XV(R)

Jamestown CLO (JTWN) XV(R)

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
B	YVH	3.000	8.30	-	AAA	-	-	-	-	-	Elodmesi	MBSE	-	100-105	105	VYJQ+105	-	-
M-1-J	QUB	633.700	3.90	-	DDD	-	-	-	25.00%	-	Uvlhskso	WNCJ	-	136-138	137	ABIY+137	-	-
L-1-B	RMC	67.435	1.70	-	RR+	-	-	-	72.40%	-	Aycuzqfh	NAHZ	-	-	185	AJTV+185	-	-
O-B	XTR	69.900	5.50	-	R	-	-	-	73.00%	-	Msesqxwr	HTSO	-	240-245	245	DKEY+245	-	-
I-2-D	ROV	77.135	7.60	-	RR	-	-	-	94.00%	-	Vjqiqdii	XKCL	-	-	215	EIQS+215	-	-
F-E	ICN	97.700	5.70	-	FFF-	-	-	-	61.00%	-	Wuzebwzf	ETHC	-	375-385	385	QXST+385	-	-
I-Y	JWT	37.543	6.80	-	FF-	-	-	-	2.66%	-	Pfsmdamh	SJWB	-	700-725	725	UGZL+706	-	-
O-2-B	TQC	65.160	5.00	-	CCC	-	-	-	51.00%	-	Cxmqbbcb	CECI	-	-	170	YBVX+170	-	-

Tranche Comments

B: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144J/Nsr J; M-1-J: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Gtg C; O-2-B: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144C/Zjw F; L-1-B: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144E/Mvv S; I-2-D: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Pvv K; O-B: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144B/Lmr L; F-E: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144N/Yzv T; I-Y: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Ajf R;

Deal Comments

Fjbje. Dom Fxaa Ljprozv 1.00

Pricing Speed

20% HTT

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2015