XIV

Jamestown CLO (JTWN) XIV

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2O	VPF	6.000	-	Mzz3	-	EW	-	-	-	-	Dmnnr	-	-	-	6.911%	-	-
O-1	UEH	978.000	-	Tmm	-	NNN	-	-	-	-	Edvflsao	3aW	-	138	3qE+138	-	-
X	UII	48.000	-	K2	-	OT	-	-	-	-	Rjpqjeaz	3rA	-	295	3aR+295	-	-
Qaflct	ICU	75.650	-	SF	-	SB	-	-	-	-	-	-	-	-	-	-	-
Q-2	WWM	31.900	-	Fj2	-	TB	-	-	-	-	Oyffwkbr	3cD	-	220	3xL+220	-	-
V-2Q	UAI	73.000	-	Wvv3	-	HV	-	-	-	-	Ecuafxpc	3vX	-	525	3hU+525	-	-
B	KXZ	49.200	-	Cp2	-	DJ	-	-	-	-	Lfzptwom	3qZ	-	750	3fW+704	-	-
M-1	LKJ	1.000	-	Ppp1	-	JX	-	-	-	-	Irlhbwnt	3sZ	-	385	3yN+385	-	-

Tranche Comments

O-1: First Pay: 2020-07-20; Q-2: First Pay: 2020-07-20; X: First Pay: 2020-07-20; M-1: First Pay: 2020-07-20; V-2Q: First Pay: 2020-07-20; F-2O: First Pay: 2020-07-20; B: First Pay: 2020-07-20; Qaflct: First Pay: 2020-07-20;

Deal Comments

Sjn-Nsll Gwrqjro 2.00.

Reinvestment Period (YRS)