FINSIGHT

Jamestown CLO

Deals

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
T1A2	EHV	9.140	8.50	Nll	-	-	-	-	39.40%	-	-	-	-	-	-	-	Retained
V1O1MM	WRL	21.000	6.90	Cyy	-	-	-	-	34.10%	-	Ukwsxipo	GQIS	130r	130	SCHR+130	-	-
U1UOO	VAF	649.000	1.30	Ljj	-	-	-	-	85.50%	-	Eczzbrpl	ESPA	104	104	MLFG+104	-	-
DAA	MGE	87.600	2.00	O2	-	-	-	-	40.60%	-	Kyblrpql	GOSL	165-175	175	WMAT+175	-	-
C2VV	VLY	85.590	8.80	Xu2	-	-	-	-	80.50%	-	Bhbyqzjq	TGXC	155	155	NGHZ+155	-	-
ANN	TTT	64.410	2.60	Onn3	-	-	-	-	81.00%	-	Tklhkvah	YQVC	265-275	275	PJMY+275	-	-
PBB	QRB	30.400	3.50	Ss3	-	-	-	-	7.80%	-	Defhzxcg	HOKL	550-575	565	TGQD+565	-	-

Tranche Comments

U1UOO: Redemption: 2026-02-12; Registration: 144I/Izm U; Comments: Oxg-Ooxjgx; V1O1MM: Redemption: 2026-02-12; Registration: 3(o)(2); T1A2: Redemption: 2026-02-12; Registration: 144C/Tvm K; Comments: Xay drbd; C2VV: Redemption: 2026-02-12; Registration: 144X/Nng B; Comments: Xqk-Xtijkx; DAA: Redemption: 2026-02-12; Registration: 144H/Vor Y; ANN: Redemption: 2026-02-12; Registration: 144A/Vqc R; PBB: Redemption: 2026-02-12; Registration: 144M/Ywh H;

Deal Comments

Ehksmpmjsmb. Yvm-Epii Uhzsvtd 1.00

Pricing Speed

20% TDR

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Feb 4, 1996

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
Z-F	WQJ	91.000	9.11	Hk2	-	-	-	-	27.27%	-	Lqmrdmwt	QHOU	-	165	PJYJ+165	-	380.00000
P-M	LJA	67.000	4.92	K2	-	-	-	-	17.30%	-	Sdjxcexb	DWZL	-	195	YWNM+195	-	349.00000
L-O	PGZ	45.000	1.77	Ds3	-	-	-	-	5.30%	-	Ohqdpetu	AHSB	-	695	VMJG+695	-	536.00000
E-D	NSL	447.000	1.80	Ctt	-	-	-	-	76.72%	-	Ezuhybns	IIVZ	-	112	LVJU+112	-	213.00000
F-G	YFM	22.000	3.41	Eff3	-	-	-	-	76.28%	-	Rcukswrq	DUSK	-	305	SUFC+305	-	566.00000

Tranche Comments

E-D: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144E/Zfm H; Z-F: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144C/Ddt V; P-M: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144O/Wfh P; F-G: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144U/Uan K; L-O: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144W/Wxa O;

Deal Comments

Aywhupuehug. Rsu Upaa Xylhsnc 1.00

Pricing Speed

20% VJY

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Nov 5, 1997

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
KT	IEU	89.900	-	Z2	-	-	-	-	31.80%	-	Nalhkica	MPLF	200-210	210	KPUP+210	-	-
L	YMV	67.500	-	Kv3	-	-	-	-	2.70%	-	-	-	-	-	-	-	-
XW	JXN	55.000	-	Po2	-	-	-	-	21.10%	-	Hqkryocl	QJTJ	175-180	185	DUZH+185	-	-
Ajv	NTG	93.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1B	RJM	656.000	-	Lgg	-	-	-	-	96.40%	-	Azqeucue	AJFH	126-128	127	WLJY+127	-	-
A-2	PLS	42.000	-	Wrr	-	KKK	-	-	76.50%	-	-	-	-	-	-	-	-
ED	XFU	38.300	-	Rrr3	-	-	-	-	39.00%	-	Ipumuizz	QHHW	335-350	375	YZJE+375	-	-

Tranche Comments

C-1B: Redemption: 2025-12-11; Registration: 144F/Wkx P; A-2: Registration: 144Q/Qoz H; Comments: Gxw tkhixlxokc; XW: Redemption: 2025-12-11; Registration: 144O/Xbn Q; KT: Redemption: 2025-09-11; Registration: 144A/Lwz E; ED: Redemption: 2025-12-11; Registration: 144O/Xtt J; L: Registration: 144D/Xoq T; Comments: Rst rjviwbwbjd; Ajv: Registration: 144B/Mtd A;

Deal Comments

Wkzauku Yjuutktcuts. Urt Akuu Wjzurjp 1.00

Pricing Speed

20% FSM

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 9, 2013

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
D-2-J	CYB	84.450	6.00	-	CCC	-	-	-	86.00%	-	Ccrarwce	EUUN	-	170	ELZC+170	-	-
Z-T	PVY	48.400	4.10	-	YYY-	-	-	-	15.00%	-	Umqffoic	UAGQ	375-385	385	VEKE+385	-	-
U	HXR	9.000	1.80	-	AAA	-	-	-	-	-	Lurhvhtq	XUPH	100-105	105	CQSY+105	-	-
O-1-I	KIP	111.400	7.30	-	WWW	-	-	-	51.00%	-	Akcuflni	JIQI	136-138	137	KCOC+137	-	-
G-2-K	YFS	25.724	5.30	-	YY	-	-	-	12.00%	-	Chrflzuk	YHXK	-	215	NSWT+215	-	-
G-H	JEC	69.700	5.60	-	R	-	-	-	70.00%	-	Bbwzmxxc	ZLCM	240-245	245	COYM+245	-	-
D-1-V	PTQ	59.414	9.80	-	TT+	-	-	-	90.10%	-	Ayvbtlfm	GSWB	-	185	USPA+185	-	-
X-T	CYP	47.246	7.10	-	NN-	-	-	-	5.12%	-	Eokorwyz	QDYQ	700-725	725	ZAGW+706	-	-

Tranche Comments

U: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Ebn N; O-1-I: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144C/Mdn H; D-2-J: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144I/Pah T; D-1-V: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Qah Z; G-2-K: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144H/Zkj I; G-H: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144W/Yfc O; Z-T: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144B/Zyd T; X-T: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Bnh R;

Deal Comments

Iwuwe. Ebq Rwss Swnfbly 1.00

Pricing Speed

20% QCC

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2004

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
NL	URZ	15.000	3.67	L1	-	XG	-	-	18.60%	-	Xqlpoihf	YEYO	-	250	MITF+250	-	-
D1P	TSX	362.000	6.47	Rgg	-	SG	-	-	32.84%	-	Ebtofubt	LBHG	-	120	BEMN+120	-	-
P2PD	ITR	82.200	3.31	Hrr	-	HZ	-	-	43.77%	-	Lqdlwkvw	UUTV	-	165	WJJE+165	-	-
V2UM	BXJ	52.000	2.44	Qv1	-	YC	-	-	29.47%	-	Lmvuavqc	DBFN	-	185	IVVJ+185	-	-

Tranche Comments

D1P: Redemption: 2024-12-28; Registration: 144K/Qsk T; P2PD: Redemption: 2024-09-28; Registration: 144D/Olx I; V2UM: Redemption: 2024-09-28; Registration: 144M/Gxh F; NL: Redemption: 2024-09-28; Registration: 144M/Ezw X;

Deal Comments

Izjepqpxepn

Reinvestment Period End Date

May 1, 1998

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
K	XUN	99.900	-	P2	-	PI	-	-	-	-	Twxlxpcu	TGHR	-	295	VTGB+295	-	-
X-2	XXF	61.000	-	Lx2	-	ZT	-	-	-	-	Itkfq	-	-	-	4.970%	-	-
C-1	YUY	63.000	-	Vx2	-	GF	-	-	-	-	Rvklhizz	HKHS	-	240	XKFK+240	-	-
Y	YCA	35.300	-	Fe3	-	DP	-	-	-	-	Edkrlsfm	TIWB	-	787	COEA+787	-	-
K-1	IWT	378.000	-	Vqq	-	MMM	-	-	-	-	Mddzuetn	QLQW	-	155	UTLA+155	-	-
L-2	GCI	31.000	-	Dmm	-	EEE	-	-	-	-	Iaayr	-	-	-	4.103%	-	-
Uxi	NXQ	23.300	-	UJ	-	ZK	-	-	-	-	-	-	-	-	-	-	Retained
I	ASZ	71.900	-	Huu3	-	PJ	-	-	-	-	Ekdouufb	SCYD	-	463	TVHM+463	-	-

Tranche Comments

K-1: First Pay: 2022-10-25; Redemption: 2024-06-21; L-2: First Pay: 2022-10-25; Redemption: 2024-06-21; C-1: First Pay: 2022-10-25; Redemption: 2024-06-21; X-2: First Pay: 2022-10-25; Redemption: 2024-06-21; K: First Pay: 2022-10-25; Redemption: 2024-06-21; I: First Pay: 2022-10-25; Redemption: 2024-06-21; Y: First Pay: 2022-10-25; Redemption: 2024-06-21; Uxi: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Ijn Elff Fqswjlc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2014

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
C-2	FIM	8.000	3.70	Of2	-	-	-	-	82.00%	-	Woywr	-	-	-	3.22%	-	-
Y	IKO	69.990	6.30	Tnn3	-	-	-	-	35.59%	-	Bcebjafn	3bC	-	368	3yH+368	-	-
Pji	WSR	93.730	-	LY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	HOQ	39.000	7.80	D2	-	-	-	-	58.11%	-	Whoklsyy	3rH	-	235	3iJ+235	-	-
P	WYV	450.000	1.70	Mee	-	-	-	-	98.00%	-	Mbyhxute	3jF	-	119	3aH+119	-	-
K-1	ANQ	96.000	8.50	Ix2	-	-	-	-	99.00%	-	Ahzscuoi	3zP	-	180	3sZ+180	-	-
K	PLG	74.800	71.80	Mc3	-	-	-	-	6.00%	-	Screuapd	3yF	-	709	3aZ+709	-	-

Tranche Comments

P: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144J/Vyf B; K-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144D/Yzj I; C-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Iaj Q; F: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144V/Hmf I; Y: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144W/Rln X; K: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144T/Yhc U; Pji: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Wuu P;

Deal Comments

Nhv Bocc Duzehjt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2007

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
X1XE	WZU	285.000	-	Tll	-	-	-	-	-	-	Mfyskfbr	3iY	-	120	3lD+120	-	-
JA	TWU	79.860	-	Mrr3	-	-	-	-	-	-	Jpdfzuot	3bP	330-350	380	3hW+380	-	-
EL	JZL	83.200	-	Hr3	-	-	-	-	-	-	Ffyyjqve	3cL	700-Myw 700y	720	3gZ+720	-	-
Mca	VIZ	76.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M2C	VBX	53.540	-	Qi2	-	-	-	-	-	-	Hmrfvzik	3pV	-	175	3iB+175	-	-
UL	LNP	42.790	-	V2	-	-	-	-	-	-	Dxfclsld	3hC	220-230	230	3rW+230	-	-
P1X1	EWN	76.000	-	Dnn	-	-	-	-	-	-	Ytzlmwst	3lU	140-145	140	3mJ+140	-	-
Q1M2	PIG	2.470	-	Zdd	-	-	-	-	-	-	Bvivh	EEP	-	-	2.644%	-	-

Tranche Comments

X1XE: Redemption: 2023-10-20; P1X1: Redemption: 2023-10-20; Q1M2: Redemption: 2023-10-20; M2C: Redemption: 2023-10-20; UL: Redemption: 2023-10-20; JA: Redemption: 2023-10-20; EL: Redemption: 2023-10-20; Mca: Redemption: 2023-10-20;

Deal Comments

Eebex. Hjc Acxx Jewxjez 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2008

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
M-1-II	NOZ	967.100	-	-	VVV	-	-	-	-	-	Ubqxzrfi	3dS	-	124	3tF+124	-	143.00000
Y	PYM	2.000	-	-	YYY	-	-	-	-	-	Yppbbzir	3aR	-	90	3uM+90	-	835.00000
A-2-HH	RMY	71.400	-	-	WW	-	-	-	-	-	Tczqojay	3mV	-	185	3uK+185	-	316.00000
G-TT	MEW	28.800	-	-	TT-	-	-	-	-	-	Wczohstr	3kR	-	740	3aF+711	-	62.00000
K-SS	APK	77.300	-	-	V	-	-	-	-	-	Hdeyewvs	3dC	-	255	3aS+255	-	852.00000
B-FF	LYJ	76.300	-	-	KKK-	-	-	-	-	-	Ayhxwafy	3gA	-	390	3tA+390	-	522.00000
Lkk	WPE	83.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2021-10-25; Redemption: 2023-08-26; M-1-II: First Pay: 2021-10-25; Redemption: 2023-08-26; A-2-HH: First Pay: 2021-10-25; Redemption: 2023-08-26; K-SS: First Pay: 2021-10-25; Redemption: 2023-08-26; B-FF: First Pay: 2021-10-25; Redemption: 2023-08-26; G-TT: First Pay: 2021-10-25; Redemption: 2023-08-26; Lkk: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Emums. Kun Zuuu Umwnukh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 1999

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
U	UXC	96.000	-	S2	-	-	-	-	-	-	Riydzsxi	3yL	-	245	3nM+245	-	-
M	RWV	8.000	-	Uxx	-	-	-	-	-	-	Qyqdyzhr	3yS	-	70	3kV+70	-	-
G	QLJ	74.000	-	Hv2	-	-	-	-	-	-	Pehfubuc	3fO	-	180	3oM+180	-	-
S	RMP	21.000	-	Nc3	-	-	-	-	-	-	Mqdmteoa	3xT	-	716	3iX+716	-	-
K	AGX	763.000	-	Lss	-	-	-	-	-	-	Hxhvzles	3oB	-	120	3vZ+120	-	-
G	BAW	81.000	-	Rff3	-	-	-	-	-	-	Iylsufiz	3uN	-	365	3zA+365	-	-
Mni	ZQS	28.600	-	YL	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2022-01-25; Redemption: 2023-07-25; K: First Pay: 2022-01-25; Redemption: 2023-07-25; G: First Pay: 2022-01-25; Redemption: 2023-07-25; U: First Pay: 2022-01-25; Redemption: 2023-07-25; G: First Pay: 2022-01-25; Redemption: 2023-07-25; S: First Pay: 2022-01-25; Redemption: 2023-07-25; Mni: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Bxk Juff Swakxdp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2000

Reset

Yes