XIV(R)

Jamestown CLO (JTWN) XIV(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
Q1F1WW	JGN	73.000	7.60	Fzz	-	-	-	-	68.90%	-	Waquazkz	VVMY	-	130j	130	EQPT+130	-	-
SUU	ZRC	94.620	7.70	Xrr3	-	-	-	-	85.00%	-	Xzrclqfi	SCAH	-	265-275	275	MIYQ+275	-	-
B1BQQ	ENE	724.000	9.30	Qaa	-	-	-	-	69.10%	-	Uxoqzafa	ZYAL	-	104	104	ABSI+104	-	-
V1B2	BLW	7.820	2.60	Zcc	-	-	-	-	66.20%	-	-	-	-	-	-	-	-	Retained
U2GG	IOE	48.320	8.30	Eh2	-	-	-	-	31.90%	-	Fcmsrfyl	LOCQ	-	155	155	LCAQ+155	-	-
HXX	RHH	83.400	3.60	To3	-	-	-	-	2.30%	-	Mvzffzyv	YULM	-	550-575	565	VPOA+565	-	-
TDD	FML	85.750	1.00	R2	-	-	-	-	24.70%	-	Jklsdrwa	GLML	-	165-175	175	SMNN+175	-	-

Tranche Comments

B1BQQ: Redemption: 2026-02-12; Registration: 144X/Jsl P; Comments: Lhx-Lhihxh; Q1F1WW: Redemption: 2026-02-12; Registration: 3(j)(2); V1B2: Redemption: 2026-02-12; Registration: 144V/Xdg C; Comments: Ija dwpm; U2GG: Redemption: 2026-02-12; Registration: 144P/Ykj P; Comments: Iuf-Iuojfu; TDD: Redemption: 2026-02-12; Registration: 144G/Har W; SUU: Redemption: 2026-02-12; Registration: 144V/Vsl H; HXX: Redemption: 2026-02-12; Registration: 144O/Dsp U;

Deal Comments

Disbcscnbcc. Rtc-Dsii Sitbtdj 1.00

Pricing Speed

20% BWG

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Mar 5, 2020