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
Y-C	CTV	45.000	7.28	Ls2	-	-	-	-	91.29%	-	Awhocfsg	GSQG	-	165	ECWW+165	-	967.00000
Z-H	LLD	85.000	4.64	Py3	-	-	-	-	2.90%	-	Teqdklxi	WXII	-	695	AOIC+695	-	925.00000
J-X	HFD	880.000	3.30	Xmm	-	-	-	-	79.40%	-	Fvbmhtof	JGFG	-	112	LAJE+112	-	115.00000
S-J	CCE	33.000	6.73	Q2	-	-	-	-	28.50%	-	Jrrjrmxi	QTSX	-	195	NGLZ+195	-	209.00000
A-O	APG	22.000	4.39	Iuu3	-	-	-	-	43.40%	-	Nzpulkrm	WMNI	-	305	ZEWE+305	-	928.00000

Tranche Comments

J-X: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144M/Gok F; Y-C: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144O/Njo Z; S-J: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144U/Zqr H; A-O: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144B/Tou P; Z-H: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144K/Tzs O;

Deal Comments

Ljsmkmkbmkg. Vqk Cmxx Ejnmqpz 1.00

Pricing Speed

20% DDA

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Aug 17, 1995

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
QP	HAC	34.400	-	Dkk3	-	-	-	-	15.00%	-	Cwbwllrs	GNGM	335-350	375	XZGH+375	-	-
Z-2	HTD	71.000	-	Wtt	-	QQQ	-	-	79.70%	-	-	-	-	-	-	-	-
NP	BNR	45.000	-	Is2	-	-	-	-	83.60%	-	Bebzdzjk	WMHI	175-180	185	UDOT+185	-	-
Tmz	KLQ	15.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1H	GAB	278.000	-	Rpp	-	-	-	-	30.50%	-	Mwsklvyw	KEKH	126-128	127	WIVU+127	-	-
M	IBR	56.500	-	Mn3	-	-	-	-	2.70%	-	-	-	-	-	-	-	-
OK	MEF	14.600	-	R2	-	-	-	-	52.70%	-	Mumbvhyx	VWQI	200-210	210	LZIL+210	-	-

Tranche Comments

S-1H: Redemption: 2025-12-11; Registration: 144A/Uev W; Z-2: Registration: 144D/Mmj C; Comments: Tyy hmbklmlkmo; NP: Redemption: 2025-12-11; Registration: 144M/Iit L; OK: Redemption: 2025-09-11; Registration: 144U/Nad N; QP: Redemption: 2025-12-11; Registration: 144Q/Pjy F; M: Registration: 144K/Gly T; Comments: Mhv mopiuhujor; Tmz: Registration: 144V/Mcj J;

Deal Comments

Uwwqyws Kjjyqwqpyqh. Bvq Jwss Ujwyvck 1.00

Pricing Speed

20% IGN

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 1995

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
F-2-T	NNJ	48.792	9.30	-	II	-	-	-	92.00%	-	Fzuyqafs	WWXY	-	215	SJFU+215	-	-
M-I	WEB	32.600	7.60	-	TTT-	-	-	-	60.00%	-	Pqzhfbzg	MMWD	375-385	385	YQEL+385	-	-
G-1-W	ASF	610.400	6.50	-	EEE	-	-	-	37.00%	-	Njpkocrp	CWZW	136-138	137	ZJSZ+137	-	-
Y-2-R	XPE	94.240	1.00	-	III	-	-	-	29.00%	-	Swowhbxe	IQPS	-	170	VBZX+170	-	-
D-1-F	QKG	73.660	6.60	-	FF+	-	-	-	30.70%	-	Evcuvrnj	CQAG	-	185	EHZD+185	-	-
V-D	OYY	65.900	6.80	-	D	-	-	-	15.00%	-	Wuehcsic	KBAY	240-245	245	LSYO+245	-	-
C	GZF	4.000	7.60	-	EEE	-	-	-	-	-	Kkudqzam	JTZX	100-105	105	MEZR+105	-	-
N-E	IZC	62.517	4.70	-	II-	-	-	-	2.36%	-	Lykmvmlg	GWOD	700-725	725	JKBR+706	-	-

Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Q/Hhv M; G-1-W: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144O/Tcz V; Y-2-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144N/Itg G; D-1-F: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144I/Poh N; F-2-T: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144V/Zkr L; V-D: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144O/Mrf T; M-I: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144E/Wtx D; N-E: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Vdx W;

Deal Comments

Lgkge. Zof Jvaa Dgqoows 1.00

Pricing Speed

20% WSE

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2019

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
SZ	PNT	37.000	8.49	K1	-	TI	-	-	11.67%	-	Zzexxsiq	DHYN	-	250	DJJD+250	-	-
I1X	HJG	586.000	1.17	Cyy	-	FO	-	-	85.75%	-	Zuqycwhi	KUOH	-	120	TNPL+120	-	-
J2JW	GCR	44.600	6.99	Rrr	-	FR	-	-	70.62%	-	Jbqdewos	WDDR	-	165	KPHC+165	-	-
E2PG	KVD	83.000	4.98	Wy1	-	HM	-	-	94.32%	-	Fvdqjkcx	ZJSN	-	185	IZSA+185	-	-

Tranche Comments

I1X: Redemption: 2024-12-28; Registration: 144Z/Qlo L; J2JW: Redemption: 2024-09-28; Registration: 144C/Vst V; E2PG: Redemption: 2024-09-28; Registration: 144I/Bhd V; SZ: Redemption: 2024-09-28; Registration: 144L/Jxi Z;

Deal Comments

Llopexewpex

Reinvestment Period End Date

Mar 29, 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
T-2	AWH	31.000	-	Hhh	-	NNN	-	-	-	-	Oczar	-	-	-	4.103%	-	-
H-1	IKU	49.000	-	Yx2	-	OU	-	-	-	-	Mybtabqt	MPVN	-	240	UKXS+240	-	-
I	BUE	27.600	-	Z2	-	WH	-	-	-	-	Ewlxzyxc	QZZU	-	295	QWYD+295	-	-
V	RUQ	66.400	-	Kn3	-	ZH	-	-	-	-	Nhfzpcdo	PLZW	-	787	KKFQ+787	-	-
Q-1	PHY	378.000	-	Bzz	-	III	-	-	-	-	Tzjeqbor	QPQH	-	155	TPPL+155	-	-
G	BZK	36.900	-	Ncc3	-	TX	-	-	-	-	Wxmjoskf	MPAI	-	463	MTMW+463	-	-
I-2	ZSZ	69.000	-	Ht2	-	CH	-	-	-	-	Clgff	-	-	-	4.970%	-	-
Hiv	FSI	75.100	-	GC	-	GW	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1: First Pay: 2022-10-25; Redemption: 2024-06-21; T-2: First Pay: 2022-10-25; Redemption: 2024-06-21; H-1: First Pay: 2022-10-25; Redemption: 2024-06-21; I-2: First Pay: 2022-10-25; Redemption: 2024-06-21; I: First Pay: 2022-10-25; Redemption: 2024-06-21; G: First Pay: 2022-10-25; Redemption: 2024-06-21; V: First Pay: 2022-10-25; Redemption: 2024-06-21; Hiv: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Jkz Kbqq Gqzoklw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2005

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
W	MGD	89.000	2.50	V2	-	-	-	-	25.92%	-	Rmpksenj	3fF	-	235	3vV+235	-	-
X-1	VCY	15.000	6.60	Bj2	-	-	-	-	10.00%	-	Fcrddrrm	3pZ	-	180	3zT+180	-	-
Y	YST	414.000	7.50	Vll	-	-	-	-	74.00%	-	Irwsyhto	3iL	-	119	3oH+119	-	-
K-2	PRM	4.000	7.20	Ge2	-	-	-	-	78.00%	-	Zqcqa	-	-	-	3.22%	-	-
U	PTT	73.710	4.50	Wdd3	-	-	-	-	57.16%	-	Ipjedmih	3mE	-	368	3pD+368	-	-
G	KKM	15.500	22.60	Ku3	-	-	-	-	5.00%	-	Chwebjod	3cB	-	709	3wV+709	-	-
Hyx	RCH	42.270	-	BS	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Y/Vqj J; X-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144T/Zsd Y; K-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144F/Men V; W: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144H/Vwj M; U: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144L/Kyt J; G: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144C/Mwi U; Hyx: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144T/Vms R;

Deal Comments

Rhu Wtkk Uwpphvj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 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
KI	HNG	86.240	-	Ekk3	-	-	-	-	-	-	Zrovpixa	3wG	330-350	380	3wD+380	-	-
JE	PNA	90.500	-	Zb3	-	-	-	-	-	-	Ovkiryyi	3dG	700-Zhn 700u	720	3cD+720	-	-
Xqs	HVV	14.250	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D1S1	PHX	82.000	-	Roo	-	-	-	-	-	-	Wwmaqcaa	3jH	140-145	140	3kN+140	-	-
K2F	IJL	85.400	-	Rn2	-	-	-	-	-	-	Nwbwdkyh	3oX	-	175	3xX+175	-	-
Y1Z2	KPW	9.290	-	Gww	-	-	-	-	-	-	Egnen	MNU	-	-	2.644%	-	-
CJ	UZD	62.960	-	M2	-	-	-	-	-	-	Swldeyzm	3iL	220-230	230	3rR+230	-	-
I1IL	KVV	157.000	-	Dmm	-	-	-	-	-	-	Yrwytted	3jN	-	120	3qS+120	-	-

Tranche Comments

I1IL: Redemption: 2023-10-20; D1S1: Redemption: 2023-10-20; Y1Z2: Redemption: 2023-10-20; K2F: Redemption: 2023-10-20; CJ: Redemption: 2023-10-20; KI: Redemption: 2023-10-20; JE: Redemption: 2023-10-20; Xqs: Redemption: 2023-10-20;

Deal Comments

Xmpmw. Ajj Kogg Jmlrjgq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 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
A-SS	ZPS	86.100	-	-	JJJ-	-	-	-	-	-	Hfzuottf	3qZ	-	390	3bI+390	-	402.00000
H-1-EE	GCR	772.600	-	-	QQQ	-	-	-	-	-	Xlrwoits	3nC	-	124	3cT+124	-	778.00000
Y	TVO	5.000	-	-	XXX	-	-	-	-	-	Jfpknlsn	3kO	-	90	3lO+90	-	580.00000
D-OO	OMW	93.100	-	-	B	-	-	-	-	-	Qzyejxej	3bW	-	255	3cI+255	-	977.00000
J-SS	KBK	34.300	-	-	BB-	-	-	-	-	-	Chshokre	3vK	-	740	3lV+711	-	79.00000
Ydw	PKM	46.520	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2-EE	LQL	73.600	-	-	RR	-	-	-	-	-	Xmfqtkwj	3fA	-	185	3uU+185	-	508.00000

Tranche Comments

Y: First Pay: 2021-10-25; Redemption: 2023-08-26; H-1-EE: First Pay: 2021-10-25; Redemption: 2023-08-26; H-2-EE: First Pay: 2021-10-25; Redemption: 2023-08-26; D-OO: First Pay: 2021-10-25; Redemption: 2023-08-26; A-SS: First Pay: 2021-10-25; Redemption: 2023-08-26; J-SS: First Pay: 2021-10-25; Redemption: 2023-08-26; Ydw: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Yrvrt. Sue Dttt Frkrufb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2015

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
Shv	ZKY	78.700	-	PL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	YJL	406.000	-	Ykk	-	-	-	-	-	-	Mcpxzshw	3vP	-	120	3xP+120	-	-
M	ETI	63.000	-	C2	-	-	-	-	-	-	Fpeswaux	3hW	-	245	3oN+245	-	-
G	VVZ	6.000	-	Pjj	-	-	-	-	-	-	Rvmobvbt	3aU	-	70	3yU+70	-	-
S	BAS	39.000	-	Ki2	-	-	-	-	-	-	Nbrjjvdg	3qP	-	180	3rW+180	-	-
N	TTA	99.000	-	Pqq3	-	-	-	-	-	-	Dvvydjtz	3cV	-	365	3eP+365	-	-
V	NJP	72.000	-	Ng3	-	-	-	-	-	-	Hfqfqees	3iN	-	716	3hV+716	-	-

Tranche Comments

G: First Pay: 2022-01-25; Redemption: 2023-07-25; E: First Pay: 2022-01-25; Redemption: 2023-07-25; S: First Pay: 2022-01-25; Redemption: 2023-07-25; M: First Pay: 2022-01-25; Redemption: 2023-07-25; N: First Pay: 2022-01-25; Redemption: 2023-07-25; V: First Pay: 2022-01-25; Redemption: 2023-07-25; Shv: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Mkx Dqqq Xhemkvj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2019

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
T-1Z	VSC	313.000	-	Tzz	-	-	-	-	-	-	Zfjdyvil	3eP	-	103	3gM+103	-	-
U-2-Z	HWF	88.000	-	Yp2	-	-	-	-	-	-	Vukxamqp	3wG	-	165	3mS+165	-	-
T-1QA	OBK	52.300	-	M2	-	-	-	-	-	-	Kdewkwza	3yS	-	225	3xY+225	-	-

Tranche Comments

T-1Z: Redemption: 2022-02-07; Registration: 144I/Ooa Z; U-2-Z: Redemption: 2022-02-07; Registration: 144N/Fbc V; T-1QA: Redemption: 2022-02-07; Registration: 144Q/Kbv T;

Deal Comments

Txutbxv Fgwbbxbxbbp. Evb Lxvv Tgubvgm 1.00

Reinvestment Period End Date

Sep 11, 1997