 0.03
30-Sep-2016 Pass5.03 5.06 0.03
31-Aug-2016 Pass5.04 5.14 0.10
20-Jul-2016 Pass5.07 5.25 0.18
30-Jun-2016 Pass5.12 5.31 0.19
31-May-2016 Pass5.15 5.39 0.24
20-Apr-2016 Pass5.22 5.50 0.28
31-Mar-2016 Pass5.25 5.56 0.31
Minimum Weighted Average Spread Test
ResultHeadroomTriggerActualDate
30-Nov-2016 4.460% 0.336% Pass4.797%
20-Oct-2016 4.460% 0.338% Pass4.799%
30-Sep-2016 4.460% 0.387% Pass4.848%
31-Aug-2016 4.460% 0.371% Pass4.832%
20-Jul-2016 4.460% 0.352% Pass4.813%
30-Jun-2016 4.460% 0.384% Pass4.845%
31-May-2016 4.400% 0.424% Pass4.824%
20-Apr-2016 4.400% 0.397% Pass4.798%
31-Mar-2016 4.400% 0.380% Pass4.781%
Minimum Weighted Average Fixed Coupon Test
Date Actual Trigger Headroom Result
30-Nov-2016 6.000% Pass6.000% 0.000%
20-Oct-2016 6.000% Pass6.000% 0.000%
30-Sep-2016 6.000% Pass6.000% 0.000%
31-Aug-2016 6.000% Pass6.000% 0.000%
20-Jul-2016 6.000% Pass6.000% 0.000%
30-Jun-2016 6.000% Pass6.000% 0.000%
31-May-2016 6.000% Pass6.000% 0.000%
20-Apr-2016 6.000% Pass6.000% 0.000%
29-Feb-2016 6.000% Fail5.858% -0.143%
Trends
0.00
0.05
0.10
0.15
0.20
0.25
0.30
0.35
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6Headroom %
Trends
-0.16
-0.14
-0.12
-0.10
-0.08
-0.06
-0.04
-0.02
0.00
29
-Fe
b-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Trends
0.00
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Monthly Report Produced 16-Dec-201610 - 1Deutsche Bank - Trust & Agency Services
Collateral Quality Test History as of 30-Nov-2016
Harvest CLO VIII DAC
Fitch Maximum Weighted Average Rating Factor Test
ResultHeadroomTriggerActualDate
30-Nov-2016 Fail33.64 33.50 -0.14
20-Oct-2016 Pass33.50 33.50 0.00
30-Sep-2016 Pass33.44 33.50 0.06
31-Aug-2016 Pass33.29 33.50 0.21
20-Jul-2016 Pass32.87 33.50 0.63
30-Jun-2016 Pass33.05 33.50 0.45
31-May-2016 Pass33.31 33.50 0.19
20-Apr-2016 Pass33.17 33.50 0.33
31-Mar-2016 Pass33.15 33.50 0.35
Fitch Minimum Weighted Average Recovery Rate Test
ResultHeadroomTriggerActualDate
30-Nov-2016 63.8% -0.2% Fail63.6%
20-Oct-2016 63.8% 0.1% Pass63.9%
30-Sep-2016 63.8% 0.4% Pass64.2%
31-Aug-2016 63.8% 1.2% Pass65.0%
20-Jul-2016 63.8% 1.5% Pass65.3%
30-Jun-2016 63.8% 1.1% Pass64.9%
31-May-2016 64.4% 1.3% Pass65.7%
20-Apr-2016 64.4% 1.3% Pass65.7%
31-Mar-2016 64.4% 1.4% Pass65.8%
Class A S&P Minimum Weighted Average Recovery Rate Test
Date Actual Trigger Headroom Result
30-Nov-2016 32.2% Pass32.9% 0.6%
20-Oct-2016 32.2% Pass32.9% 0.7%
30-Sep-2016 33.0% Pass33.3% 0.3%
31-Aug-2016 33.0% Pass33.6% 0.5%
20-Jul-2016 33.6% Pass33.7% 0.1%
30-Jun-2016 33.6% Pass33.8% 0.2%
31-May-2016 34.0% Pass34.2% 0.2%
20-Apr-2016 34.0% Pass34.4% 0.4%
31-Mar-2016 34.0% Pass34.5% 0.4%
Trends
-0.20
-0.10
0.00
0.10
0.20
0.30
0.40
0.50
0.60
0.70
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6Headroom %
Trends
0.00
0.10
0.20
0.30
0.40
0.50
0.60
0.70
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Trends
-0.20
0.00
0.20
0.40
0.60
0.80
1.00
1.20
1.40
1.60
31
-Ma
r-2
01
6
20
-Ap
r-2
01
6
31
-Ma
y-2
01
6
30
-Ju
n-2
01
6
20
-Ju
l-2
01
6
31
-Au
g-2
01
6
30
-Se
p-2
01
6
20
-Oct-
20
16
30
-No
v-2
01
6
Headroom %
Monthly Report Produced 16-Dec-201610 - 2Deutsche Bank - Trust & Agency Services
Third Party Credit Exposure as of 30-Nov-2016
Harvest CLO VIII DAC
Principal Balance
(EUR)
All In Interest
Rate (%)
Maturity Date Coupon
Margin
(bps)
ObligationCounterParty Name
Moody's
CounterParty Rating
S&P Fitch
Funded
Amount
**Nothing to report**
Monthly Report Produced 16-Dec-201611 - 1Deutsche Bank - Trust & Agency Services
Harvest CLO VIII DAC
Hedge Payments as of 30-Nov-2016
Hedge Name
Payment Type
Termination Date
Due By Next
Payment DateOutstanding Notional Rate Spread Fixed/Floating Index Date CCY
Counterparty
Issue
Fx Rate
ALISON BIDCO SARL
(ALSTOM)
JP MORGAN 17-Jun-2022 0.7715 EUR = 1 USD
Receive 385,750.00 6.776 710.0 Floating 6,607.63 19-Jan-2017 EUR2ND LIEN TERM LOAN LIBOR (3 months)
Pay 500,000.00 9.381 850.0 Floating 11,856.82 19-Jan-2017 USDLIBOR (3 months)
ARGON NPS LIMITED JP MORGAN 10-Feb-2022 1.39 EUR = 1 GBP
Receive 2,780,000.00 4.526 485.0 Floating 31,808.23 19-Jan-2017 EURFACILITY B LIBOR (3 months)
Pay 2,000,000.00 6.152 575.0 Floating 30,675.73 19-Jan-2017 GBPLIBOR (3 months)
BESTWAY UK HOLDCO
LIMITED
JP MORGAN 01-Oct-2021 1.257 EUR = 1 GBP
Receive 1,179,940.60 3.676 400.0 Floating 10,965.42 19-Jan-2017 EURFACILITY B LIBOR (3 months)
Pay 938,452.46 5.152 475.0 Floating 12,054.15 19-Jan-2017 GBPLIBOR (3 months)
CONCORDIA HEALTHCARE
CORP
JP MORGAN 21-Oct-2021 1.362 EUR = 1 GBP
Receive 3,757,962.30 3.976 430.0 Floating 37,773.28 19-Jan-2017 EURTERM LOAN B LIBOR (3 months)
Pay 2,759,150.00 5.402 500.0 Floating 37,160.23 19-Jan-2017 GBPLIBOR (3 months)
CROWN ACQUISITION MIDCO 2
LIMITED
JP MORGAN 26-Mar-2021 1.207 EUR = 1 GBP
Receive 2,110,179.70 3.326 365.0 Floating 17,743.40 19-Jan-2017 EURFACILITY B LIBOR (3 months)
Pay 1,748,284.75 4.902 450.0 Floating 21,366.53 19-Jan-2017 GBPLIBOR (3 months)
CYAN BLUE HOLDCO 3 LIMITED JP MORGAN 09-Feb-2022 1.383 EUR = 1 GBP
Receive 3,457,500.00 4.296 462.0 Floating 37,549.90 19-Jan-2017 EURINITIAL TERM LOAN LIBOR (3 months)
Pay 2,500,000.00 5.902 550.0 Floating 36,786.44 19-Jan-2017 GBPLIBOR (3 months)
EDDIE STOBART JP MORGAN 23-Apr-2021 1.2175 EUR = 1 GBP
Receive 2,060,533.29 4.026 435.0 Floating 20,971.94 19-Jan-2017 EURFACILITY B LIBOR (3 months)
Pay 1,692,429.81 5.402 500.0 Floating 22,793.64 19-Jan-2017 GBPLIBOR (3 months)
EMERALD 3 LIMITED JP MORGAN 16-May-2021 0.727 EUR = 1 USD
Receive 1,454,000.00 5.576 590.0 Floating 20,495.55 19-Jan-2017 EURSECOND LIEN FACILITY LIBOR (3 months)
Pay 2,000,000.00 7.881 700.0 Floating 39,843.95 19-Jan-2017 USDLIBOR (3 months)
FAT FACE WORLD
BORROWINGS LIMITED
JP MORGAN 19-Nov-2021 1.2602 EUR = 1 GBP
Receive 1,134,180.00 4.226 455.0 Floating 12,116.98 19-Jan-2017 EURTERM B FACILITY LIBOR (3 months)
Pay 900,000.00 5.902 550.0 Floating 13,243.12 19-Jan-2017 GBPLIBOR (3 months)
GALAXY BIDCO LTD JP MORGAN 15-Nov-2019 1.207 EUR = 1 GBP
Receive 1,485,817.00 3.896 422.0 Floating 14,634.27 19-Jan-2017 EURDGGLN FLOAT LIBOR (3 months)
Monthly Report Produced 16-Dec-201612 - 1Deutsche Bank - Trust & Agency Services
Harvest CLO VIII DAC
Hedge Payments as of 30-Nov-2016
Hedge Name
Payment Type
Termination Date
Due By Next
Payment DateOutstanding Notional Rate Spread Fixed/Floating Index Date CCY
Counterparty
Issue
Fx Rate
Pay 1,231,000.00 5.402 500.0 Floating 16,579.11 19-Jan-2017 GBPDGGLN FLOAT LIBOR (3 months)
INDIGO BIDCO LIMITED JP MORGAN 08-Jul-2021 1.26 EUR = 1 GBP
Receive 2,517,695.99 4.176 450.0 Floating 26,579.54 19-Jan-2017 EURFACILITY B LIBOR (3 months)
Pay 1,998,171.42 5.652 525.0 Floating 28,156.81 19-Jan-2017 GBPLIBOR (3 months)
MEDIARENA ACQUISITION BV JP MORGAN 11-Aug-2021 1.2485 EUR = 1 GBP
Receive 1,839,976.88 5.326 565.0 Floating 24,773.51 19-Jan-2017 EURSTERLING TERM B LOAN LIBOR (3 months)
Pay 1,470,000.00 7.152 675.0 Floating 26,211.59 19-Jan-2017 GBPLIBOR (3 months)
NBTY INC JP MORGAN 26-Apr-2023 1.285 EUR = 1 GBP
Receive 1,988,980.61 4.188 450.0 Floating 21,056.01 19-Jan-2017 EURSTERLING TERM B LOAN EURIBOR (3 months)
Pay 1,547,844.83 5.652 525.0 Floating 21,811.13 19-Jan-2017 GBPLIBOR (3 months)
PAPA BIDCO LIMITED JP MORGAN 16-Dec-2021 1.35 EUR = 1 GBP
Receive 1,350,000.00 4.776 510.0 Floating 16,299.57 19-Jan-2017 EURFACILITY B LIBOR (3 months)
Pay 1,000,000.00 6.402 600.0 Floating 15,961.15 19-Jan-2017 GBPLIBOR (3 months)
REGIT EINS GMBH (
TEAMVIEWER )
JP MORGAN 08-Jul-2021 0.749 EUR = 1 USD
Receive 1,498,000.00 6.926 725.0 Floating 26,227.70 19-Jan-2017 EURINITIAL LOAN (SECOND LIEN) LIBOR (3 months)
Pay 2,000,000.00 9.381 850.0 Floating 47,427.28 19-Jan-2017 USDLIBOR (3 months)
STRETFORD SEVENTY NINE JP MORGAN 15-Jul-2020 1 GBP = 0.79744817 EUR
Receive 2,507,999.99 3.288 360.0 Floating 20,844.82 19-Jan-2017 EURICELTD FLOAT EURIBOR (3 months)
Pay 2,000,000.00 4.652 425.0 Floating 23,196.27 19-Jan-2017 GBPLIBOR (3 months)
TRINSEO MATERIALS OP SCA
(STYRON)
JP MORGAN 05-Nov-2021 0.889 EUR = 1 USD
Receive 924,089.02 2.176 250.0 Floating 5,083.90 19-Jan-2017 EURTERM LOAN B LIBOR (3 months)
Pay 1,039,474.10 4.131 325.0 Floating 10,855.03 19-Jan-2017 USDLIBOR (3 months)
351,531.65 Total Scheduled Amount Receivable By Next Payment Date(EUR):
Monthly Report Produced 16-Dec-201612 - 2Deutsche Bank - Trust & Agency Services
Hedge Transactions as of 30-Nov-2016
Harvest CLO VIII DAC
Receive Current
Notional
Receive
Rate
Receive Fixed /
Floating
Receive
Index
Receive Amount
Scheduled on Next
Payment Date
Receive
DateLong Term
Rating
Short Term
Rating
FitchS&P FitchS&P
Counterparty Long Term Rating
Requirement
Short Term Rating
Requirement
S&P Fitch S&P Fitch
Pay Current
Notional
Pay Rate Pay Fixed /
Floating
Pay
Index
Payment
Date
Pay Amount
Scheduled on Next
Payment Date
Hedge Name
6.776 Floating LIBOR (3 months) 385,750.00A- A+ A-1 F1 6,680.24 JP MORGAN A- A- A-1 F-1
9.381 LIBOR (3 months) 500,000.00 Floating 11,987.11 ALISON BIDCO
SARL (ALSTOM)
4.526 Floating LIBOR (3 months) 2,780,000.00A- A+ A-1 F1 32,157.77 JP MORGAN A- A- A-1 F-1
6.152 LIBOR (3 months) 2,000,000.00 Floating 31,012.82 ARGON NPS
LIMITED
3.676 Floating LIBOR (3 months) 1,179,940.60A- A+ A-1 F1 11,085.92 JP MORGAN A- A- A-1 F-1
5.152 LIBOR (3 months) 938,452.46 Floating 12,186.62 BESTWAY UK
HOLDCO LIMITED
3.976 Floating LIBOR (3 months) 3,757,962.30A- A+ A-1 F1 38,188.37 JP MORGAN A- A- A-1 F-1
5.402 LIBOR (3 months) 2,759,150.00 Floating 37,568.59 CONCORDIA
HEALTHCARE
CORP
3.326 Floating LIBOR (3 months) 2,110,179.70A- A+ A-1 F1 17,938.38 JP MORGAN A- A- A-1 F-1
4.902 LIBOR (3 months) 1,748,284.75 Floating 21,601.33 CROWN
ACQUISITION
MIDCO 2 LIMITED
4.296 Floating LIBOR (3 months) 3,457,500.00A- A+ A-1 F1 37,962.54 JP MORGAN A- A- A-1 F-1
5.902 LIBOR (3 months) 2,500,000.00 Floating 37,190.68 CYAN BLUE
HOLDCO 3
LIMITED
4.026 Floating LIBOR (3 months) 2,060,533.29A- A+ A-1 F1 21,202.40 JP MORGAN A- A- A-1 F-1
5.402 LIBOR (3 months) 1,692,429.81 Floating 23,044.12 EDDIE STOBART
5.576 Floating LIBOR (3 months) 1,454,000.00A- A+ A-1 F1 20,720.77 JP MORGAN A- A- A-1 F-1
7.881 LIBOR (3 months) 2,000,000.00 Floating 40,099.78 EMERALD 3
LIMITED
Monthly Report Produced 16-Dec-201613 - 1Deutsche Bank - Trust & Agency Services
Hedge Transactions as of 30-Nov-2016
Harvest CLO VIII DAC
Receive Current
Notional
Receive
Rate
Receive Fixed /
Floating
Receive
Index
Receive Amount
Scheduled on Next
Payment Date
Receive
DateLong Term
Rating
Short Term
Rating
FitchS&P FitchS&P
Counterparty Long Term Rating
Requirement
Short Term Rating
Requirement
S&P Fitch S&P Fitch
Pay Current
Notional
Pay Rate Pay Fixed /
Floating
Pay
Index
Payment
Date
Pay Amount
Scheduled on Next
Payment Date
Hedge Name
4.226 Floating LIBOR (3 months) 1,134,180.00A- A+ A-1 F1 12,254.69 JP MORGAN A- A- A-1 F-1
5.902 LIBOR (3 months) 900,000.00 Floating 13,388.65 FAT FACE
WORLD
BORROWINGS
LIMITED
3.896 Floating LIBOR (3 months) 1,485,817.00A- A+ A-1 F1 14,795.09 JP MORGAN A- A- A-1 F-1
5.402 LIBOR (3 months) 1,231,000.00 Floating 16,761.30 GALAXY BIDCO
LTD
4.176 Floating LIBOR (3 months) 2,517,695.99A- A+ A-1 F1 26,881.72 JP MORGAN A- A- A-1 F-1
5.652 LIBOR (3 months) 1,998,171.42 Floating 28,466.22 INDIGO BIDCO
LIMITED
5.326 Floating LIBOR (3 months) 1,839,976.88A- A+ A-1 F1 25,045.74 JP MORGAN A- A- A-1 F-1
7.152 LIBOR (3 months) 1,470,000.00 Floating 26,499.63 MEDIARENA
ACQUISITION BV
4.188 Floating EURIBOR (3 months) 1,988,980.61A- A+ A-1 F1 21,287.40 JP MORGAN A- A- A-1 F-1
5.652 LIBOR (3 months) 1,547,844.83 Floating 22,050.81 NBTY INC
4.776 Floating LIBOR (3 months) 1,350,000.00A- A+ A-1 F1 16,478.68 JP MORGAN A- A- A-1 F-1
6.402 LIBOR (3 months) 1,000,000.00 Floating 16,136.55 PAPA BIDCO
LIMITED
6.926 Floating LIBOR (3 months) 1,498,000.00A- A+ A-1 F1 26,515.91 JP MORGAN A- A- A-1 F-1
9.381 LIBOR (3 months) 2,000,000.00 Floating 47,948.46 REGIT EINS GMBH
( TEAMVIEWER )
3.288 Floating EURIBOR (3 months) 2,507,999.99A- A+ A-1 F1 21,073.89 JP MORGAN A- A- A-1 F-1
4.652 LIBOR (3 months) 2,000,000.00 Floating 23,451.18 STRETFORD
SEVENTY NINE
2.176 Floating LIBOR (3 months) 924,089.02A- A+ A-1 F1 5,139.77 JP MORGAN A- A- A-1 F-1
4.131 LIBOR (3 months) 1,039,474.10 Floating 10,974.31 TRINSEO
MATERIALS OP
SCA (STYRON)
Monthly Report Produced 16-Dec-201613 - 2Deutsche Bank - Trust & Agency Services
Hedge Transactions as of 30-Nov-2016
Harvest CLO VIII DAC
Receive Current
Notional
Receive
Rate
Receive Fixed /
Floating
Receive
Index
Receive Amount
Scheduled on Next
Payment Date
Receive
DateLong Term
Rating
Short Term
Rating
FitchS&P FitchS&P
Counterparty Long Term Rating
Requirement
Short Term Rating
Requirement
S&P Fitch S&P Fitch
Pay Current
Notional
Pay Rate Pay Fixed /
Floating
Pay
Index
Payment
Date
Pay Amount
Scheduled on Next
Payment Date
Hedge Name
355,409.28 Total Scheduled Amount Receivable by Next Payment Date(EUR):
Monthly Report Produced 16-Dec-201613 - 3Deutsche Bank - Trust & Agency Services
Defaulted Obligations as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class :
Issuer
Country
Tranche Margin
S&P Industry
Fitch Industry
Final
Maturity
Date
Base
Rate %
All In
Interest
Rate %
Market
Price
Fitch
Rating
S&P
Rating
Original
Currency
Current
Notional
Amount (EUR)
Default
Date
PIK
Rate %
Default
Recovery
Amount
(EUR)
FAMAR HOLDING S.A.R.L.
France
Healthcare
Drugs
EUR 80.000 6.0001-Sep-20FACILITY B HYPO 500.0 1.000 Shadow Shadow09-Aug-16 0.00 585,000.00 1,500,000.00
585,000.00
Monthly Report Produced 16-Dec-201614 - 1Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
AI ALABAMA B.V. Industrial Equipment
Netherlands Industrial/Manufacturing
EUR 99.12506-Jul-22TERM FACILITY B Shadow Shadow 0.00 2,759,615.38 0.000 450.0 4.500 2,759,615.38 0.00
EUR 99.12506-Jul-22TERM FACILITY B Shadow Shadow 0.00 2,500,000.00 0.000 450.0 4.500 2,500,000.00 0.00
AI AVOCADO HOLDING B.V. Electronics/Electrical
Netherlands Computers and Electronics
EUR 98.50017-Mar-21FACILITY B1 Shadow B 0.00 3,000,000.00 0.000 425.0 4.250 3,000,000.00 0.00
EUR 98.50017-Sep-21FACILITY B2 Shadow B 0.00 2,285,714.29 0.000 450.0 4.500 2,285,714.29 0.00
AIRBUS DEFENSE
ELECTRONICS
Aerospace and Defense
Germany Aerospace & Defense
EUR 101.34401-May-23TERM LOAN B HYPO Shadow Shadow 0.00 1,295,454.55 0.000 500.0 5.000 1,295,454.55 0.00
ALISON BIDCO SARL
(ALSTOM)
Industrial Equipment
Germany Industrial/Manufacturing
USD 93.00029-Aug-222ND LIEN TERM LOAN Shadow Shadow 0.00 500,000.00 1.000 850.0 9.500 385,750.00Cov-Lite 0.00
ALLIANCE AUTOMOTIVE
FINANCE PLC
Automotive
France Automobiles
EUR 100.67501-Dec-21ALLGRP Shadow B+ 0.00 3,000,000.00 1.000 550.0 6.500 3,000,000.00 0.00
ALLNEX (LUXEMBOURG) &
CY S.C.A. (MONARCH)
Chemicals/Plastics
Belgium Chemicals
EUR 101.38813-Sep-23FACILITY B1 Shadow B+ 0.00 1,352,941.18 0.750 425.0 5.000 1,352,941.18 0.00
ALPHA BIDCO SAS Drugs
France Pharmaceuticals
EUR 101.14109-Dec-22FACILITY B Shadow Shadow 0.00 2,064,516.14 0.000 475.0 4.750 2,064,516.14 0.00
ALTICE FINANCING SA Telecommunications
Luxembourg Telecommunications
EUR 101.14324-Jul-23REFINANCING
FACILITY
Shadow Shadow 0.00 1,320,033.33 1.000 300.0 4.000 1,320,033.33Cov-Lite 0.00
ARAMARK CORP Food service
United States Food, Beverage, & Tobacco
EUR 100.22524-Feb-21IRISH TERM LOAN C Shadow Shadow 0.00 1,920,304.56 0.750 275.0 3.500 1,920,304.56Cov-Lite 0.00
Monthly Report Produced 16-Dec-2016
15 - 1Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
ARGON NPS LIMITED Business equipment & services
United Kingdom Business Services
GBP 96.87519-Jan-22FACILITY B Shadow Shadow 0.00 2,000,000.00 1.000 575.0 6.750 2,780,000.00 0.00
ARUBA INVESTMENTS INC
(ANGUS CHEMICAL)
Chemicals/Plastics
United States Chemicals
EUR 99.75002-Feb-22EUR TLB 1 Shadow Shadow 0.00 900,000.00 1.000 325.0 4.250 900,000.00 0.00
EUR 99.75002-Feb-22EUR TLB 1 Shadow Shadow 0.00 1,634,583.33 1.000 325.0 4.250 1,634,583.33 0.00
ATRIUM INNOVATIONS INC Food Products
United States Consumer Products
EUR 98.75013-Feb-21INITIAL TRANCHE B2
TERM LOANS
Shadow Shadow 0.00 508,333.96 1.000 350.0 4.500 508,333.96 0.00
EUR 98.75013-Feb-21INITIAL TRANCHE B2
TERM LOANS
Shadow Shadow 0.00 2,555,469.39 1.000 350.0 4.500 2,555,469.39 0.00
AURIS LUXEMBOURG III SA Health Care
Luxembourg Healthcare
EUR 101.37517-Jan-22FACILITY B3 Shadow Shadow 0.00 2,037,995.72 1.000 325.0 4.250 2,037,995.72 0.00
EUR 101.37517-Jan-22INCREMENTAL
FACILITY B5
Shadow Shadow 0.00 752,931.04 1.000 325.0 4.250 752,931.04 0.00
AUTODIS SA Automobiles
France Automobiles
EUR 101.36001-May-22AUTODI CORP Shadow Shadow 0.00 357,000.00 0.000 0.0 4.375 357,000.00 0.00
EUR 101.48101-May-22AUTODIS FLOAT
CORP
Shadow Shadow 0.00 3,000,000.00 0.000 437.5 4.375 3,000,000.00 0.00
AVAST SOFTWARE B.V. Electronics/Electrical
United States Computers and Electronics
EUR 101.40930-Sep-22INITIAL EUR TERM
LOAN Hypo
Shadow Shadow 0.00 777,777.78 1.000 375.0 4.750 777,777.78 0.00
AXIOS BIDCO LIMITED Business equipment & services
United Kingdom Business Services
EUR 96.75030-Nov-22TERM EUR Shadow Shadow 0.00 2,000,000.00 0.000 475.0 4.750 2,000,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 2Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
BARING PRIVATE EQUITY
ASIA VI HOLDING (1) LTD
Business equipment & services
Hong Kong Business Services
EUR 101.18826-Oct-22INITIAL EURO TERM
LOAN 1ST LIEN
Shadow Shadow 0.00 357,519.69 1.000 300.0 4.000 357,519.69 0.00
EUR 100.62526-Oct-23INITIAL EURO TERM
LOAN 2ND LIEN
Shadow Shadow 0.00 77,926.27 1.000 800.0 9.000 77,926.27 0.00
BESTWAY UK HOLDCO
LIMITED
Retailers (other than food/drug)
United Kingdom Retail (General)
GBP 100.00006-Oct-21FACILITY B Shadow B 0.00 931,837.41 0.261 450.0 4.761 1,171,319.62 0.00
BOPARAN FINANCE PLC Food Products
United Kingdom Food, Beverage, & Tobacco
EUR 95.52315-Jul-21BOPRLN 4 Shadow Shadow 0.00 875,000.00 0.000 0.0 4.375 875,000.00 0.00
EUR 95.52315-Jul-21BOPRLN 4 Shadow Shadow 0.00 500,000.00 0.000 0.0 4.375 500,000.00 0.00
BSN MEDICAL LUX Health Care
Germany Healthcare
EUR 100.27528-Aug-19FACILITY C Shadow Shadow 0.00 1,851,607.52 1.000 300.0 4.000 1,851,607.52 0.00
EUR 100.27528-Aug-19FACILITY C Shadow Shadow 0.00 2,000,000.00 1.000 300.0 4.000 2,000,000.00 0.00
CEP Financial intermediaries
France Banking & Finance
EUR 100.59430-Sep-20FACILITY B4 Shadow Shadow 0.00 1,117,514.26-0.374 500.0 4.626 1,117,514.26 0.00
CEVA SANTE ANIMALE Farming/Agriculture
France Farming & Agriculture Services
EUR 101.22930-Jun-21FINANCIERE CHOPIN Shadow Shadow 0.00 2,062,500.00 1.000 325.0 4.250 2,062,500.00 0.00
EUR 101.22930-Jun-21FINANCIERE CHOPIN Shadow Shadow 0.00 2,585,820.90 1.000 325.0 4.250 2,585,820.90 0.00
COLOUROZ MIDCO Chemicals/Plastics
Germany Chemicals
EUR 100.87507-Sep-21FLINT GROUP SWEDE
HOLDING AB
Shadow B+ 0.00 2,100,000.01 1.000 325.0 4.250 2,100,000.01 0.02
EUR 97.62506-Sep-22INITIAL EURO TERM
LOAN SECOND LIEN
Shadow B+ 0.00 1,999,999.99 1.000 725.0 8.250 1,999,999.99Cov-Lite 0.01
Monthly Report Produced 16-Dec-2016
15 - 3Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
COMETE HOLDING Radio and Television
France Business Services
EUR 100.50029-Jul-22TERM LOAN B
FACILITY
Shadow Shadow 0.00 1,376,811.59 1.000 475.0 5.750 1,376,811.59 0.00
CONCORDIA HEALTHCARE
CORP
Drugs
United States Healthcare
GBP 83.50021-Oct-21TERM LOAN B Shadow Shadow 0.00 2,759,150.00 1.000 500.0 6.000 3,757,962.30 0.00
CONSTANTIA FLEXIBLES
HOLDING GMBH
(CONSTANTINOPLE ACQ
GMBH)
Containers and Glass Products
Austria Packaging & Containers
EUR 101.29229-Apr-22FACILITY B1 EUR Shadow Shadow 0.00 2,054,425.32 1.000 300.0 4.000 2,054,425.32 0.00
EUR 101.29229-Apr-22FACILITY B2 EUR Shadow Shadow 0.00 306,685.79 1.000 300.0 4.000 306,685.79 0.00
COTY INC Cosmetics/toiletries
United States Consumer Products
EUR 100.45327-Oct-22EUR TERM LOAN B2 Shadow Shadow 0.00 1,360,227.27 0.000 275.0 2.750 1,360,227.27 0.00
CROWN ACQUISITION
MIDCO 2 LIMITED
Business equipment & services
United Kingdom Business Services
GBP 99.08312-Feb-21FACILITY B Shadow Shadow 0.00 1,748,284.75 0.520 450.0 5.020 2,110,179.69 0.00
CYAN BLUE HOLDCO 3
LIMITED
Leisure goods/activities/movies
United Kingdom Gaming, Leisure & Entertainment
GBP 100.53119-Mar-22INITIAL TERM LOAN Shadow Shadow 0.00 2,500,000.00 1.000 525.0 6.250 3,457,500.00 0.00
DELACHAUX (SODELHO S.A.) Rail industries
France Industrial/Manufacturing
EUR 99.32128-Oct-21RAILTECH INTL SA Shadow Shadow 0.00 1,945,483.16 0.000 400.0 4.000 1,945,483.16 0.00
EUR 99.32128-Oct-21RAILTECH INTL SA Shadow Shadow 0.00 2,732,765.31 0.000 400.0 4.000 2,732,765.31 0.00
DEOLEO S.A. Food Products
Spain Food, Beverage, & Tobacco
EUR 61.00013-Jun-222ND LIEN Shadow Shadow 0.00 375,000.00 1.000 675.0 7.750 375,000.00Cov-Lite 0.00
EUR 85.45511-Jun-21FIRST LIEN Shadow Shadow 0.00 3,625,000.00 1.000 350.0 4.500 3,625,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 4Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
DESARROLLOS
EMPRESARIALES PIERA SL
Health Care
Spain Healthcare
EUR 100.04728-Nov-21INCREMENTAL
FACILITY II SFA
Shadow Shadow 0.00 3,000,000.00 0.000 450.0 4.500 3,000,000.00 0.00
EUR 100.10028-Nov-22SECOND LIEN
FACILITY
Shadow Shadow 0.00 1,000,000.00 1.000 725.0 8.250 1,000,000.00 0.00
DIAVERUM HOLDING S.A.R.L. Health Care
Sweden Healthcare
EUR 100.45801-Apr-22FACILITY C1B FRANCE Shadow Shadow 0.00 106,642.56 0.000 400.0 4.000 106,642.56 0.00
EUR 100.45801-Apr-22FACILITY C1B LUX Shadow Shadow 0.00 746,298.62 0.000 400.0 4.000 746,298.62 0.00
DIEBOLD, INC. Electronics/Electrical
United States Computers and Electronics
EUR 101.43806-Nov-23EURO TERM B LOAN Shadow Shadow 0.00 1,076,923.07 0.750 425.0 5.000 1,076,923.07 0.00
DORNA SPORTS S.L. Leisure goods/activities/movies
Spain Gaming, Leisure & Entertainment
EUR 100.22230-Apr-21B TERM LOAN
FACILITY
Shadow Shadow 0.00 1,000,000.00 0.000 350.0 3.500 1,000,000.00 0.00
EUR 100.22230-Apr-21B TERM LOAN
FACILITY
Shadow Shadow 0.00 2,051,843.57 0.000 350.0 3.500 2,051,843.57 0.00
DOUGLAS GMBH Retailers (other than food/drug)
Germany Retail (General)
EUR 101.21613-Aug-22Douglas Finance B.V. Shadow Shadow 0.00 94,456.27 1.000 375.0 4.750 94,456.27 0.00
EUR 101.21613-Aug-22Douglas GmbH Shadow Shadow 0.00 214,453.01 1.000 375.0 4.750 214,453.01 0.00
EUR 101.21613-Aug-22Groupe Nocibe France
S.A.S.
Shadow Shadow 0.00 4,713,863.31 1.000 375.0 4.750 4,713,863.31 0.00
EUR 101.21613-Aug-22Kirk Beauty
Netherlands B.V.
Shadow Shadow 0.00 130,675.74 1.000 375.0 4.750 130,675.74 0.00
EUR 101.21613-Aug-22Nocibe France S.A.S. Shadow Shadow 0.00 1,047,525.17 1.000 375.0 4.750 1,047,525.17 0.00
EUR 101.21613-Aug-22Parfuemerie Douglas
GmbH
Shadow Shadow 0.00 170,629.92 1.000 375.0 4.750 170,629.92 0.00
EUR 101.21613-Aug-22Parfuemerie Douglas
International GmbH
Shadow Shadow 0.00 224,042.53 1.000 375.0 4.750 224,042.53 0.00
Monthly Report Produced 16-Dec-2016
15 - 5Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
DPX HOLDINGS B.V.
(PATHEON/JLL/DELTA
DUTCH)
Drugs
Netherlands Healthcare
EUR 100.50011-Mar-21INITIAL EURO TERM
LOANS
Shadow B 0.00 1,625,448.05 1.000 350.0 4.500 1,625,448.05 0.00
EUR 100.50011-Mar-21INITIAL EURO TERM
LOANS
Shadow B 0.00 1,368,723.74 1.000 350.0 4.500 1,368,723.74 0.00
EUR 100.50011-Mar-21INITIAL EURO TERM
LOANS
Shadow B 0.00 1,365,058.07 1.000 350.0 4.500 1,365,058.07 0.00
DRY MIX SOLUTIONS
INVESTISSEMENTS SAS
Building & Development
France Building & Materials
EUR 101.64215-Jun-21DRYMIX FLOAT 21 Shadow Shadow 0.00 1,000,000.00-0.302 425.0 3.948 1,000,000.00 0.00
EUR 101.64215-Jun-21DRYMIX FLOAT 21 Shadow Shadow 0.00 1,000,000.00-0.302 425.0 3.948 1,000,000.00 0.00
EUR 101.64215-Jun-21DRYMIX FLOAT 21 Shadow Shadow 0.00 1,000,000.00-0.302 425.0 3.948 1,000,000.00 0.00
EUR 100.18215-Mar-23DRYMX FLOAT
03/15/23 CORP
Shadow Shadow 0.00 2,000,000.00 0.000 550.0 5.500 2,000,000.00 0.00
DUPONT U.S. COATINGS
ACQ INC (AXALTA COATING)
Chemicals/Plastics
United States Chemicals
EUR 100.43801-Feb-202014 REFINANCING
EURO TERM LOAN
Shadow BB 0.00 1,413,098.23 1.000 300.0 4.000 1,413,098.23 0.00
EDDIE STOBART Surface transport
United Kingdom Transportation
GBP 98.87509-Apr-21FACILITY B Shadow Shadow 0.00 1,692,429.81 0.401 475.0 5.151 2,060,533.29 0.00
EIRCOM FINCO S.A.R.L. Telecommunications
Ireland Telecommunications
EUR 100.70031-May-22FACILITY B5 Shadow B 0.00 3,469,747.66 0.000 400.0 4.000 3,469,747.66 0.00
ELEMENT MATERIALS
TECHNOLOGY
Aerospace and Defense
United Kingdom Aerospace & Defense
EUR 98.33322-Mar-23EMT 2 HOLDING LTD Shadow Shadow 0.00 4,000,000.00 1.000 475.0 5.750 4,000,000.00 0.00
EMERALD 2 LIMITED Business equipment & services
United Kingdom Business Services
EUR 89.66716-May-21FACILITY B2 Shadow Shadow 0.00 800,000.00 1.000 400.0 5.000 800,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 6Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
EMERALD 3 LIMITED Business equipment & services
United Kingdom Business Services
USD 88.25031-May-22SECOND LIEN
FACILITY
Shadow Shadow 0.00 2,000,000.00 1.000 700.0 8.000 1,454,000.00 0.00
EMIL HOLDING III S.P.A. Telecommunications
Italy Telecommunications
EUR 98.50001-Mar-23FACILITY B1 Shadow Shadow 0.00 704,022.99 0.000 500.0 5.000 704,022.99 0.00
EUR 98.50001-Mar-23FACILITY B2 Shadow Shadow 0.00 545,977.01 0.000 500.0 5.000 545,977.01 0.00
EUROPEAN CINEMA
HOLDINGS III AB
Leisure goods/activities/movies
Sweden Gaming, Leisure & Entertainment
EUR 100.33311-Jul-22FACILITY B Shadow Shadow 0.00 1,463,414.63 0.000 350.0 3.500 1,463,414.63 0.00
FAT FACE WORLD
BORROWINGS LIMITED
Retailers (other than food/drug)
United Kingdom Retail (General)
GBP 79.37525-Sep-20TERM B FACILITY CCC+ CCC+ 0.00 900,000.00 0.385 550.0 5.885 1,134,180.00 0.00
FIGARO HOLDCO LIMITED Health Care
United Kingdom Healthcare
EUR 101.28608-Mar-23FACILITY B2 Shadow Shadow 0.00 1,195,810.49 0.000 475.0 4.750 1,195,810.49 0.00
FINANCIERE TRUCK
(INVESTISSEMENT) SA
Equipment leasing
France Transportation
EUR 93.00015-Mar-17TERM LOAN (EUR) Shadow Shadow 0.00 1,035,361.84 0.000 400.0 4.000 1,035,361.84 289,858.02
EUR 93.00015-Mar-17TERM LOAN (EUR) Shadow Shadow 0.00 1,000,000.00 0.000 400.0 4.000 1,000,000.00 289,858.02
FIRST DATA CORPORATION Financial intermediaries
United States Banking & Finance
EUR 100.35724-Mar-212021 NEW EURO TERM
LOAN
Shadow Shadow 0.00 2,000,000.00-0.381 300.0 2.619 2,000,000.00 0.00
EUR 100.21910-Jul-22NEW 2022 EURO TERM
LOANS
Shadow Shadow 0.00 2,000,000.00-0.381 375.0 3.369 2,000,000.00 0.00
GALAPAGOS HOLDINGS S.A. Industrial Equipment
Germany Industrial/Manufacturing
EUR 74.69115-Jun-22GALAPG 7 Shadow B- 0.00 500,000.00 0.000 0.0 7.000 500,000.00High-Yield 0.00
Monthly Report Produced 16-Dec-2016
15 - 7Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
GALAPAGOS SA Industrial Equipment
Germany Industrial/Manufacturing
EUR 92.73315-Jun-21GALAPG FLOAT Shadow B- 0.00 860,000.00-0.302 475.0 4.448 860,000.00 0.00
GALAXY BIDCO LTD Financial intermediaries
United Kingdom Banking & Finance
GBP 99.93715-Nov-19DGGLN FLOAT Shadow Shadow 0.00 1,231,000.00 0.398 500.0 5.398 1,485,817.00 0.00
GALILEO GLOBAL
EDUCATION FINANCE
S.A.R.L.
Business equipment & services
France Consumer Products
EUR 99.29221-Oct-22FACILITY B1 Shadow Shadow 0.00 737,547.61 0.000 425.0 4.250 737,547.61 0.00
EUR 99.29221-Oct-22FACILITY B2 Shadow Shadow 0.00 841,399.76 0.000 425.0 4.250 841,399.76 0.00
GARDNER DENVER INC Industrial Equipment
United States Industrial/Manufacturing
EUR 98.16730-Jul-20INITIAL EURO TERM
LOAN
Shadow B 0.00 1,979,899.48 1.000 375.0 4.750 1,979,899.48 0.00
EUR 98.16730-Jul-20INITIAL EURO TERM
LOAN
Shadow B 0.00 892,308.84 1.000 375.0 4.750 892,308.84 0.00
EUR 98.16730-Jul-20INITIAL EURO TERM
LOAN
Shadow B 0.00 1,974,937.35 1.000 375.0 4.750 1,974,937.35 0.00
GATES GLOBAL INC Automotive
United States Automobiles
EUR 100.41705-Jul-21INITIAL EURO TERM
LOANS
Shadow Shadow 0.00 2,826,780.98 1.000 325.0 4.250 2,826,780.98 0.00
GATES GLOBAL LLC Automotive
United States Automobiles
EUR 92.89415-Jul-22GATGLO 5 Shadow Shadow 0.00 950,000.00 0.000 0.0 5.750 950,000.00 0.00
EUR 92.89415-Jul-22GATGLO 5 Shadow Shadow 0.00 200,000.00 0.000 0.0 5.750 200,000.00 0.00
EUR 92.89415-Jul-22GATGLO 5 Shadow Shadow 0.00 1,000,000.00 0.000 0.0 5.750 1,000,000.00 0.00
EUR 92.89415-Jul-22GATGLO 5 Shadow Shadow 0.00 1,200,000.00 0.000 0.0 5.750 1,200,000.00 0.00
GENERALE DE SANTE Health Care
France Healthcare
EUR 100.62501-Oct-20FACILITY B1A Shadow Shadow 0.00 1,288,423.01-0.313 350.0 3.187 1,288,423.01 0.00
Monthly Report Produced 16-Dec-2016
15 - 8Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
GUALA CLOSURES SPA Containers and Glass Products
Italy Packaging & Containers
EUR 101.87815-Nov-21GCLIM FLOAT CORP Shadow Shadow 0.00 1,750,000.00 0.000 475.0 4.750 1,750,000.00 0.00
HNVR HOLDCO LIMITED Leisure goods/activities/movies
Spain Gaming, Leisure & Entertainment
EUR 100.50012-Sep-23FACILITY B Shadow Shadow 0.00 2,256,410.26 0.000 625.0 6.250 2,256,410.26 0.00
HOMAIR VACANCES Leisure goods/activities/movies
France Lodging & Restaurants
EUR 99.00010-Sep-22FACILITY C B B+ 0.00 1,340,693.30 0.000 500.0 5.000 1,340,693.30 0.00
HORIZON BIDCO LIMITED Retailers (other than food/drug)
United Kingdom Consumer Products
EUR 97.00026-Jan-23TERM LOAN B2 Shadow Shadow 0.00 1,000,000.00 0.000 500.0 5.000 1,000,000.00 0.00
HSE24 FINANCE & SERVICE
GMBH
Retailers (other than food/drug)
Germany Retail (General)
EUR 100.25031-Mar-22FACILITY C Shadow Shadow 0.00 1,650,000.00 0.000 450.0 4.500 1,650,000.00 0.00
IGLO FOODS MIDCO LIMITED Food Products
United Kingdom Food, Beverage, & Tobacco
EUR 99.87530-Jun-20FACILITY C1 Shadow Shadow 0.00 2,968,527.68 0.000 350.0 3.500 2,968,527.68 0.00
INDIGO BIDCO LIMITED Business equipment & services
United Kingdom Business Services
GBP 96.75008-Jul-21FACILITY B Shadow Shadow 0.00 1,998,171.42 0.261 475.0 5.011 2,517,695.99 0.00
INEOS FINANCE PLC Chemicals/Plastics
United Kingdom Chemicals
EUR 100.76615-Dec-202020 EURO TERM
LOAN
Shadow B+ 0.00 3,000,000.00 1.000 300.0 4.000 3,000,000.00Cov-Lite 0.00
EUR 100.94431-Mar-222022 EURO TERM
LOANS
Shadow B+ 0.00 1,840,480.58 1.000 325.0 4.250 1,840,480.58Cov-Lite 0.00
INEOS STYROLUTION
GROUP GMBH
Chemicals/Plastics
Germany Chemicals
EUR 101.60730-Sep-212021 EURO TERM
LOAN
Shadow Shadow 0.00 2,071,364.06 1.000 375.0 4.750 2,071,364.06Cov-Lite 0.00
Monthly Report Produced 16-Dec-2016
15 - 9Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
INO DEBTCO SARL Drugs
Germany Pharmaceuticals
EUR 99.75030-Aug-23FACILITY B Shadow Shadow 0.00 2,149,253.73 0.000 525.0 5.250 2,149,253.73 0.00
INOVYN FINANCE PLC Chemicals/Plastics
United Kingdom Chemicals
EUR 101.14615-May-212021 TRANCHE B
EURO TERM LOAN
Shadow Shadow 0.00 1,366,438.35 1.000 350.0 4.500 1,366,438.35 0.00
EUR 101.14615-May-212021 TRANCHE B
EURO TERM LOAN
Shadow Shadow 0.00 1,995,000.00 1.000 350.0 4.500 1,995,000.00 0.00
EUR 101.14615-May-212021 TRANCHE B
EURO TERM LOAN
Shadow Shadow 0.00 555,555.56 1.000 350.0 4.500 555,555.56 0.00
EUR 104.79415-May-21KERLIN 6 05/15/21
CORP
Shadow Shadow 0.00 643,000.00 0.000 0.0 6.250 643,000.00 0.00
INTEROUTE
COMMUNICATIONS
HOLDINGS LTD.
Electronics/Electrical
United States Computers and Electronics
EUR 106.97815-Oct-20INTERO 7 Shadow Shadow 0.00 333,000.00 0.000 0.0 7.375 333,000.00 0.00
EUR 106.97815-Oct-20INTERO 7 Shadow Shadow 0.00 1,000,000.00 0.000 0.0 7.375 1,000,000.00 0.00
ION TRADING
TECHNOLOGIES LTD
Business equipment & services
Ireland Computers and Electronics
EUR 100.62511-Aug-23TRANCHE B-1 EURO
TERM LOANS
Shadow B+ 0.00 3,123,809.52 1.000 325.0 4.250 3,123,809.52 0.00
JACOBS DOUWE EGBERTS
INTERNATIONAL B.V
Beverage and Tobacco
Netherlands Food, Beverage, & Tobacco
EUR 100.95801-Jul-22TERM LOAN B3 Shadow B+ 0.00 530,278.72 0.750 225.0 3.000 530,278.72 0.00
KERNEOS CORPORATE SAS Building & Development
France Building & Materials
EUR 99.92901-Mar-21KERNEOS FLOAT 21 Shadow Shadow 0.00 375,000.00-0.299 475.0 4.451 375,000.00 0.00
EUR 99.92901-Mar-21KERNEOS FLOAT 21 Shadow Shadow 0.00 1,250,000.00-0.299 475.0 4.451 1,250,000.00 0.00
KEURIG GREEN MOUNTAIN,
INC
Food Products
United States Food, Beverage, & Tobacco
EUR 101.43103-Mar-23TERM B EUR LOANS Shadow Shadow 0.00 1,264,658.55 0.750 425.0 5.000 1,264,658.55 0.00
Monthly Report Produced 16-Dec-2016
15 - 10Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
KIWI HOLDING IV S.A.R.L Leisure goods/activities/movies
Switzerland Gaming, Leisure & Entertainment
EUR 97.66719-May-23FACILITY B Shadow Shadow 0.00 2,133,333.33 1.000 550.0 6.500 2,133,333.33 0.00
KLOCKNER PENTAPLAST OF
AMERICA, INC (KLEOPATRA
ACQ)
Containers and Glass Products
Germany Packaging & Containers
EUR 101.12528-Apr-20EUR GMBH TERM
LOAN
Shadow Shadow 0.00 545,429.46 1.000 300.0 4.000 545,429.46 0.00
EUR 101.12528-Apr-20EUR GMBH TERM
LOAN
Shadow Shadow 0.00 594,594.59 1.000 300.0 4.000 594,594.59 0.00
EUR 101.12528-Apr-20INITIAL ERSTE EURO
TERM LOANS
Shadow Shadow 0.00 616,335.28 1.000 400.0 5.000 616,335.28 0.00
LARY 4 AB Health Care
Sweden Healthcare
EUR 100.62501-Jun-23FACILITY B Shadow Shadow 0.00 2,133,333.33 0.000 500.0 5.000 2,133,333.33 0.00
LAWSON SOFTWARE (GGC)
(INFOR US)
Electronics/Electrical
United States Computers and Electronics
EUR 100.39603-Jun-20EURO TRANCHE B
TERM LOAN
Shadow Shadow 0.00 4,644,679.15 1.000 300.0 4.000 4,644,679.15 0.00
LION SENECA FRANCE 2 SAS Retailers (other than food/drug)
France Retail (General)
EUR 98.50615-Apr-19AAFFP 7 Shadow B+ 0.00 1,000,000.00 0.000 0.0 7.875 1,000,000.00High-Yield 0.00
LULLY FINANCE S.A.R.L. Electronics/Electrical
France Computers and Electronics
EUR 100.68016-Oct-23INITIAL TERM B-2
LOAN
B B 0.00 666,666.66 1.000 825.0 9.250 666,666.66 0.00
EUR 100.75014-Oct-22INITIAL TERM B-2
LOAN FIRST LIEN
B B 0.00 1,168,831.17 0.000 425.0 4.250 1,168,831.17 0.00
EUR 100.75014-Oct-22INITIAL TERM B-2
LOAN FIRST LIEN
B B 0.00 814,814.81 0.000 425.0 4.250 814,814.81 0.00
LYNGEN BIDCO AS Business equipment & services
Norway Business Services
EUR 100.82513-Mar-22FACILITY B4 Shadow Shadow 0.00 3,000,000.00 0.000 400.0 4.000 3,000,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 11Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
MATERIS CHRYSO Chemicals/Plastics
France Chemicals
EUR 99.87513-Aug-21TERM LOAN Shadow Shadow 0.00 3,000,000.00 0.000 425.0 4.250 3,000,000.00 0.00
MATTERHORN TELECOM
HOLDING SA
Telecommunications
Switzerland Telecommunications
EUR 98.66101-May-23MATTER 4 Shadow Shadow 0.00 1,500,000.00 0.000 0.0 4.875 1,500,000.00 0.00
MAUSER HOLDING S.A .R.L Containers and Glass Products
Germany Packaging & Containers
EUR 101.32131-Jul-21TRANCHE D TERM
LOAN
B- B 0.00 494,788.90 1.000 325.0 4.250 494,788.90 0.00
MEDIARENA ACQUISITION
BV
Radio and Television
Netherlands Broadcasting & Media
EUR 93.33913-Aug-21EURO TERM B LOAN Shadow B- 0.00 3,920,000.00 1.000 600.0 7.000 3,920,000.00 0.00
GBP 88.62513-Aug-21STERLING TERM B
LOAN
Shadow B- 0.00 1,470,000.00 1.000 675.0 7.750 1,835,295.00 0.00
MEDIQ BV Health Care
Netherlands Healthcare
EUR 100.87513-Feb-202014 FACILITY B1 Shadow Shadow 0.00 5,294,000.00 0.000 450.0 4.500 5,294,000.00 0.00
MEGACO S.R.L. Industrial Equipment
Italy Industrial/Manufacturing
EUR 100.75030-Jun-21FACILITY B1 Shadow Shadow 0.00 1,686,685.17 0.000 425.0 4.250 1,686,685.17 0.00
EUR 100.75030-Jun-21FACILITY B2 Shadow Shadow 0.00 313,314.83 0.000 425.0 4.250 313,314.83 0.00
MERCURY BONDCO PLC Financial intermediaries
Italy Banking & Finance
EUR 103.04830-May-21ICBPI 8 1/4 Shadow Shadow 0.00 166,000.00 0.000 0.0 8.250 166,000.00PIK 0.00
EUR 103.04830-May-21ICBPI 8 1/4 Shadow Shadow 0.00 1,425,000.00 0.000 0.0 8.250 1,425,000.00PIK 0.00
EUR 101.15530-May-21ICBPI FLOAT Shadow Shadow 0.00 1,666,000.00 0.000 800.0 8.000 1,666,000.00PIK 0.00
EUR 101.15530-May-21ICBPI FLOAT Shadow Shadow 0.00 334,000.00 0.000 800.0 8.000 334,000.00PIK 0.00
EUR 101.15530-May-21ICBPI FLOAT Shadow Shadow 0.00 1,000,000.00 0.000 800.0 8.000 1,000,000.00PIK 0.00
MONITCHEM HOLDCO 3 S.A. Chemicals/Plastics
Germany Chemicals
EUR 99.61015-Jun-21CABBCO FLOAT Shadow Shadow 0.00 1,090,000.00-0.302 475.0 4.448 1,090,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 12Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
MPG HOLDCO I INC
(METALDYNE)
Automotive
United States Automobiles
EUR 100.57520-Oct-21TRANCHE B-2 TERM
LOANS
Shadow Shadow 0.00 1,536,111.11 1.000 275.0 3.750 1,536,111.11 0.00
MULTI PACKAGING
SOLUTIONS LIMITED
Containers and Glass Products
United Kingdom Packaging & Containers
EUR 101.06330-Sep-20EURO TERM C Shadow Shadow 0.00 764,462.58 1.000 325.0 4.250 764,462.58 0.00
EUR 101.06330-Sep-20EURO TERM C Shadow Shadow 0.00 1,146,693.88 1.000 325.0 4.250 1,146,693.88 0.00
MUSTANG INTERMEDIATECO
LIMITED
Surface transport
United Kingdom Transportation
EUR 99.00029-Apr-21TERM LOAN B Shadow Shadow 0.00 2,751,151.90 0.000 425.0 4.250 2,751,151.90 0.00
NBTY INC Food Products
United States Retail (General)
GBP 100.56305-May-23STERLING TERM B
LOAN
Shadow Shadow 0.00 1,547,844.83 1.000 525.0 6.250 1,988,980.61 0.00
NETINVEST LIMITED Financial intermediaries
United Kingdom Banking & Finance
EUR 100.85410-Aug-22FACILITY B Shadow Shadow 0.00 1,800,000.00 0.000 375.0 3.750 1,800,000.00 0.00
NOVACAP GROUP BIDCO Chemicals/Plastics
France Chemicals
EUR 100.79722-Jun-23TRANCHE B Shadow B 0.00 1,500,000.00 0.000 500.0 5.000 1,500,000.00 0.00
OBERTHUR TECHNOLOGIES
HOLDING SAS
Electronics/Electrical
France Computers and Electronics
EUR 100.08318-Oct-19TRANCHE B-1 TERM
LOAN
Shadow Shadow 0.00 1,975,000.00 1.000 375.0 4.750 1,975,000.00 0.00
EUR 100.08318-Oct-19TRANCHE B-1 TERM
LOAN
Shadow Shadow 0.00 898,726.36 1.000 375.0 4.750 898,726.36 0.00
Monthly Report Produced 16-Dec-2016
15 - 13Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
ONEX EAGLE ACQUISITION
COMPANY LIMITED
Aerospace and Defense
United Kingdom Aerospace & Defense
EUR 98.12512-Mar-22TERM LOAN B
TRANCHE 2 EUR
Shadow Shadow 0.00 1,000,000.00 0.000 425.0 4.250 1,000,000.00 0.00
EUR 98.12512-Mar-22TERM LOAN B
TRANCHE 2 EUR
Shadow Shadow 0.00 1,837,837.84 0.000 425.0 4.250 1,837,837.84 0.00
ONEX WIZARD ACQUISITION
COMPANY I SARL
Containers and Glass Products
Switzerland Packaging & Containers
EUR 100.76411-Mar-22INITIAL EURO TERM
LOAN
Shadow B+ 0.00 4,448,975.68 0.000 375.0 3.750 4,448,975.68 0.00
OPTIMA SUB FINCO LIMITED Retailers (other than food/drug)
United Kingdom Business Services
EUR 99.39327-Jan-23TERM FACILITY B2 Shadow Shadow 0.00 1,032,258.06 0.000 500.0 5.000 1,032,258.06 0.00
ORION ENGINEERED
CARBONS
Chemicals/Plastics
Germany Chemicals
EUR 101.21425-Jul-21EURO TERM LOAN Shadow BB- 0.00 1,989,974.94 0.750 300.0 3.750 1,989,974.94 0.00
EUR 101.21425-Jul-21EURO TERM LOAN Shadow BB- 0.00 2,523,905.85 0.750 300.0 3.750 2,523,905.85 0.00
OXEA SARL Chemicals/Plastics
Germany Chemicals
EUR 96.70315-Jan-20TRANCHE B-1 TERM
LOAN
Shadow Shadow 0.00 1,849,331.35 1.000 350.0 4.500 1,849,331.35 0.00
EUR 96.70315-Jan-20TRANCHE B-1 TERM
LOAN
Shadow Shadow 0.00 1,862,094.00 1.000 350.0 4.500 1,862,094.00 0.00
PAPA BIDCO LIMITED Beverage and Tobacco
United Kingdom Retail (General)
GBP 98.25024-Dec-21FACILITY B Shadow Shadow 0.00 1,000,000.00 0.402 575.0 6.152 1,350,000.00 0.00
PAROC GROUP OY AB Building & Development
Finland Building & Materials
EUR 98.95015-May-20PAROCG FLOAT Shadow Shadow 0.00 1,280,000.00-0.312 525.0 4.938 1,280,000.00 0.00
EUR 98.95015-May-20PAROCG FLOAT Shadow Shadow 0.00 500,000.00-0.312 525.0 4.938 500,000.00 0.00
EUR 98.95015-May-20PAROCG FLOAT Shadow Shadow 0.00 500,000.00-0.312 525.0 4.938 500,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 14Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
PATERNOSTER HOLDING IV
GMBH
Industrial Equipment
Germany Industrial/Manufacturing
EUR 99.14301-Apr-23FACILITY B Shadow Shadow 0.00 1,764,705.88 1.000 612.5 7.125 1,764,705.88 0.00
PENN ENGINEERING &
MANUFACTURING CORP.
Industrial Equipment
United States Industrial/Manufacturing
EUR 100.65029-Aug-21INCREMENTAL
TRANCHE C TERM
LOAN
Shadow Shadow 0.00 1,643,462.79 1.000 300.0 4.000 1,643,462.79 0.00
PERTENTO S.A.R.L. Telecommunications
Spain Telecommunications
EUR 100.92530-Jun-21FACILITY B Shadow Shadow 0.00 1,764,705.88 0.000 437.6 4.376 1,764,705.88 0.00
EUR 100.92530-Jun-21FACILITY B Shadow Shadow 0.00 1,555,555.56 0.000 437.6 4.376 1,555,555.56 0.00
PHM FRANCE HOLDCO 19
SAS
Ecological services and equipment
France Environmental Services
EUR 101.09130-Oct-20FACILITY B2 Shadow Shadow 0.00 394,736.84 0.000 375.0 3.750 394,736.84 0.00
PICARD GROUPE S.A.S. Food/drug retailers
Netherlands Food, Beverage, & Tobacco
EUR 100.73901-Aug-19PICSUR FLOAT-15 Shadow Shadow 0.00 1,690,510.95 0.000 425.0 4.250 1,690,510.95 0.00
EUR 100.73901-Aug-19PICSUR FLOAT-15 Shadow Shadow 0.00 422,627.74 0.000 425.0 4.250 422,627.74 0.00
PIGMENTS I B.V. Building & Development
Spain Chemicals
EUR 99.10004-Feb-22TERM LOAN B Shadow Shadow 0.00 2,296,747.97 0.000 525.0 5.250 2,296,747.97 0.00
PQ CORPORATION Chemicals/Plastics
United States Chemicals
EUR 100.81304-Nov-22TERM B-2 TERM LOAN Shadow Shadow 0.00 1,084,239.13 1.000 475.0 5.750 1,084,239.13Cov-Lite 0.00
PROJECT BREEZE Electronics/Electrical
Austria Industrial/Manufacturing
EUR 99.08319-Nov-20COOL INTERNATIONAL
HOLDING GMBH
Shadow Shadow 0.00 2,926,526.63 0.000 425.0 4.250 2,926,526.63 0.00
Monthly Report Produced 16-Dec-2016
15 - 15Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
PROJECT GEYSER II Industrial Equipment
France Industrial/Manufacturing
EUR 99.25005-Jun-21SERMETA Shadow Shadow 0.00 4,614,933.71-0.299 400.0 3.701 4,614,933.71 0.00
QUINTILES IMS
INCORPORATED
Health Care
United States Healthcare
EUR 100.54717-Mar-21TERM B EURO LOAN Shadow BBB- 0.00 1,944,169.49 1.000 275.0 3.750 1,944,169.49 0.00
EUR 100.54717-Mar-21TERM B EURO LOAN Shadow BBB- 0.00 2,669,760.60 1.000 275.0 3.750 2,669,760.60 0.00
REDTOP ACQUISITIONS
LIMITED (CPA GLOBAL)
Business equipment & services
United Kingdom Business Services
EUR 101.35403-Dec-20INITIAL EURO TERM
LOAN
Shadow Shadow 0.00 570,000.00 1.000 375.0 4.750 570,000.00 0.00
EUR 101.35403-Dec-20INITIAL EURO TERM
LOAN
Shadow Shadow 0.00 5,000,000.00 1.000 375.0 4.750 5,000,000.00 0.00
REGIT EINS GMBH (
TEAMVIEWER )
Business equipment & services
Germany Telecommunications
EUR 100.50008-Jan-21EURO TERM LOAN
(FIRST LIEN)
B- B 0.00 3,920,000.00 1.000 525.0 6.250 3,920,000.00 0.00
USD 97.00008-Jan-21INITIAL LOAN
(SECOND LIEN)
B- B 0.00 2,000,000.00 1.000 850.0 9.500 1,498,000.00 0.00
REMEDCO HOLDING B.V. Health Care
Germany Healthcare
EUR 100.83327-Oct-22TERM B1 Shadow Shadow 0.00 1,760,108.85 0.000 550.0 5.500 1,760,108.85 0.00
RODENSTOCK GMBH (BLITZ) Health Care
Germany Healthcare
EUR 95.25030-May-19FACILITY B Shadow Shadow 0.00 1,000,000.00-0.374 450.0 4.126 1,000,000.00 0.00
SAM BIDCO Health Care
France Healthcare
EUR 100.77117-Dec-21FACILITY B1A Shadow Shadow 0.00 3,353,879.57 1.000 325.0 4.250 3,353,879.57 0.00
EUR 100.77117-Dec-21FACILITY B1B Shadow Shadow 0.00 899,335.69 1.000 325.0 4.250 899,335.69 0.00
SAM FINANCE LUX S.A.R.L. Financial intermediaries
United Kingdom Banking & Finance
EUR 100.68817-Dec-20EURO TERM LOAN Shadow BB 0.00 6,696,062.50 1.000 350.0 4.500 6,696,062.50 0.00
Monthly Report Produced 16-Dec-2016
15 - 16Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
SAVERGLASS Containers and Glass Products
France Packaging & Containers
EUR 99.84401-Feb-23TERM LOAN B Hypo Shadow Shadow 0.00 1,559,322.03 0.000 475.0 4.750 1,559,322.03 0.00
SCHENCK PROCESS
FINANCE GMBH
Industrial Equipment
Germany Industrial/Manufacturing
EUR 99.75013-May-22FACILITY B EUR Shadow Shadow 0.00 2,000,000.00 0.750 550.0 6.250 2,000,000.00 0.00
SCHUMANN SPA Leisure goods/activities/movies
Italy Gaming, Leisure & Entertainment
EUR 100.94231-Jul-22SCHMAN FLOAT CORP
FACILITY
Shadow B+ 0.00 800,000.00 0.000 662.5 6.625 800,000.00Cov-Lite 0.00
EUR 100.94231-Jul-22SCHMAN FLOAT CORP
FACILITY
Shadow B+ 0.00 1,000,000.00 0.000 662.5 6.625 1,000,000.00Cov-Lite 0.00
SIGNODE IND GR LUX S.A. Industrial Equipment
Luxembourg Industrial/Manufacturing
EUR 100.45801-May-21TERM LOAN B-EUR Shadow Shadow 0.00 4,783,863.07 1.000 300.0 4.000 4,783,863.07 0.00
SK SPICE (ARCHROMA) Chemicals/Plastics
Switzerland Chemicals
EUR 99.92501-Jul-21TERM LOAN B Shadow Shadow 0.00 3,478,260.87 1.000 500.0 6.000 3,478,260.87 0.00
EUR 99.92501-Jul-21TERM LOAN B Shadow Shadow 0.00 1,096,491.23 1.000 500.0 6.000 1,096,491.23 0.00
SOLENIS INTERNATIONAL,
L.P .
Chemicals/Plastics
United States Chemicals
EUR 101.29231-Jul-21INITIAL EURO TERM
LOAN
Shadow Shadow 0.00 3,307,500.00 1.000 350.0 4.500 3,307,500.00 0.00
EUR 100.62531-Jul-21TRANCHE C TERM
LOAN
Shadow Shadow 0.00 665,000.00 1.000 400.0 5.000 665,000.00 0.00
SOPPA HOLDINGS S.A.R.L. Food service
Luxembourg Food, Beverage, & Tobacco
EUR 100.31322-Nov-21FIRST LIEN TERM
LOAN
Shadow Shadow 0.00 1,096,559.68 0.000 375.0 3.750 1,096,559.68 0.00
SPECTRUM BRANDS INC. Conglomerates
United States Consumer Products
EUR 100.46923-Jun-22EURO TERM LOAN BB Shadow 0.00 487,874.08 0.750 275.0 3.500 487,874.08Cov-Lite 0.00
Monthly Report Produced 16-Dec-2016
15 - 17Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
SPRINGER SCIENCE (
SPRINGER SBM TWO GMBH)
Publishing
Germany Broadcasting & Media
EUR 100.37514-Aug-20SPRINGER VERLAG
GMBH
Shadow Shadow 0.00 1,950,312.36 1.000 375.0 4.750 1,950,312.36 0.00
EUR 100.37514-Aug-20SPRINGER VERLAG
GMBH
Shadow Shadow 0.00 1,081,813.89 1.000 375.0 4.750 1,081,813.89 0.00
EUR 100.37514-Aug-20SPRINGER VERLAG
GMBH
Shadow Shadow 0.00 1,618,214.29 1.000 375.0 4.750 1,618,214.29 0.00
STRETFORD SEVENTY NINE Food service
United Kingdom Food, Beverage, & Tobacco
GBP 95.94815-Jul-20ICELTD FLOAT B B 0.00 2,000,000.00 0.401 425.0 4.651 2,507,999.98 0.00
SWISSPORT GROUP SARL Air Transport
United States Transportation
EUR 101.17009-Feb-22TERM LOAN B B- B 0.00 2,210,526.32 1.000 525.0 6.250 2,210,526.32 0.00
SYNLAB BONDCO PLC Health Care
France Healthcare
EUR 100.23001-Jul-22LABFP FLOAT CORP Shadow B+ 0.00 4,000,000.00 0.000 350.0 3.500 4,000,000.00 0.00
SYNLAB UNSECURED
BONDCO PLC.
Health Care
France Healthcare
EUR 107.30001-Jul-23LABFP 8 B B+ 0.00 500,000.00 0.000 0.0 8.250 500,000.00 0.00
TACKLE SARL Leisure goods/activities/movies
Germany Gaming, Leisure & Entertainment
EUR 101.45308-Aug-22FACILITY B Shadow Shadow 0.00 1,440,000.00 1.000 550.0 6.500 1,440,000.00 0.00
TAGHLEEF INDUSTRIES
TOPCO LIMITED
Containers and Glass Products
United States Packaging & Containers
EUR 101.12510-May-23FACILITY B Shadow Shadow 0.00 1,066,666.67 0.000 450.0 4.500 1,066,666.67 0.00
TECHNICOLOR S.A. Leisure goods/activities/movies
France Gaming, Leisure & Entertainment
EUR 100.15011-Jul-20TERM LOAN EUR Shadow BB- 0.00 416,106.66 1.000 400.0 5.000 416,106.66 0.00
EUR 100.15011-Jul-20TERM LOAN EUR Shadow BB- 0.00 270,133.22 1.000 400.0 5.000 270,133.22 0.00
Monthly Report Produced 16-Dec-2016
15 - 18Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
TEKNI-PLEX INC Containers and Glass Products
United States Packaging & Containers
EUR 100.00001-Jun-22TRANCHE B-2 TERM
LOANS HYPO
Shadow Shadow 0.00 392,755.66 1.000 350.0 4.500 392,755.66 0.00
TELE COLUMBUS AG Cable and Satellite Television
Germany Telecommunications
EUR 100.92904-Jan-21FACILITY A Shadow Shadow 0.00 1,600,000.00 0.000 400.0 4.000 1,600,000.00 0.00
EUR 100.92904-Jan-21INCREMENTAL
FACILITY
Shadow Shadow 0.00 500,000.00 0.000 450.0 4.500 500,000.00 0.00
TELENET INTERNATIONAL
FINANCE S.A.R.L.
Cable and Satellite Television
Luxembourg Telecommunications
EUR 100.33831-Jan-25TERM LOAN FACILITY
AE
Shadow Shadow 0.00 5,056,451.61 0.000 325.0 3.250 5,056,451.61 0.00
TEREX CORP Industrial Equipment
United States Industrial/Manufacturing
EUR 99.65013-Aug-21INCREMENTAL EURO
TERM LOANS
Shadow BB- 0.00 1,680,000.03 0.750 275.0 3.500 1,680,000.03 0.00
TI GROUP AUTO SYSTEMS
LLC
Automotive
United Kingdom Automobiles
EUR 100.60030-Jun-22INITIAL EURO TERM
LOAN
Shadow Shadow 0.00 1,980,000.00 1.000 350.0 4.500 1,980,000.00 0.00
TMF GROUP HOLDING BV Business equipment & services
Netherlands Business Services
EUR 101.30214-Oct-23TERM B1 Shadow B 0.00 2,243,701.70 0.000 400.0 4.000 2,243,701.70 0.00
EUR 101.30214-Oct-23TERM B1 Shadow B 0.00 997,039.04 0.000 400.0 4.000 997,039.04 0.00
TRINSEO MATERIALS OP
SCA (STYRON)
Chemicals/Plastics
United States Chemicals
USD 100.56305-Nov-21TERM LOAN B Shadow Shadow 0.00 1,039,473.68 1.000 325.0 4.250 924,092.10 0.00
TUNSTALL HOLDINGS Health Care
United Kingdom Healthcare
EUR 88.83316-Oct-20FACILITY B2 Shadow Shadow 0.00 2,000,000.00 0.000 450.0 4.500 2,000,000.00 0.00
EUR 88.83316-Oct-20FACILITY B2 Shadow Shadow 0.00 3,800,000.00 0.000 450.0 4.500 3,800,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 19Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
TWIN SET Retailers (other than food/drug)
Italy Retail (General)
EUR 98.48315-Jul-19TWSSBS FLOAT Shadow Shadow 0.00 3,000,000.00-0.311 587.5 5.564 3,000,000.00 0.00
UNIFRAX I LLC Chemicals/Plastics
United States Packaging & Containers
EUR 99.93828-Nov-18NEW EUR TL Shadow Shadow 0.00 1,411,602.01 1.000 350.0 4.500 1,411,602.01Cov-Lite 0.00
UNILABS DIAGNOSTICS AB Health Care
Switzerland Healthcare
EUR 101.12510-Oct-21FACILITY B Shadow B 0.00 2,564,102.56 0.000 425.0 4.250 2,564,102.56 0.00
UNIVEG Food Products
Netherlands Food, Beverage, & Tobacco
EUR 103.84115-Nov-20UNIVEG 7 Shadow B- 0.00 1,000,000.00 0.000 0.0 7.875 1,000,000.00 0.00
EUR 103.84115-Nov-20UNIVEG 7 Shadow B- 0.00 1,000,000.00 0.000 0.0 7.875 1,000,000.00 0.00
VALEO F1 COMPANY
LIMITED
Food Products
Ireland Food, Beverage, & Tobacco
EUR 99.78606-May-22TERM LOAN B1 Shadow Shadow 0.00 1,500,000.00 0.000 400.0 4.000 1,500,000.00 0.00
VEDICI Health Care
France Healthcare
EUR 100.89330-Oct-22FACILITY B Shadow Shadow 0.00 3,150,000.00 0.000 425.0 4.250 3,150,000.00 0.00
EUR 100.89330-Oct-22FACILITY B Shadow Shadow 0.00 450,000.00 0.000 425.0 4.250 450,000.00 0.00
VERALLIA PACKAGING SAS Containers and Glass Products
France Packaging & Containers
EUR 100.89829-Oct-22FACILITY B2 Shadow B 0.00 5,222,222.22 1.000 350.0 4.500 5,222,222.22 0.00
VERISURE HOLDING AB Business equipment & services
Sweden Consumer Products
EUR 101.20821-Oct-22EURO TERM LOAN B1 Shadow Shadow 0.00 5,813,953.49 1.000 350.0 4.500 5,813,953.49 0.00
VERITAS US INC Electronics/Electrical
United States Computers and Electronics
EUR 94.65027-Jan-23INITIAL EURO TERM
B-1
Shadow Shadow 0.00 3,423,655.92 1.000 562.5 6.625 3,423,655.92 0.00
EUR 94.65001-Feb-23VERITS 7 02/01/23
CORP
Shadow Shadow 0.00 1,334,000.00 0.000 0.0 7.500 1,334,000.00 0.00
Monthly Report Produced 16-Dec-2016
15 - 20Deutsche Bank - Trust & Agency Services
Loan Portfolio as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class : Final
Maturity
Date
Base
Rate
(%)
Margin All In
Interest
Rate
(%)
Market
Price
S&P
Rating
Current
Notional
Amount
(CCY)
CCY Current
Notional
Amount
(EUR)
Tranche
Country
Issuer
Fitch Industry
S&P Industry
PIK
Rate
(%)
Asset
Type
PIK
Amount
Fitch
Rating
VISTRA GROUP HOLDINGS
(BVI) II LIMITED
Business equipment & services
Hong Kong Business Services
EUR 101.18826-Oct-22EUR TERM LOAN B Shadow Shadow 0.00 384,615.39 1.000 300.0 4.000 384,615.39 0.00
VUE INTERNATIONAL BIDCO Leisure goods/activities/movies
United Kingdom Gaming, Leisure & Entertainment
EUR 100.65015-Jul-20VEUCIN FLOAT Shadow Shadow 0.00 400,000.00-0.311 525.0 4.939 400,000.00 0.00
EUR 100.65015-Jul-20VEUCIN FLOAT Shadow Shadow 0.00 1,750,000.00-0.311 525.0 4.939 1,750,000.00 0.00
EUR 100.65015-Jul-20VEUCIN FLOAT Shadow Shadow 0.00 2,000,000.00-0.311 525.0 4.939 2,000,000.00 0.00
WESTERN DIGITAL CORP Electronics/Electrical
United States Computers and Electronics
EUR 101.07128-Apr-23EUR TERM LOAN B-1 Shadow Shadow 0.00 1,385,416.67 0.750 325.0 4.000 1,385,416.67 0.00
WOWMIDCO SAS Business equipment & services
France Business Services
EUR 100.98416-Mar-23FACILITY B Shadow Shadow 0.00 3,264,705.88 0.000 550.0 5.500 3,264,705.88 0.00
XELLA INTERNATIONAL
GMBH
Building & Development
Germany Building & Materials
EUR 100.10729-Mar-19FACILITY G Shadow Shadow 0.00 1,475,409.84 0.000 325.0 3.250 1,475,409.84 0.00
YELLOW MAPLE HOLDING
B.V.
Business equipment & services
Netherlands Business Services
EUR 100.93823-Sep-21FACILITY B1 Shadow Shadow 0.00 3,423,243.92 0.000 375.0 3.750 3,423,243.92 0.00
ZIGGO SECURED FINANCE BV Cable and Satellite Television
Netherlands Cable
EUR 100.20530-Aug-24TERM LOAN FACILITY
C
BB- BB- 0.00 4,000,000.00 0.000 375.0 3.750 4,000,000.00 0.00
411,432,967.46
Monthly Report Produced 16-Dec-2016
15 - 21Deutsche Bank - Trust & Agency Services
Exchanged Equity Securities as of 30-Nov-2016
Harvest CLO VIII DAC
Principal Balance
(CCY)
Currency Total Issuance Percentage Held (%)Issue NameIssuer Name
**Nothing to report**
Monthly Report Produced 16-Dec-201616 - 1Deutsche Bank - Trust & Agency Services
Purchase and Sales between 21-Oct-2016 and 30-Nov-2016
Harvest CLO VIII DAC
Settlement
Date
Net Amount
(CCY)
Trade
Quantity
(CCY)
Net
Amount
Trade
Quantity
(EUR)
Trade
Date
Issuer Loan Facility PriceCurrency Disposal
Reason
Purchase
24-Nov-2016 CEVA SANTE ANIMALE SENIOR FACILITY B EUR 2,585,820.90 2,585,820.90 100.00 2,585,820.90 2,585,820.90
24-Nov-2016 LULLY FINANCE S.A.R.L. INITIAL TERM B-2 LOAN FIRST
LIEN
EUR 814,814.81 814,814.81 100.00 814,814.81 814,814.81
07-Nov-2016 SK SPICE (ARCHROMA) TERM LOAN B EUR 1,093,750.00 1,096,491.23 99.75 1,093,750.00 1,096,491.23
01-Nov-2016 PICARD GROUPE S.A.S. PICSUR FLOAT-15 EUR 427,382.30 422,627.7403-Nov-2016 101.13 427,382.30 422,627.74
03-Nov-2016 VUE INTERNATIONAL BIDCO VEUCIN FLOAT EUR 406,500.00 400,000.0007-Nov-2016 101.63 406,500.00 400,000.00
04-Nov-2016 SYNLAB BONDCO PLC LABFP FLOAT CORP EUR 4,000,000.00 4,000,000.0008-Nov-2016 100.00 4,000,000.00 4,000,000.00
21-Oct-2016 INOVYN FINANCE PLC TERM LOAN B EUR EUR 555,555.56 555,555.5610-Nov-2016 100.00 555,555.56 555,555.56
03-Nov-2016 GUALA CLOSURES SPA GCLIM FLOAT CORP EUR 1,750,000.00 1,750,000.0011-Nov-2016 100.00 1,750,000.00 1,750,000.00
03-Nov-2016 AUTODIS SA AUTODI CORP EUR 357,000.00 357,000.0014-Nov-2016 100.00 357,000.00 357,000.00
03-Nov-2016 AUTODIS SA AUTODIS FLOAT CORP EUR 3,000,000.00 3,000,000.0014-Nov-2016 100.00 3,000,000.00 3,000,000.00
03-Nov-2016 TELENET INTERNATIONAL FINANCE
S.A.R.L.
TERM LOAN FACILITY AE EUR 5,056,451.61 5,056,451.6114-Nov-2016 100.00 5,056,451.61 5,056,451.61
24-Oct-2016 HSE24 FINANCE & SERVICE GMBH FACILITY C EUR 1,641,750.00 1,650,000.0016-Nov-2016 99.50 1,641,750.00 1,650,000.00
01-Nov-2016 VISTRA GROUP HOLDINGS (BVI) II
LIMITED
EUR TERM LOAN B EUR 384,615.39 384,615.3918-Nov-2016 100.00 384,615.39 384,615.39
21-Oct-2016 INOVYN FINANCE PLC 2021 TRANCHE B EURO TERM
LOAN
EUR 555,555.56 555,555.5621-Nov-2016 100.00 555,555.56 555,555.56
02-Nov-2016 MULTI PACKAGING SOLUTIONS
LIMITED
EURO TERM C EUR 1,167,047.70 1,146,693.8825-Nov-2016 101.78 1,167,047.70 1,146,693.88
04-Nov-2016 PHM FRANCE HOLDCO 19 SAS FACILITY B2 EUR 394,736.84 394,736.8429-Nov-2016 100.00 394,736.84 394,736.84
24,170,363.52 24,190,980.67
Sale
04-Nov-2016 SYNLAB BONDCO PLC LABFP FLOAT EUR 3,030,750.00 3,000,000.0008-Nov-2016 101.03 3,030,750.00 3,000,000.00
3,000,000.00 3,030,750.00
Monthly Report Produced 16-Dec-201617 - 1Deutsche Bank - Trust & Agency Services
Unsettled Trades as of 30-Nov-2016
Harvest CLO VIII DAC
Loan Facility Net Amount (EUR)CurrencyTrade Date Issuer Disposal Reason
Purchase
01-Jun-2016 AIRBUS DEFENSE ELECTRONICS TERM LOAN B HYPO -1,288,977.28EUR
24-Nov-2016 CEVA SANTE ANIMALE CEVA SANTE ANIMALE -2,585,820.90EUR
12-Apr-2016 DELACHAUX (SODELHO S.A.) PANDROL INTERNATIONAL LTD -1,797,556.74EUR
21-Sep-2016 INOVYN FINANCE PLC 2021 TRANCHE B EURO TERM LOAN -2,029,912.50EUR
24-Nov-2016 LULLY FINANCE S.A.R.L. INITIAL TERM B-2 LOAN FIRST LIEN -814,814.81EUR
01-Aug-2016 ONEX EAGLE ACQUISITION COMPANY LIMITED TERM LOAN B TRANCHE 2 EUR -970,000.00EUR
06-Oct-2016 PERTENTO S.A.R.L. FACILITY B -1,547,777.78EUR
07-Nov-2016 SK SPICE (ARCHROMA) TERM LOAN B -1,093,750.00EUR
29-Sep-2016 TMF GROUP HOLDING BV TERM B1 -997,039.04EUR
-13,288,092.31
Sale
24-Feb-2016 BARING PRIVATE EQUITY ASIA VI HOLDING (1) LTD INITIAL EURO TERM LOAN 1ST LIEN Credit Improved Security 997,500.00EUR
997,500.00
-12,290,592.30Total Unsettled Transaction Amount
Monthly Report Produced 16-Dec-201618 - 1Deutsche Bank - Trust & Agency Services
Principal Repayments between 21-Oct-2016 and 30-Nov-2016
Harvest CLO VIII DAC
Amortisation
Date
Issuer Facility CCY Amortisation Amount
(CCY)
Amortisation AmountSecurity ID
KEURIG GREEN MOUNTAIN, INC24-Oct-2016 231,591.45 231,591.45EURTERM B EUR LOANS
PENN ENGINEERING & MANUFACTURING
CORP.
25-Oct-2016 332,911.72 332,911.72EURINCREMENTAL TRANCHE C TERM LOAN
CONVATEC HEALTHCARE E S.A.31-Oct-2016 390,133.05 390,133.05EURNEW TERM LOAN 2015
CONVATEC HEALTHCARE E S.A.31-Oct-2016 591,702.04 591,702.04EURNEW TERM LOAN 2015
TECHNICOLOR S.A.31-Oct-2016 9,273.51 9,273.51EURTERM LOAN EUR
AHLSELL INVESTCO AB01-Nov-2016 202,204.53 202,204.53EURNEW FACILITY B1
AHLSELL INVESTCO AB01-Nov-2016 84,472.79 84,472.79EURNEW FACILITY B1
AHLSELL INVESTCO AB01-Nov-2016 526,755.29 526,755.29EURNEW FACILITY B1
JACOBS DOUWE EGBERTS
INTERNATIONAL B.V
02-Nov-2016 1,267,900.96 1,267,900.96EURFACILITY B
BARING PRIVATE EQUITY ASIA VI
HOLDING (1) LTD
08-Nov-2016 22,073.73 22,073.73EURINITIAL EURO TERM LOAN 2ND LIEN
TELENET BIDCO NV10-Nov-2016 5,501,466.28 5,501,466.28EURTERM LOAN Y
SCHULMAN INC21-Nov-2016 15,991.38 15,991.38EURINITIAL EURO TERM B LOANS
FINEDINING HOLDCO GMBH30-Nov-2016 2,949,677.42 2,949,677.42EURFACILITY B1
WMF GROUP GMBH30-Nov-2016 2,233,333.33 2,233,333.33EURFACILITY B3
BESTWAY UK HOLDCO LIMITED07-Nov-2016 8,315.12 6,615.05GBPFACILITY B
14,367,802.60
Monthly Report Produced 16-Dec-201619 - 1Deutsche Bank - Trust & Agency Services
Issuer Rating Changes between 21-Oct-2016 and 30-Nov-2016
Harvest CLO VIII DAC
Obligation Rating
Agency
Prior
Rating
Prior Rating
Date
Current
Rating
Current
Rating Date
Upgrade
CYAN BLUE HOLDCO 3 LIMITED Shadow Shadow + 1 02-Nov-2016Fitch 01-Jan-2015
MUSTANG INTERMEDIATECO LIMITED Shadow Shadow + 1 11-Nov-2016S&P 01-Jan-2014
MUSTANG INTERMEDIATECO LIMITED Shadow Shadow + 1 14-Nov-2016Fitch 01-Jan-2014
QUINTILES IMS INCORPORATED Shadow Shadow + 1 01-Nov-2016Fitch 05-Aug-2014
TRINSEO MATERIALS OP SCA (STYRON) Shadow Shadow + 1 16-Nov-2016Fitch 01-Jan-2015
Downgrade
CONCORDIA HEALTHCARE CORP Shadow Shadow - 1 10-Nov-2016S&P 01-Jan-2015
CONCORDIA HEALTHCARE CORP B B- 10-Nov-2016S&P 30-Sep-2015
CONCORDIA HEALTHCARE CORP Shadow Shadow - 1 30-Nov-2016Fitch 01-Jan-2015
PHM FRANCE HOLDCO 19 SAS Shadow Shadow - 1 18-Nov-2016Fitch 01-Sep-2016
REMEDCO HOLDING B.V. Shadow Shadow - 1 16-Nov-2016Fitch 01-Jan-2015
Monthly Report Produced 16-Dec-201620 - 1Deutsche Bank - Trust & Agency Services
Interest Rate Hedges as of 30-Nov-2016
Harvest CLO VIII DAC
Hedge Name Termination
Date
Receive Notional
Outstanding
Receive Rate Receive Fixed /
Floating
Receive Index Receive DateReceive Spread Receive
Currency
Scheduled Receivable Due By
Next Payment Date
Counterparty Pay Notional
Outstanding
Pay Rate Pay Fixed /
Floating
Pay Index Payment DatePay Spread Pay
Currency
Scheduled Payable Due By
Next Payment Date
** Nothing to report **
Monthly Report Produced 16-Dec-201621 - 1Deutsche Bank - Trust & Agency Services
Current Pay Obligations as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class :Issuer
Country
Tranche MarginFinal
Maturity
Date
Base
Rate
%
All In
Interest
Rate %
Market
Price
Fitch
Rating
S&P Original
Currency
Current
Notional
Amount
(EUR)
Security ID Current
Notional
Amount
(CCY)
S&P
Recovery
Rate
Moody's
Recovery
RateS&P Industry
Fitch Industry
**Nothing to report**
Monthly Report Produced 16-Dec-201622 - 1Deutsche Bank - Trust & Agency Services
CCC Obligations as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class :Issuer
Country
Tranche Margin
Fitch Industry
Final
Maturity
Date
Base
Rate %
All In
Interest
Rate %
Fitch
Rating
S&P
Rating
Original
Currency
Current Notional
Amount (EUR)
ISIN / CUSIP Market
PriceS&P Industry
DEOLEO S.A.
Spain
Food, Beverage, & Tobacco
Food Products
EUR 7.75013-Jun-20222ND LIEN 675.0 1.000 61.000 375,000.00LX137334 Shadow Shadow
EUR 4.50011-Jun-2021FIRST LIEN 350.0 1.000 85.455 3,625,000.00LX137333 Shadow Shadow
FAT FACE WORLD BORROWINGS LIMITED
United Kingdom
Retail (General)
Retailers (other than food/drug)
GBP 5.88525-Sep-2020TERM B FACILITY 550.0 0.385 79.375 1,134,180.00LX141132 CCC+ CCC+
FINANCIERE TRUCK (INVESTISSEMENT) SA
France
Transportation
Equipment leasing
EUR 4.00015-Mar-2017TERM LOAN (EUR) 400.0 0.000 93.000 150,606.54LX059053 Shadow Shadow
EUR 4.00015-Mar-2017TERM LOAN (EUR) 400.0 0.000 93.000 1,884,755.30LX059053 Shadow Shadow
TUNSTALL HOLDINGS
United Kingdom
Healthcare
Health Care
EUR 4.50016-Oct-2020FACILITY B2 450.0 0.000 88.833 5,800,000.00LX133020 Shadow Shadow
12,969,541.84
Monthly Report Produced 16-Dec-201623 - 1Deutsche Bank - Trust & Agency Services
Discount Obligations as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class :
Country
Issuer Name Issue Name Maturity
Date
Fitch
Rating
S&P Rating CCY Principal
Balance (EUR)
Security ID Market
Price
(%)
Price
(%)S&P Industry
Fitch Industry
**Nothing to report**
Monthly Report Produced 16-Dec-201624 - 1Deutsche Bank - Trust & Agency Services
Collateral Obligations Subject to Withholding Tax as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class :Issuer
Country
Tranche MarginFinal
Maturity
Date
Base
Rate
%
All In
Interest
Rate %
Market
Price
Fitch
Rating
S&P Original
Currency
Current
Notional
Amount
(EUR)
Security ID Current
Notional
Amount
(CCY)
S&P
Recovery
Rate
Moody's
Recovery
RateS&P Industry
Fitch Industry
**Nothing to report**
Monthly Report Produced 16-Dec-201625 - 1Deutsche Bank - Trust & Agency Services
Collateral Obligation Paying Interest Less Frequently Than Semi-Annually as of 30-Nov-2016
Harvest CLO VIII DAC
Industry Class :Issuer
Country
Tranche MarginFinal
Maturity
Date
Base
Rate
%
All In
Interest
Rate %
Market
Price
Fitch
Rating
S&P Original
Currency
Current
Notional
Amount
(EUR)
Security ID Current
Notional
Amount
(CCY)
S&P
Recovery
Rate
Moody's
Recovery
RateS&P Industry
Fitch Industry
**Nothing to report**
Monthly Report Produced 16-Dec-201626 - 1Deutsche Bank - Trust & Agency Services
Account Balances as of 30-Nov-2016
Harvest CLO VIII DAC
CCY Account Name Starting Balance
(CCY)
Ending Balance
(CCY)
Starting Balance
(EUR)
Ending Balance
(EUR)
Interest
EUR Blackrock Interest Account - EUR 0.00 0.00 0.00 0.00
EUR EUR Interest Account 435,892.28 363,753.25 435,892.28 363,753.25
EUR EUR Interest Reserve Account 0.00 0.00 0.00 0.00
EUR HSBC Interest Account - EUR 0.00 824,614.71 0.00 824,614.71
EUR Interest Reserve Account - EUR 0.00 0.00 0.00 0.00
EUR Morgan Stanley Interest Account - EUR 1,224,862.09 3,501,088.66 1,224,862.09 3,501,088.66
GBP GBP Interest Account 111,339.23 51,044.77 131,133.89 57,196.22
USD USD Interest Account 8,404.77 675.27 7,923.05 618.04
4,747,270.88 1,799,811.31
Principal
EUR Blackrock Principal Account - EUR 2,460,601.42 6,497,128.08 2,460,601.42 6,497,128.08
EUR EUR Principal Account -7,058,718.45-14,727,931.84 -7,058,718.45-14,727,931.84
EUR EUR Unused Proceeds Account 0.00 0.00 0.00 0.00
EUR HSBC Principal Account - EUR 2,460,683.99 6,494,945.87 2,460,683.99 6,494,945.87
EUR Morgan Stanley Principal Account - EUR 2,440,848.85 5,178,423.69 2,440,848.85 5,178,423.69
GBP GBP Principal Account 0.00 0.00 0.00 0.00
USD USD Principal Account 0.00 0.00 0.00 0.00
3,442,565.80 303,415.81
Other
EUR Payment Account 78.54 78.54 78.54 78.54
78.54 78.54
Others
EUR Collateral Enhancement Account 0.00 0.00 0.00 0.00
EUR Default Cash Account 304.60-100.41 304.60-100.41
EUR Expense Reserve Account 28,969.14 750.00 28,969.14 750.00
649.59 29,273.74
8,190,564.81 2,132,579.40
Monthly Report Produced 16-Dec-201627 - 1Deutsche Bank - Trust & Agency Services
Liquidity Facility as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Currency Standby Liquidity Account
Withdrawal
Liquidity Limit Liquidity Swap Transaction
Payment
Liquidity Swap Drawn
Amount
EURDeutsche Bank AG, London Branch 8,900,000.00 0.00
Monthly Report Produced 16-Dec-201628 - 1Deutsche Bank - Trust & Agency Services
S&P CDO Monitor as of 30-Nov-2016
Harvest CLO VIII DAC
Rated Class Rated Par (EUR) Initial Rating Current
Breakeven Rate
(%)
Scenario
Default Rate
(%)
Rate
Differential
(%)
Result
243,000,000.00 AAA 66.36 63.48 PassA
Monthly Report Produced 16-Dec-201629 - 1Deutsche Bank - Trust & Agency Services
Maturity Profile as of 30-Nov-2016
Harvest CLO VIII DAC
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Ja
n-2
01
7
Ap
r-2
01
7
Ju
l-2
01
7
Oct-
20
17
Ja
n-2
01
8
Ap
r-2
01
8
Ju
l-2
01
8
Oct-
20
18
Ja
n-2
01
9
Ap
r-2
01
9
Ju
l-2
01
9
Oct-
20
19
Ja
n-2
02
0
Ap
r-2
02
0
Ju
l-2
02
0
Oct-
20
20
Ja
n-2
02
1
Ap
r-2
02
1
Ju
l-2
02
1
Oct-
20
21
Ja
n-2
02
2
Ap
r-2
02
2
Ju
l-2
02
2
Oct-
20
22
Ja
n-2
02
3
Ap
r-2
02
3
Ju
l-2
02
3
Oct-
20
23
Ja
n-2
02
4
Ap
r-2
02
4
Ju
l-2
02
4
Oct-
20
24
Ja
n-2
02
5
Ap
r-2
02
5
% o
f P
ort
foli
o
Maturity Date
Cumulative Scheduled Repayment Percentage
Maturity Profile
Monthly Report Produced 16-Dec-201630 - 1Deutsche Bank - Trust & Agency Services
Graph: By Fitch Rating as of 30-Nov-2016
Harvest CLO VIII DAC
0.0
20.0
40.0
60.0
80.0
100.0
120.0
140.0
160.0
180.0
200.0
220.0
240.0
4.7 6.5
26.432.4
220.5
113.8
1.16.0
0.6
AAA AA+ AA AA- A+ A A- BBB+ BBB BBB- BB+ BB BB- B+ B B- CCC+ CCC CCC- CC C D RD WD
Valu
e in
EU
R (
mm
's)
Monthly Report Produced 16-Dec-201631 - 1Deutsche Bank - Trust & Agency Services
Graph: By S&P Rating as of 30-Nov-2016
Harvest CLO VIII DAC
0.0
20.0
40.0
60.0
80.0
100.0
120.0
140.0
160.0
180.0
200.0
220.0
240.0
4.62.7
14.9
21.4
93.5
228.2
39.2
1.15.8
0.6
AAA AA+ AA AA- A+ A A- BBB+ BBB BBB- BB+ BB BB- B+ B B- CCC+ CCC CCC- CC C D R SD
Valu
e in
EU
R (
mm
's)
Monthly Report Produced 16-Dec-201632 - 1Deutsche Bank - Trust & Agency Services
Graph: By Fitch Industry as of 30-Nov-2016
Harvest CLO VIII DAC
0 2 4 6 8 10 12 14 16
Healthcare
Chemicals
Industrial/Manufacturing
Business Services
Computers and Electronics
Telecommunications
Packaging & Containers
Food, Beverage, & Tobacco
Gaming, Leisure & Entertainment
Banking & Finance
Retail (General)
Automobiles
Consumer Products
Broadcasting & Media
Building & Materials
Transportation
Aerospace & Defense
Farming & Agriculture Services
Pharmaceuticals
Cable
Lodging & Restaurants
Environmental Services
14.3
11.5
9.2
8.1
6.8
5.7
5.4
5.1
4.9
4.8
4.3
3.9
3.2
2.5
2.5
2.3
2.0
1.1
1.0
1.0
0.3
0.1
Value in Percentage
Monthly Report Produced 16-Dec-201633 - 1Deutsche Bank - Trust & Agency Services
Graph: By S&P Industry as of 30-Nov-2016
Harvest CLO VIII DAC
0 2 4 6 8 10 12
Health Care
Business equipment & services
Chemicals/Plastics
Industrial Equipment
Electronics/Electrical
Leisure goods/activities/movies
Containers and Glass Products
Financial intermediaries
Food Products
Retailers (other than food/drug)
Drugs
Automotive
Building & Development
Cable and Satellite Television
Telecommunications
Aerospace and Defense
Radio and Television
Food service
Surface transport
Rail industries
Publishing
Farming/Agriculture
Automobiles
Equipment leasing
Air Transport
Food/drug retailers
Beverage and Tobacco
Cosmetics/toiletries
Conglomerates
Ecological services and equipment
12.0
11.4
11.3
7.3
6.7
5.3
5.1
4.8
4.4
4.0
3.3
3.1
3.1
2.7
2.6
2.0
1.7
1.3
1.2
1.1
1.1
1.1
0.8
0.6
0.5
0.5
0.5
0.3
0.1
0.1
Value in Percentage
Monthly Report Produced 16-Dec-201634 - 1Deutsche Bank - Trust & Agency Services
Portfolio by Geographic Split as of 30-Nov-2016
Harvest CLO VIII DAC
0
10
20
30
40
50
60
70
80
90
2.50
5.00
7.50
Nu
mb
er
Of
Ob
lig
ors
The values are grouped within their band floor amount (mm) as shown on the x-axis
EUR Value Bands (mm's)
Obligor Count Split in 2.5 million EUR Bands
Top 10 Obligors
Obligor PortfolioBalance (mm's)
(EUR)
6.7SAM FINANCE LUX S.A.R.L. 1.63%
6.6DOUGLAS GMBH 1.60%
5.8VERISURE HOLDING AB 1.41%
5.8TUNSTALL HOLDINGS 1.41%
5.8MEDIARENA ACQUISITION BV 1.40%
5.6REDTOP ACQUISITIONS LIMITED (CPA
GLOBAL)
1.35%
5.4REGIT EINS GMBH ( TEAMVIEWER ) 1.32%
5.3MEDIQ BV 1.28%
5.3AI AVOCADO HOLDING B.V. 1.28%
5.3AI ALABAMA B.V. 1.28%
Others Include
Ireland 1.96%
Austria 1.28%
Norway 0.73%
Finland 0.55%
Belgium 0.33%
Hong Kong 0.20%
10.01%Netherlands
4.59%Spain
3.69%Switzerland
3.65%Luxembourg
3.49%Italy
2.49%Sweden
5.06%Others
19.25%United Kingdom
17.67%France
16.34%United States
13.75%Germany
Geographical Split By Country
Deutsche Bank - Trust & Agency Services Monthly Report Produced 16-Dec-201635 - 1
Cross Currency Options as of 30-Nov-2016
Harvest CLO VIII DAC
Hedge Call CurrencyPut Currency Maturity DateCounterparty Put Amount
(Put CCY)
Strike Price Cap Rate
** Nothing to report **
Monthly Report Produced 16-Dec-201636 - 1Deutsche Bank - Trust & Agency Services
Interest Rate Caps as of 30-Nov-2016
Harvest CLO VIII DAC
Hedge Name Receive IndexEffective Date Termination DateCounterparty NotionalCap Rate CCY
** Nothing to report **
Monthly Report Produced 16-Dec-201637 - 1Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
5,259,615.38 TERM FACILITY BAI ALABAMA B.V. Floating EUR 5,259,615.38Senior Secured
3,000,000.00 FACILITY B1AI AVOCADO HOLDING B.V. Floating EUR 3,000,000.00Senior Secured
2,285,714.29 FACILITY B2AI AVOCADO HOLDING B.V. Floating EUR 2,285,714.29Senior Secured
1,295,454.55 TERM LOAN B HYPOAIRBUS DEFENSE ELECTRONICS Floating EUR 1,295,454.55Senior Secured
500,000.00 2ND LIEN TERM LOANALISON BIDCO SARL (ALSTOM) Floating Second Lien USD 385,750.00Senior Subordinate
3,000,000.00 ALLGRPALLIANCE AUTOMOTIVE FINANCE PLC Floating EUR 3,000,000.00Senior Secured
1,352,941.18 FACILITY B1ALLNEX (LUXEMBOURG) & CY S.C.A.
(MONARCH)
Floating EUR 1,352,941.18Senior Secured
2,064,516.14 FACILITY BALPHA BIDCO SAS Floating EUR 2,064,516.14Senior Secured
1,320,033.33 REFINANCING FACILITYALTICE FINANCING SA Floating EUR 1,320,033.33Senior Secured
1,920,304.56 IRISH TERM LOAN CARAMARK CORP Floating EUR 1,920,304.56Senior Secured
2,000,000.00 FACILITY BARGON NPS LIMITED Floating GBP 2,780,000.00Senior Secured
2,534,583.33 EUR TLB 1ARUBA INVESTMENTS INC (ANGUS
CHEMICAL)
Floating EUR 2,534,583.33Senior Secured
3,063,803.35 INITIAL TRANCHE B2 TERM
LOANS
ATRIUM INNOVATIONS INC Floating EUR 3,063,803.35Senior Secured
2,037,995.72 FACILITY B3AURIS LUXEMBOURG III SA Floating EUR 2,037,995.72Senior Secured
752,931.04 INCREMENTAL FACILITY B5AURIS LUXEMBOURG III SA Floating EUR 752,931.04Senior Secured
3,000,000.00 AUTODIS FLOAT CORPAUTODIS SA Floating EUR 3,000,000.00Senior Secured
357,000.00 AUTODI CORPAUTODIS SA Fixed EUR 357,000.00Senior Secured
777,777.78 INITIAL EUR TERM LOAN HypoAVAST SOFTWARE B.V. Floating EUR 777,777.78Senior Secured
1,676,108.75 TERM EURAXIOS BIDCO LIMITED Floating EUR 1,676,108.75Senior Secured
323,891.25 TERM EURAXIOS BIDCO LIMITED Floating EUR 323,891.25Senior Secured
357,519.69 INITIAL EURO TERM LOAN 1ST
LIEN
BARING PRIVATE EQUITY ASIA VI HOLDING
(1) LTD
Floating EUR 357,519.69Senior Secured
77,926.27 INITIAL EURO TERM LOAN 2ND
LIEN
BARING PRIVATE EQUITY ASIA VI HOLDING
(1) LTD
Floating Second Lien EUR 77,926.27Senior Subordinate
931,837.41 FACILITY BBESTWAY UK HOLDCO LIMITED Floating GBP 1,171,319.62Senior Secured
1,375,000.00 BOPRLN 4BOPARAN FINANCE PLC Fixed EUR 1,375,000.00Senior Unsecured
3,851,607.52 FACILITY CBSN MEDICAL LUX Floating EUR 3,851,607.52Senior Secured
1,117,514.26 FACILITY B4CEP Floating EUR 1,117,514.26Senior Secured
Monthly Report Produced 16-Dec-201638 - 1Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
4,648,320.90 FINANCIERE CHOPINCEVA SANTE ANIMALE Floating EUR 4,648,320.90Senior Secured
2,000,000.00 INITIAL EURO TERM LOAN
SECOND LIEN
COLOUROZ MIDCO Floating Second Lien EUR 2,000,000.00Senior Subordinate
2,094,642.87 FLINT GROUP GMBHCOLOUROZ MIDCO Floating EUR 2,094,642.87Senior Secured
5,357.14 FLINT GROUP GMBHCOLOUROZ MIDCO Floating EUR 5,357.14Senior Secured
1,376,811.59 TERM LOAN B FACILITYCOMETE HOLDING Floating EUR 1,376,811.59Senior Secured
2,759,150.00 TERM LOAN BCONCORDIA HEALTHCARE CORP Floating GBP 3,757,962.30Senior Secured
2,054,425.32 FACILITY B1 EURCONSTANTIA FLEXIBLES HOLDING GMBH
(CONSTANTINOPLE ACQ GMBH)
Floating EUR 2,054,425.32Senior Secured
306,685.79 FACILITY B2 EURCONSTANTIA FLEXIBLES HOLDING GMBH
(CONSTANTINOPLE ACQ GMBH)
Floating EUR 306,685.79Senior Secured
1,356,818.18 EUR TERM LOAN B2COTY INC Floating EUR 1,356,818.18Senior Secured
3,409.09 EUR TERM LOAN B2COTY INC Floating EUR 3,409.09Senior Secured
1,748,284.75 FACILITY BCROWN ACQUISITION MIDCO 2 LIMITED Floating GBP 2,110,179.69Senior Secured
2,500,000.00 INITIAL TERM LOANCYAN BLUE HOLDCO 3 LIMITED Floating GBP 3,457,500.00Senior Secured
4,678,248.47 DELACHAUX S.A.DELACHAUX (SODELHO S.A.) Floating EUR 4,678,248.47Senior Secured
3,625,000.00 FIRST LIENDEOLEO S.A. Floating EUR 3,625,000.00Senior Secured
375,000.00 2ND LIENDEOLEO S.A. Floating Second Lien EUR 375,000.00Senior Unsecured
1,000,000.00 SECOND LIEN FACILITYDESARROLLOS EMPRESARIALES PIERA SL Floating Second Lien EUR 1,000,000.00Senior Subordinate
3,000,000.00 INCREMENTAL FACILITY II SFADESARROLLOS EMPRESARIALES PIERA SL Floating EUR 3,000,000.00Senior Secured
106,642.56 FACILITY C1B FRANCEDIAVERUM HOLDING S.A.R.L. Floating EUR 106,642.56Senior Secured
746,298.62 FACILITY C1B LUXDIAVERUM HOLDING S.A.R.L. Floating EUR 746,298.62Senior Secured
1,076,923.07 EURO TERM B LOANDIEBOLD, INC. Floating EUR 1,076,923.07Senior Secured
3,051,843.57 B TERM LOAN FACILITYDORNA SPORTS S.L. Floating EUR 3,051,843.57Senior Secured
94,456.27 Douglas Finance B.V.DOUGLAS GMBH Floating EUR 94,456.27Senior Secured
130,675.74 Douglas GmbHDOUGLAS GMBH Floating EUR 130,675.74Senior Secured
4,713,863.31 Groupe Nocibe France S.A.S.DOUGLAS GMBH Floating EUR 4,713,863.31Senior Secured
224,042.53 Parfuemerie Douglas International
GmbH
DOUGLAS GMBH Floating EUR 224,042.53Senior Secured
1,047,525.17 Nocibe France S.A.S.DOUGLAS GMBH Floating EUR 1,047,525.17Senior Secured
170,629.92 Parfuemerie Douglas GmbHDOUGLAS GMBH Floating EUR 170,629.92Senior Secured
Monthly Report Produced 16-Dec-201638 - 2Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
214,453.01 Douglas GmbHDOUGLAS GMBH Floating EUR 214,453.01Senior Secured
4,359,229.86 INITIAL EURO TERM LOANSDPX HOLDINGS B.V. (PATHEON/JLL/DELTA
DUTCH)
Floating EUR 4,359,229.86Senior Secured
2,000,000.00 DRYMX FLOAT 03/15/23 CORPDRY MIX SOLUTIONS INVESTISSEMENTS
SAS
Floating EUR 2,000,000.00Senior Secured
3,000,000.00 DRYMIX FLOAT 21DRY MIX SOLUTIONS INVESTISSEMENTS
SAS
Floating EUR 3,000,000.00Senior Secured
1,413,098.23 2014 REFINANCING EURO TERM
LOAN
DUPONT U.S. COATINGS ACQ INC (AXALTA
COATING)
Floating EUR 1,413,098.23Senior Secured
1,692,429.81 FACILITY BEDDIE STOBART Floating GBP 2,060,533.29Senior Secured
3,469,747.66 FACILITY B5EIRCOM FINCO S.A.R.L. Floating EUR 3,469,747.66Senior Secured
4,000,000.00 ELEMENT MATERIALS TECHELEMENT MATERIALS TECHNOLOGY Floating EUR 4,000,000.00Senior Secured
800,000.00 FACILITY B2EMERALD 2 LIMITED Floating EUR 800,000.00Senior Secured
2,000,000.00 SECOND LIEN FACILITYEMERALD 3 LIMITED Floating Second Lien USD 1,454,000.00Senior Subordinate
704,022.99 FACILITY B1EMIL HOLDING III S.P.A. Floating EUR 704,022.99Senior Secured
545,977.01 FACILITY B2EMIL HOLDING III S.P.A. Floating EUR 545,977.01Senior Secured
1,463,414.63 FACILITY BEUROPEAN CINEMA HOLDINGS III AB Floating EUR 1,463,414.63Senior Secured
900,000.00 TERM B FACILITYFAT FACE WORLD BORROWINGS LIMITED Floating GBP 1,134,180.00Senior Secured
1,195,810.49 FACILITY B2FIGARO HOLDCO LIMITED Floating EUR 1,195,810.49Senior Secured
2,035,361.84 TERM LOAN (EUR)FINANCIERE TRUCK (INVESTISSEMENT) SA Floating EUR 2,035,361.84Senior Secured
2,000,000.00 NEW 2022 EURO TERM LOANSFIRST DATA CORPORATION Floating EUR 2,000,000.00Senior Secured
2,000,000.00 2021 NEW EURO TERM LOANFIRST DATA CORPORATION Floating EUR 2,000,000.00Senior Secured
500,000.00 GALAPG 7GALAPAGOS HOLDINGS S.A. Fixed EUR 500,000.00High YieldSenior Unsecured
860,000.00 GALAPG FLOATGALAPAGOS SA Floating EUR 860,000.00Senior Secured
1,231,000.00 DGGLN FLOATGALAXY BIDCO LTD Floating GBP 1,485,817.00Senior Secured
737,547.61 FACILITY B1GALILEO GLOBAL EDUCATION FINANCE
S.A.R.L.
Floating EUR 737,547.61Senior Secured
841,399.76 FACILITY B2GALILEO GLOBAL EDUCATION FINANCE
S.A.R.L.
Floating EUR 841,399.76Senior Secured
4,847,145.67 INITIAL EURO TERM LOANGARDNER DENVER INC Floating EUR 4,847,145.67Senior Secured
2,826,780.98 INITIAL EURO TERM LOANSGATES GLOBAL INC Floating EUR 2,826,780.98Senior Secured
3,350,000.00 GATGLO 5GATES GLOBAL LLC Fixed EUR 3,350,000.00Senior Unsecured
Monthly Report Produced 16-Dec-201638 - 3Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
1,288,423.01 FACILITY B1AGENERALE DE SANTE Floating EUR 1,288,423.01Senior Secured
1,750,000.00 GCLIM FLOAT CORPGUALA CLOSURES SPA Floating EUR 1,750,000.00Senior Secured
2,256,410.26 FACILITY BHNVR HOLDCO LIMITED Floating EUR 2,256,410.26Senior Secured
1,340,693.30 FACILITY CHOMAIR VACANCES Floating EUR 1,340,693.30Senior Secured
1,000,000.00 TERM LOAN B2HORIZON BIDCO LIMITED Floating EUR 1,000,000.00Senior Secured
1,650,000.00 FACILITY CHSE24 FINANCE & SERVICE GMBH Floating EUR 1,650,000.00Senior Secured
2,968,527.68 FACILITY C1IGLO FOODS MIDCO LIMITED Floating EUR 2,968,527.68Senior Secured
1,998,171.42 FACILITY BINDIGO BIDCO LIMITED Floating GBP 2,517,695.99Senior Secured
1,840,480.58 2022 EURO TERM LOANSINEOS FINANCE PLC Floating EUR 1,840,480.58Senior Secured
3,000,000.00 2020 EURO TERM LOANINEOS FINANCE PLC Floating EUR 3,000,000.00Senior Secured
2,071,364.06 2021 EURO TERM LOANINEOS STYROLUTION GROUP GMBH Floating EUR 2,071,364.06Senior Secured
2,149,253.73 FACILITY BINO DEBTCO SARL Floating EUR 2,149,253.73Senior Secured
3,916,993.91 2021 TRANCHE B EURO TERM
LOAN
INOVYN FINANCE PLC Floating EUR 3,916,993.91Senior Secured
643,000.00 KERLIN 6 05/15/21 CORPINOVYN FINANCE PLC Fixed EUR 643,000.00Senior Secured
1,333,000.00 INTERO 7INTEROUTE COMMUNICATIONS HOLDINGS
LTD.
Fixed EUR 1,333,000.00Senior Secured
3,123,809.52 TRANCHE B-1 EURO TERM
LOANS
ION TRADING TECHNOLOGIES LTD Floating EUR 3,123,809.52Senior Secured
530,278.72 TERM LOAN B3JACOBS DOUWE EGBERTS INTERNATIONAL
B.V
Floating EUR 530,278.72Senior Secured
1,625,000.00 KERNEOS FLOAT 21KERNEOS CORPORATE SAS Floating EUR 1,625,000.00Senior Secured
730,216.75 TERM B EUR LOANSKEURIG GREEN MOUNTAIN, INC Floating EUR 730,216.75Senior Secured
534,441.80 TERM B EUR LOANSKEURIG GREEN MOUNTAIN, INC Floating EUR 534,441.80Senior Secured
2,133,333.33 FACILITY BKIWI HOLDING IV S.A.R.L Floating EUR 2,133,333.33Senior Secured
616,335.28 INITIAL ERSTE EURO TERM
LOANS
KLOCKNER PENTAPLAST OF AMERICA, INC
(KLEOPATRA ACQ)
Floating EUR 616,335.28Senior Secured
1,140,024.05 EUR GMBH TERM LOANKLOCKNER PENTAPLAST OF AMERICA, INC
(KLEOPATRA ACQ)
Floating EUR 1,140,024.05Senior Secured
2,133,333.33 FACILITY BLARY 4 AB Floating EUR 2,133,333.33Senior Secured
4,644,679.15 EURO TRANCHE B TERM LOANLAWSON SOFTWARE (GGC) (INFOR US) Floating EUR 4,644,679.15Senior Secured
1,000,000.00 AAFFP 7LION SENECA FRANCE 2 SAS Fixed EUR 1,000,000.00High YieldSenior Unsecured
Monthly Report Produced 16-Dec-201638 - 4Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
666,666.66 INITIAL TERM B-2 LOANLULLY FINANCE S.A.R.L. Floating Second Lien EUR 666,666.66Senior Subordinate
1,983,645.98 INITIAL TERM B-2 LOAN FIRST
LIEN
LULLY FINANCE S.A.R.L. Floating EUR 1,983,645.98Senior Secured
3,000,000.00 FACILITY B4LYNGEN BIDCO AS Floating EUR 3,000,000.00Senior Secured
3,000,000.00 TERM LOANMATERIS CHRYSO Floating EUR 3,000,000.00Senior Secured
1,500,000.00 MATTER 4MATTERHORN TELECOM HOLDING SA Fixed EUR 1,500,000.00Senior Unsecured
494,788.90 TRANCHE D TERM LOANMAUSER HOLDING S.A .R.L Floating EUR 494,788.90Senior Secured
3,910,000.00 EURO TERM B LOANMEDIARENA ACQUISITION BV Floating EUR 3,910,000.00Senior Secured
10,000.00 EURO TERM B LOANMEDIARENA ACQUISITION BV Floating EUR 10,000.00Senior Secured
1,466,250.00 STERLING TERM B LOANMEDIARENA ACQUISITION BV Floating GBP 1,830,613.13Senior Secured
3,750.00 STERLING TERM B LOANMEDIARENA ACQUISITION BV Floating GBP 4,681.88Senior Secured
5,294,000.00 2014 FACILITY B1MEDIQ BV Floating EUR 5,294,000.00Senior Secured
1,686,685.17 FACILITY B1MEGACO S.R.L. Floating EUR 1,686,685.17Senior Secured
313,314.83 FACILITY B2MEGACO S.R.L. Floating EUR 313,314.83Senior Secured
3,000,000.00 ICBPI FLOATMERCURY BONDCO PLC Floating EUR 3,000,000.00Senior Secured
1,591,000.00 ICBPI 8 1/4MERCURY BONDCO PLC Fixed EUR 1,591,000.00Senior Secured
1,090,000.00 CABBCO FLOATMONITCHEM HOLDCO 3 S.A. Floating EUR 1,090,000.00Senior Secured
1,536,111.11 TRANCHE B-2 TERM LOANSMPG HOLDCO I INC (METALDYNE) Floating EUR 1,536,111.11Senior Secured
76,000.00 EURO TERM CMULTI PACKAGING SOLUTIONS LIMITED Floating EUR 76,000.00Senior Secured
1,835,156.46 EURO TERM CMULTI PACKAGING SOLUTIONS LIMITED Floating EUR 1,835,156.46Senior Secured
2,751,151.90 TERM LOAN BMUSTANG INTERMEDIATECO LIMITED Floating EUR 2,751,151.90Senior Secured
1,547,844.83 STERLING TERM B LOANNBTY INC Floating GBP 1,988,980.61Senior Secured
1,800,000.00 FACILITY BNETINVEST LIMITED Floating EUR 1,800,000.00Senior Secured
1,500,000.00 TRANCHE BNOVACAP GROUP BIDCO Floating EUR 1,500,000.00Senior Secured
2,873,726.36 TRANCHE B-1 TERM LOANOBERTHUR TECHNOLOGIES HOLDING SAS Floating EUR 2,873,726.36Senior Secured
2,837,837.84 TERM LOAN B TRANCHE 2 EURONEX EAGLE ACQUISITION COMPANY
LIMITED
Floating EUR 2,837,837.84Senior Secured
4,448,975.68 INITIAL EURO TERM LOANONEX WIZARD ACQUISITION COMPANY I
SARL
Floating EUR 4,448,975.68Senior Secured
1,032,258.06 TERM FACILITY B2OPTIMA SUB FINCO LIMITED Floating EUR 1,032,258.06Senior Secured
Monthly Report Produced 16-Dec-201638 - 5Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
4,513,880.79 EURO TERM LOANORION ENGINEERED CARBONS Floating EUR 4,513,880.79Senior Secured
3,711,425.35 TRANCHE B-1 TERM LOANOXEA SARL Floating EUR 3,711,425.35Senior Secured
1,000,000.00 FACILITY BPAPA BIDCO LIMITED Floating GBP 1,350,000.00Senior Secured
2,280,000.00 PAROCG FLOATPAROC GROUP OY AB Floating EUR 2,280,000.00Senior Secured
1,764,705.88 FACILITY BPATERNOSTER HOLDING IV GMBH Floating EUR 1,764,705.88Senior Secured
1,469,756.93 INCREMENTAL TRANCHE C TERM
LOAN
PENN ENGINEERING & MANUFACTURING
CORP.
Floating EUR 1,469,756.93Senior Secured
173,705.86 INCREMENTAL TRANCHE C TERM
LOAN
PENN ENGINEERING & MANUFACTURING
CORP.
Floating EUR 173,705.86Senior Secured
3,320,261.44 FACILITY BPERTENTO S.A.R.L. Floating EUR 3,320,261.44Senior Secured
394,736.84 FACILITY B2PHM FRANCE HOLDCO 19 SAS Floating EUR 394,736.84Senior Secured
2,113,138.69 PICSUR FLOAT-15PICARD GROUPE S.A.S. Floating EUR 2,113,138.69Senior Secured
2,296,747.97 TERM LOAN BPIGMENTS I B.V. Floating EUR 2,296,747.97Senior Secured
1,084,239.13 TERM B-2 TERM LOANPQ CORPORATION Floating EUR 1,084,239.13Senior Secured
2,926,526.63 AHT HOLDING GMBHPROJECT BREEZE Floating EUR 2,926,526.63Senior Secured
4,614,933.71 SERMETAPROJECT GEYSER II Floating EUR 4,614,933.71Senior Secured
730,106.75 TERM B EURO LOANQUINTILES IMS INCORPORATED Floating EUR 730,106.75Senior Secured
2,413,926.09 TERM B EURO LOANQUINTILES IMS INCORPORATED Floating EUR 2,413,926.09Senior Secured
1,469,897.25 TERM B EURO LOANQUINTILES IMS INCORPORATED Floating EUR 1,469,897.25Senior Secured
5,570,000.00 INITIAL EURO TERM LOANREDTOP ACQUISITIONS LIMITED (CPA
GLOBAL)
Floating EUR 5,570,000.00Senior Secured
3,920,000.00 EURO TERM LOAN (FIRST LIEN)REGIT EINS GMBH ( TEAMVIEWER ) Floating EUR 3,920,000.00Senior Secured
2,000,000.00 INITIAL LOAN (SECOND LIEN)REGIT EINS GMBH ( TEAMVIEWER ) Floating Second Lien USD 1,498,000.00Senior Unsecured
1,760,108.85 TERM B1REMEDCO HOLDING B.V. Floating EUR 1,760,108.85Senior Secured
1,000,000.00 FACILITY BRODENSTOCK GMBH (BLITZ) Floating EUR 1,000,000.00Senior Secured
899,335.69 FACILITY B1BSAM BIDCO Floating EUR 899,335.69Senior Secured
3,353,879.57 FACILITY B1ASAM BIDCO Floating EUR 3,353,879.57Senior Secured
6,696,062.50 EURO TERM LOANSAM FINANCE LUX S.A.R.L. Floating EUR 6,696,062.50Senior Secured
1,559,322.03 TERM LOAN B HypoSAVERGLASS Floating EUR 1,559,322.03Senior Secured
2,000,000.00 FACILITY B EURSCHENCK PROCESS FINANCE GMBH Floating EUR 2,000,000.00Senior Secured
Monthly Report Produced 16-Dec-201638 - 6Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
1,800,000.00 SCHMAN FLOAT CORP FACILITYSCHUMANN SPA Floating EUR 1,800,000.00Senior Secured
4,783,863.07 TERM LOAN B-EURSIGNODE IND GR LUX S.A. Floating EUR 4,783,863.07Senior Secured
4,574,752.10 TERM LOAN BSK SPICE (ARCHROMA) Floating EUR 4,574,752.10Senior Secured
3,299,062.50 INITIAL EURO TERM LOANSOLENIS INTERNATIONAL, L.P . Floating EUR 3,299,062.50Senior Secured
8,437.50 INITIAL EURO TERM LOANSOLENIS INTERNATIONAL, L.P . Floating EUR 8,437.50Senior Secured
1,666.67 TRANCHE C TERM LOANSOLENIS INTERNATIONAL, L.P . Floating EUR 1,666.67Senior Secured
663,333.33 TRANCHE C TERM LOANSOLENIS INTERNATIONAL, L.P . Floating EUR 663,333.33Senior Secured
1,096,559.68 FIRST LIEN TERM LOANSOPPA HOLDINGS S.A.R.L. Floating EUR 1,096,559.68Senior Secured
265,431.54 EURO TERM LOANSPECTRUM BRANDS INC. Floating EUR 265,431.54Senior Secured
221,207.42 EURO TERM LOANSPECTRUM BRANDS INC. Floating EUR 221,207.42Senior Secured
1,235.12 EURO TERM LOANSPECTRUM BRANDS INC. Floating EUR 1,235.12Senior Secured
4,650,340.54 SPRINGER SCIENCE & BUSINESS
MEDIA FINANCE BV
SPRINGER SCIENCE ( SPRINGER SBM TWO
GMBH)
Floating EUR 4,650,340.54Senior Secured
2,000,000.00 ICELTD FLOATSTRETFORD SEVENTY NINE Floating GBP 2,507,999.99Senior Secured
2,210,526.32 TERM LOAN BSWISSPORT GROUP SARL Floating EUR 2,210,526.32Senior Secured
4,000,000.00 LABFP FLOAT CORPSYNLAB BONDCO PLC Floating EUR 4,000,000.00Senior Secured
500,000.00 LABFP 8SYNLAB UNSECURED BONDCO PLC. Fixed EUR 500,000.00Senior Unsecured
1,440,000.00 FACILITY BTACKLE SARL Floating EUR 1,440,000.00Senior Secured
1,066,666.67 FACILITY BTAGHLEEF INDUSTRIES TOPCO LIMITED Floating EUR 1,066,666.67Senior Secured
686,239.88 TERM LOAN EURTECHNICOLOR S.A. Floating EUR 686,239.88Senior Secured
392,755.66 TRANCHE B-2 TERM LOANS
HYPO
TEKNI-PLEX INC Floating EUR 392,755.66Senior Secured
1,600,000.00 FACILITY ATELE COLUMBUS AG Floating EUR 1,600,000.00Senior Secured
500,000.00 INCREMENTAL FACILITYTELE COLUMBUS AG Floating EUR 500,000.00Senior Secured
5,056,451.61 TERM LOAN FACILITY AETELENET INTERNATIONAL FINANCE S.A.R.L. Floating EUR 5,056,451.61Senior Secured
1,680,000.03 INCREMENTAL EURO TERM
LOANS
TEREX CORP Floating EUR 1,680,000.03Senior Secured
1,980,000.00 INITIAL EURO TERM LOANTI GROUP AUTO SYSTEMS LLC Floating EUR 1,980,000.00Senior Secured
3,240,740.74 TERM B1TMF GROUP HOLDING BV Floating EUR 3,240,740.74Senior Secured
1,039,473.68 TERM LOAN BTRINSEO MATERIALS OP SCA (STYRON) Floating USD 924,092.10Senior Secured
Monthly Report Produced 16-Dec-201638 - 7Deutsche Bank - Trust & Agency Services
Portfolio Composition - Asset Type as of 30-Nov-2016
Harvest CLO VIII DAC
Issuer Tranche Coupon TypeSecurity Level Specified
Type
Lien Type Facility Type CCY Notional
Amount
(EUR)
Notional
Amount (CCY)
5,800,000.00 FACILITY B2TUNSTALL HOLDINGS Floating EUR 5,800,000.00Senior Secured
3,000,000.00 TWSSBS FLOATTWIN SET Floating EUR 3,000,000.00Senior Secured
1,411,602.01 NEW EUR TLUNIFRAX I LLC Floating EUR 1,411,602.01Senior Secured
2,564,102.56 FACILITY BUNILABS DIAGNOSTICS AB Floating EUR 2,564,102.56Senior Secured
2,000,000.00 UNIVEG 7UNIVEG Fixed EUR 2,000,000.00Senior Unsecured
1,500,000.00 TERM LOAN B1VALEO F1 COMPANY LIMITED Floating EUR 1,500,000.00Senior Secured
3,600,000.00 FACILITY BVEDICI Floating EUR 3,600,000.00Senior Secured
1,627,660.66 FACILITY B2VERALLIA PACKAGING SAS Floating EUR 1,627,660.66Senior Secured
3,594,561.56 FACILITY B2VERALLIA PACKAGING SAS Floating EUR 3,594,561.56Senior Secured
5,813,953.49 EURO TERM LOAN B1VERISURE HOLDING AB Floating EUR 5,813,953.49Senior Secured
1,334,000.00 VERITS 7 02/01/23 CORPVERITAS US INC Fixed EUR 1,334,000.00Senior Secured
3,423,655.92 INITIAL EURO TERM B-1VERITAS US INC Floating EUR 3,423,655.92Senior Secured
384,615.39 EUR TERM LOAN BVISTRA GROUP HOLDINGS (BVI) II LIMITED Floating EUR 384,615.39Senior Secured
4,150,000.00 VEUCIN FLOATVUE INTERNATIONAL BIDCO Floating EUR 4,150,000.00Senior Secured
1,385,416.67 EUR TERM LOAN B-1WESTERN DIGITAL CORP Floating EUR 1,385,416.67Senior Secured
3,264,705.88 FACILITY BWOWMIDCO SAS Floating EUR 3,264,705.88Senior Secured
1,475,409.84 FACILITY GXELLA INTERNATIONAL GMBH Floating EUR 1,475,409.84Senior Secured
3,423,243.92 FACILITY B1YELLOW MAPLE HOLDING B.V. Floating EUR 3,423,243.92Senior Secured
2,973,880.15 TERM LOAN FACILITY CZIGGO SECURED FINANCE BV Floating EUR 2,973,880.15Senior Secured
1,026,119.85 TERM LOAN FACILITY CZIGGO SECURED FINANCE BV Floating EUR 1,026,119.85Senior Secured
411,432,967.48
Monthly Report Produced 16-Dec-201638 - 8Deutsche Bank - Trust & Agency Services
Risk Retention Letter as of 30-Nov-2016
Harvest CLO VIII DAC
“The Retention Holder has confirmed, as of the date of this Monthly Report, its compliance with the covenants set out in paragraph (a) and (b) of the Risk Retention Letter, namely that it has retained a material net economic
interest in the transaction of not less than 5 % of the nominal value of each Class of Notes within the meaning of paragraph 1(a) of the CRD Retention Requirements and Art. 51(a) of the AIFMD Requirements and it agrees not
to sell, hedge or otherwise mitigate its credit risk under or associated with the Retention Notes or the underlying portfolio of Collateral Obligations, except to the extent required or permitted in accordance with the Retention
Requirements.”
Monthly Report Produced 16-Dec-201639 - 1Deutsche Bank - Trust & Agency Services
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