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
L-K	TCW	65.448	6.60	-	OO-	-	-	-	5.40%	-	Nukvhzdw	CIPP	-	700-725	725	WIDE+706	-	-
Z-V	FWW	43.900	7.80	-	K	-	-	-	93.00%	-	Rucjahui	SEAX	-	240-245	245	VGGQ+245	-	-
N-2-Z	XYM	57.620	4.00	-	WWW	-	-	-	58.00%	-	Rhukpqub	YCUL	-	-	170	ZTIU+170	-	-
B-Z	KLG	12.600	3.90	-	LLL-	-	-	-	83.00%	-	Epkaeacm	DBDW	-	375-385	385	LJNK+385	-	-
H	VEU	7.000	4.50	-	PPP	-	-	-	-	-	Reoqvspm	NYXB	-	100-105	105	VTCI+105	-	-
U-2-L	CRK	48.415	4.50	-	AA	-	-	-	26.00%	-	Uuydsvsu	JLPB	-	-	215	DYSC+215	-	-
D-1-K	MEP	477.600	3.60	-	SSS	-	-	-	75.00%	-	Gkpbboiy	SZWZ	-	136-138	137	ZQAG+137	-	-
D-1-W	IAR	58.527	1.10	-	TT+	-	-	-	81.90%	-	Aueqtfwi	DGWT	-	-	185	VKGC+185	-	-

Tranche Comments

H: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Drv T; D-1-K: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144X/Gqe X; N-2-Z: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144W/Oko C; D-1-W: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144G/Erh M; U-2-L: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Ozc C; Z-V: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144M/Lnx W; B-Z: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144D/Niz B; L-K: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144W/Iai G;

Deal Comments

Jyjyb. Vqm Gkww Pyfvqvr 1.00

Pricing Speed

20% BOJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2001