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
X1XUU	OJR	828.000	2.90	Hee	-	-	-	-	52.60%	-	Nkchxqof	TSLV	104	104	ZJPT+104	-	-
Q1B1TT	FCD	61.000	2.80	Cuu	-	-	-	-	98.10%	-	Vuqrxrfw	ISOF	130u	130	PMNS+130	-	-
AEE	XRW	67.320	3.30	Udd3	-	-	-	-	60.00%	-	Zsyvwxww	LZER	265-275	275	JAHR+275	-	-
UII	FWO	91.970	4.00	L2	-	-	-	-	26.80%	-	Fjtldlat	YXBM	165-175	175	NVYC+175	-	-
L1E2	FGI	7.660	1.20	Dff	-	-	-	-	52.60%	-	-	-	-	-	-	-	Retained
I2WW	BZR	62.400	7.20	Np2	-	-	-	-	90.40%	-	Qepmawhb	KOIN	155	155	BEON+155	-	-
XUU	MKL	63.200	4.60	Ev3	-	-	-	-	3.30%	-	Nzbbddpr	NMPJ	550-575	565	SBQW+565	-	-

Tranche Comments

X1XUU: Redemption: 2026-02-12; Registration: 144Y/Tdx R; Comments: Fup-Fugzpd; Q1B1TT: Redemption: 2026-02-12; Registration: 3(a)(2); L1E2: Redemption: 2026-02-12; Registration: 144C/Zis X; Comments: Azn hbtq; I2WW: Redemption: 2026-02-12; Registration: 144O/Kcb C; Comments: Auu-Alituc; UII: Redemption: 2026-02-12; Registration: 144X/Lel B; AEE: Redemption: 2026-02-12; Registration: 144C/Mdx F; XUU: Redemption: 2026-02-12; Registration: 144Y/Cwe E;

Deal Comments

Fbyhfsfihfw. Qyf-Wskk Rbuhygc 1.00

Pricing Speed

20% JTF

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Nov 9, 2012

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
S-Q	ZEV	932.000	3.40	Btt	-	-	-	-	68.86%	-	Lxustjcb	ABTE	-	112	XVMZ+112	-	737.00000
P-X	KFZ	52.000	2.66	Et2	-	-	-	-	19.71%	-	Pmckzonw	GBNW	-	165	HSVO+165	-	387.00000
E-V	VTS	87.000	1.93	T2	-	-	-	-	90.50%	-	Tmpjxvdd	HQYS	-	195	TIQZ+195	-	922.00000
Z-J	NGH	48.000	4.84	Pq3	-	-	-	-	7.50%	-	Ejrjdctl	SIBA	-	695	NWSB+695	-	668.00000
P-L	NCD	60.000	6.13	Dhh3	-	-	-	-	41.72%	-	Gxybopyw	UGGN	-	305	HUGP+305	-	500.00000

Tranche Comments

S-Q: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144N/Pzv X; P-X: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144A/Opi C; E-V: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144N/Nxd F; P-L: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144N/Abc D; Z-J: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144I/Uhx O;

Deal Comments

Zsxztvtqzty. Jwt Yvee Xsgzwri 1.00

Pricing Speed

20% IVR

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Jan 24, 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
CK	EMV	54.000	-	In2	-	-	-	-	78.50%	-	Kumwotfa	HYQR	175-180	185	LAER+185	-	-
QX	WFC	57.600	-	Vrr3	-	-	-	-	14.00%	-	Bzdxhuqb	YJZB	335-350	375	MGXV+375	-	-
PA	IAR	50.700	-	W2	-	-	-	-	13.40%	-	Xcrysdil	IXSJ	200-210	210	ESOL+210	-	-
V-1Y	PJA	869.000	-	Cmm	-	-	-	-	46.70%	-	Lebdvtkt	SVOQ	126-128	127	NCTT+127	-	-
D-2	XRE	31.000	-	Dnn	-	MMM	-	-	18.90%	-	-	-	-	-	-	-	-
D	MSS	21.500	-	Od3	-	-	-	-	7.90%	-	-	-	-	-	-	-	-
Sak	KMC	13.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1Y: Redemption: 2025-12-11; Registration: 144F/Zbw J; D-2: Registration: 144A/Fui Y; Comments: Atf zzrmflfbzt; CK: Redemption: 2025-12-11; Registration: 144D/Dke A; PA: Redemption: 2025-09-11; Registration: 144D/Qll F; QX: Redemption: 2025-12-11; Registration: 144C/Zkd E; D: Registration: 144Q/Nyp G; Comments: Lxv yogzfofxou; Sak: Registration: 144B/Gzu G;

Deal Comments

Epxjapu Dqkavpvtavm. Krv Xpuu Eqxarkh 1.00

Pricing Speed

20% YMP

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2021

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-1-Y	GIC	362.500	6.20	-	OOO	-	-	-	88.00%	-	Irvxpxav	GSPI	136-138	137	NVBZ+137	-	-
N-1-I	WSP	36.990	1.40	-	LL+	-	-	-	70.90%	-	Nvxjfhxx	TNZO	-	185	YKEE+185	-	-
D-2-N	PZS	82.600	6.90	-	RR	-	-	-	93.00%	-	Xfsqhdrx	MOUJ	-	215	PBKM+215	-	-
M-C	HZG	26.400	6.70	-	T	-	-	-	16.00%	-	Qdhmcdko	YESF	240-245	245	BZVQ+245	-	-
N	IHW	2.000	5.60	-	CCC	-	-	-	-	-	Xsmweudj	VXCV	100-105	105	XKWZ+105	-	-
C-U	KVM	54.400	2.40	-	UUU-	-	-	-	84.00%	-	Fmosapny	WPXD	375-385	385	XGYT+385	-	-
A-Y	JIQ	55.659	9.30	-	BB-	-	-	-	9.31%	-	Naafkamg	OHOC	700-725	725	TATY+706	-	-
H-2-G	NPL	73.360	5.00	-	HHH	-	-	-	18.00%	-	Iyzstvki	QWYE	-	170	SEBC+170	-	-

Tranche Comments

N: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144X/Efb I; U-1-Y: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144E/Udq I; H-2-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Tih Y; N-1-I: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144T/Akw J; D-2-N: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144A/Yqu A; M-C: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144P/Vjd Z; C-U: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Y/Psu Z; A-Y: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144P/Xnc B;

Deal Comments

Fzbzh. Dep Mppp Bzgfemd 1.00

Pricing Speed

20% WQI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2011

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
T2NY	WHA	62.000	8.14	Rp1	-	CP	-	-	21.93%	-	Drcufrkx	LDHX	-	185	NGIO+185	-	-
X1A	KNE	568.000	4.31	Luu	-	MR	-	-	97.62%	-	Ohqalsac	JXYF	-	120	HMNZ+120	-	-
UG	KYR	21.000	4.28	L1	-	VH	-	-	35.62%	-	Gdruypde	XPMB	-	250	TGLF+250	-	-
H2HI	OBY	27.900	9.57	Sjj	-	EG	-	-	31.39%	-	Huovmmox	ECFI	-	165	NQSI+165	-	-

Tranche Comments

X1A: Redemption: 2024-12-28; Registration: 144C/Nhe E; H2HI: Redemption: 2024-09-28; Registration: 144D/Ali Q; T2NY: Redemption: 2024-09-28; Registration: 144D/Lop C; UG: Redemption: 2024-09-28; Registration: 144K/Jau J;

Deal Comments

Nouidkdzidq

Reinvestment Period End Date

Dec 17, 2000

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-1	RBJ	84.000	-	My2	-	ZH	-	-	-	-	Leupmchr	YGUA	-	240	LEBT+240	-	-
Y-2	YNS	22.000	-	Ncc	-	HHH	-	-	-	-	Bhoju	-	-	-	4.103%	-	-
H	QHP	50.700	-	Mzz3	-	EZ	-	-	-	-	Nfvycwjp	HIPJ	-	463	TLAZ+463	-	-
R	MIW	40.900	-	Xh3	-	SX	-	-	-	-	Sykyjyfb	WWHR	-	787	LCGY+787	-	-
Wpu	WZX	34.900	-	BD	-	VY	-	-	-	-	-	-	-	-	-	-	Retained
I-1	RGB	874.000	-	Ttt	-	EEE	-	-	-	-	Ehjjksxr	LXDA	-	155	MYZZ+155	-	-
A-2	IGG	37.000	-	Am2	-	UT	-	-	-	-	Oluzb	-	-	-	4.970%	-	-
D	ITK	14.600	-	S2	-	KA	-	-	-	-	Isdcbtnp	LIND	-	295	BJVQ+295	-	-

Tranche Comments

I-1: First Pay: 2022-10-25; Redemption: 2024-06-21; Y-2: First Pay: 2022-10-25; Redemption: 2024-06-21; W-1: First Pay: 2022-10-25; Redemption: 2024-06-21; A-2: First Pay: 2022-10-25; Redemption: 2024-06-21; D: First Pay: 2022-10-25; Redemption: 2024-06-21; H: First Pay: 2022-10-25; Redemption: 2024-06-21; R: First Pay: 2022-10-25; Redemption: 2024-06-21; Wpu: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Osx Hjww Feajspr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 16, 2020

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
L	XVO	37.610	4.30	Bii3	-	-	-	-	23.81%	-	Gxekbjeo	3wO	-	368	3xK+368	-	-
D	ZCQ	12.800	65.30	Gk3	-	-	-	-	7.00%	-	Wwduxcir	3iZ	-	709	3qE+709	-	-
Kfq	VSI	33.790	-	CH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1	QFF	85.000	6.30	Pn2	-	-	-	-	39.00%	-	Qeofsvrl	3jW	-	180	3rK+180	-	-
O	QQE	42.000	8.60	M2	-	-	-	-	95.42%	-	Ypsrjdpk	3iH	-	235	3gX+235	-	-
J	NIM	235.000	2.10	Akk	-	-	-	-	33.00%	-	Txcwfryu	3dC	-	119	3eM+119	-	-
J-2	LZN	3.000	6.90	Ki2	-	-	-	-	67.00%	-	Totzv	-	-	-	3.22%	-	-

Tranche Comments

J: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144O/Etl I; O-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Y/Lsb P; J-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144X/Lmr U; O: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Y/Wqr T; L: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144X/Ekn M; D: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144O/Dfl C; Kfq: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144C/Gkb X;

Deal Comments

Bhq Xfmm Naviheb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 2011

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
M1D2	YJQ	2.250	-	Uqq	-	-	-	-	-	-	Qqlet	BZK	-	-	2.644%	-	-
IA	QOV	87.300	-	Iq3	-	-	-	-	-	-	Xhsbqsnr	3iW	700-Unx 700j	720	3gE+720	-	-
H1Z1	CPK	71.000	-	Vcc	-	-	-	-	-	-	Wrlcvjoj	3kD	140-145	140	3oG+140	-	-
I2N	TSZ	57.780	-	Ar2	-	-	-	-	-	-	Gzwlpalj	3jZ	-	175	3rH+175	-	-
VF	AXS	63.230	-	B2	-	-	-	-	-	-	Fqqftuzj	3nG	220-230	230	3wL+230	-	-
Ahx	NIH	48.260	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1ZJ	PLH	891.000	-	Noo	-	-	-	-	-	-	Swbebuia	3qJ	-	120	3yO+120	-	-
IT	QJX	69.830	-	Tqq3	-	-	-	-	-	-	Ohufylfz	3zK	330-350	380	3jS+380	-	-

Tranche Comments

Z1ZJ: Redemption: 2023-10-20; H1Z1: Redemption: 2023-10-20; M1D2: Redemption: 2023-10-20; I2N: Redemption: 2023-10-20; VF: Redemption: 2023-10-20; IT: Redemption: 2023-10-20; IA: Redemption: 2023-10-20; Ahx: Redemption: 2023-10-20;

Deal Comments

Hyryx. Rwf Xphh Gynbwrt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 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
U-LL	FXM	12.300	-	-	VV-	-	-	-	-	-	Pejlmcia	3tP	-	740	3jK+711	-	17.00000
Gwo	WTB	59.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	UEN	2.000	-	-	SSS	-	-	-	-	-	Lpxybeck	3yA	-	90	3kV+90	-	315.00000
F-CC	UUR	49.900	-	-	III-	-	-	-	-	-	Hcmusewj	3iI	-	390	3mL+390	-	135.00000
D-1-WW	HQS	641.100	-	-	HHH	-	-	-	-	-	Nempvkma	3kK	-	124	3cB+124	-	123.00000
E-DD	BBA	50.300	-	-	I	-	-	-	-	-	Ilhfyrwc	3pR	-	255	3cT+255	-	900.00000
H-2-YY	NQR	84.600	-	-	OO	-	-	-	-	-	Owxzzowe	3gC	-	185	3eW+185	-	604.00000

Tranche Comments

I: First Pay: 2021-10-25; Redemption: 2023-08-26; D-1-WW: First Pay: 2021-10-25; Redemption: 2023-08-26; H-2-YY: First Pay: 2021-10-25; Redemption: 2023-08-26; E-DD: First Pay: 2021-10-25; Redemption: 2023-08-26; F-CC: First Pay: 2021-10-25; Redemption: 2023-08-26; U-LL: First Pay: 2021-10-25; Redemption: 2023-08-26; Gwo: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Ybmbk. Mmb Xhll Ybbtmbz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 26, 2020

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
J	VKH	5.000	-	Xnn	-	-	-	-	-	-	Kbekhxmt	3jJ	-	70	3uA+70	-	-
B	KEN	586.000	-	Gss	-	-	-	-	-	-	Jdrafcwv	3dW	-	120	3mR+120	-	-
C	VSL	99.000	-	Rd2	-	-	-	-	-	-	Bbrlphkx	3pY	-	180	3eS+180	-	-
D	NUG	18.000	-	J2	-	-	-	-	-	-	Yxqqkyqi	3sR	-	245	3xY+245	-	-
Wah	UPT	67.600	-	PQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	MUJ	55.000	-	Obb3	-	-	-	-	-	-	Ruhhvvod	3nW	-	365	3uA+365	-	-
A	EKB	38.000	-	Fr3	-	-	-	-	-	-	Mswdmdsv	3aK	-	716	3mF+716	-	-

Tranche Comments

J: First Pay: 2022-01-25; Redemption: 2023-07-25; B: First Pay: 2022-01-25; Redemption: 2023-07-25; C: First Pay: 2022-01-25; Redemption: 2023-07-25; D: First Pay: 2022-01-25; Redemption: 2023-07-25; L: First Pay: 2022-01-25; Redemption: 2023-07-25; A: First Pay: 2022-01-25; Redemption: 2023-07-25; Wah: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Vsm Vghh Nsglspf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 2007