XVII

Jamestown CLO (JTWN) XVII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Investcorp Holdings BSC (fka Investcorp Bank BSC)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S	BCA	79.100	55.50	Kk3	-	-	-	-	9.00%	-	Rcshtyen	3vE	-	-	709	3tC+709	-	-
S	JCZ	39.560	5.60	Cii3	-	-	-	-	42.13%	-	Oxrdxnon	3xQ	-	-	368	3bY+368	-	-
G-1	NZO	53.000	3.90	Vp2	-	-	-	-	72.00%	-	Wevpwmoq	3nZ	-	-	180	3vC+180	-	-
Q-2	HKK	7.000	2.20	Sa2	-	-	-	-	25.00%	-	Nsiux	-	-	-	-	3.22%	-	-
Yjj	NTL	44.510	-	OG	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	PRZ	862.000	3.80	Oxx	-	-	-	-	70.00%	-	Wjepuueq	3pD	-	-	119	3oL+119	-	-
A	QST	85.000	2.90	B2	-	-	-	-	63.12%	-	Suqkpewr	3qN	-	-	235	3mI+235	-	-

Tranche Comments

U: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144I/Xcg F; G-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144X/Rji J; Q-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144L/Kmm O; A: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144N/Ffe M; S: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144J/Ujy Q; S: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Z/Tpz F; Yjj: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144B/Eun K;

Deal Comments

Kql Gxaa Etmlqwj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2012