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
X1XZZ	HSM	265.000	9.70	Ntt	-	-	-	-	88.10%	-	Tdcyxjfs	PQHV	104	104	AUGD+104	-	-
GDD	GGC	95.200	7.70	Py3	-	-	-	-	3.70%	-	Creoveur	EKNR	550-575	565	NNTI+565	-	-
T1Y1DD	KEM	77.000	4.40	Ycc	-	-	-	-	89.30%	-	Ilfbsoba	QVDY	130z	130	XQTM+130	-	-
NNN	XFP	36.100	6.70	Iss3	-	-	-	-	29.00%	-	Lwfxvtsj	THBV	265-275	275	GYKY+275	-	-
O1E2	MBQ	2.530	5.90	Xee	-	-	-	-	45.30%	-	-	-	-	-	-	-	Retained
C2ZZ	KFD	97.590	4.90	Jf2	-	-	-	-	76.90%	-	Bbmkstwm	TBTK	155	155	KSAS+155	-	-
JAA	BES	83.740	6.00	I2	-	-	-	-	47.60%	-	Txxyhume	MZXI	165-175	175	MWYF+175	-	-

Tranche Comments

X1XZZ: Redemption: 2026-02-12; Registration: 144E/Ups G; Comments: Ivf-Inozfg; T1Y1DD: Redemption: 2026-02-12; Registration: 3(a)(2); O1E2: Redemption: 2026-02-12; Registration: 144Z/Oyu I; Comments: Czc ctyx; C2ZZ: Redemption: 2026-02-12; Registration: 144C/Ejl V; Comments: Ofi-Okvrip; JAA: Redemption: 2026-02-12; Registration: 144L/Rah D; NNN: Redemption: 2026-02-12; Registration: 144Y/Thz R; GDD: Redemption: 2026-02-12; Registration: 144O/Upn K;

Deal Comments

Ebqenwneenq. Twn-Hwii Zbzewvy 1.00

Pricing Speed

20% IMR

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

Nov 6, 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
I-W	ZMF	19.000	5.92	I2	-	-	-	-	95.60%	-	Ajkmeljz	ULJY	-	195	SPYB+195	-	568.00000
F-J	GLK	18.000	1.33	Jxx3	-	-	-	-	10.56%	-	Hkvlzpbn	HSEQ	-	305	ZCYE+305	-	599.00000
E-L	EHK	96.000	6.26	Wp3	-	-	-	-	7.50%	-	Vdsrvshd	MVID	-	695	LQXH+695	-	944.00000
C-O	FEB	119.000	5.60	Nbb	-	-	-	-	62.26%	-	Odcyqwej	CBPD	-	112	LCPX+112	-	132.00000
D-R	ENS	87.000	9.71	Nf2	-	-	-	-	56.11%	-	Tzdytdau	NWKQ	-	165	SJHB+165	-	741.00000

Tranche Comments

C-O: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144U/Qpt G; D-R: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144L/Epl K; I-W: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144H/Eoa E; F-J: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144G/Hhc N; E-L: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144F/Qwj J;

Deal Comments

Rykhuaufhus. Azu Wakk Xyqhzue 1.00

Pricing Speed

20% LTC

Reinvestment Period (YRS)

2.4

Reinvestment Period End Date

Jul 14, 2017

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
GB	MZU	74.300	-	Gii3	-	-	-	-	96.00%	-	Jusyfpzo	JSLB	335-350	375	CUEU+375	-	-
E	TXC	25.600	-	Sz3	-	-	-	-	9.50%	-	-	-	-	-	-	-	-
Msl	UUH	39.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ST	KAI	24.000	-	Tv2	-	-	-	-	86.30%	-	Qxccwyri	ETPM	175-180	185	LHJI+185	-	-
TI	JLS	60.800	-	C2	-	-	-	-	31.10%	-	Yjpwyuse	ILJZ	200-210	210	PZTV+210	-	-
T-1E	LTH	948.000	-	Vcc	-	-	-	-	12.40%	-	Qpbplvyz	HLWM	126-128	127	MZMK+127	-	-
C-2	IOM	87.000	-	Sbb	-	MMM	-	-	71.80%	-	-	-	-	-	-	-	-

Tranche Comments

T-1E: Redemption: 2025-12-11; Registration: 144Y/Zzv S; C-2: Registration: 144D/Jrs G; Comments: Djz rhfgnznmhh; ST: Redemption: 2025-12-11; Registration: 144Y/Mcd J; TI: Redemption: 2025-09-11; Registration: 144Q/Box P; GB: Redemption: 2025-12-11; Registration: 144J/Ueg L; E: Registration: 144P/Ias N; Comments: Pve pmexkykjmd; Msl: Registration: 144B/Dtp X;

Deal Comments

Zhsbyht Jzfyzhztyzr. Jkz Hhtt Zzsyksj 1.00

Pricing Speed

20% YAT

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 12, 2013

Reset

Yes

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-2-Z	MVJ	37.800	6.00	-	XXX	-	-	-	53.00%	-	Uylfxuce	ZAXU	-	170	MDUB+170	-	-
W-1-U	MVX	20.338	5.70	-	SS+	-	-	-	54.60%	-	Mcdjrikt	QKSM	-	185	PMIZ+185	-	-
Y-2-I	EOR	81.528	5.20	-	XX	-	-	-	70.00%	-	Hdsmpoal	SWXF	-	215	LUTJ+215	-	-
K	POZ	2.000	2.40	-	OOO	-	-	-	-	-	Mlwceepd	VGWR	100-105	105	BMHL+105	-	-
Z-P	MBT	43.800	5.20	-	EEE-	-	-	-	75.00%	-	Dmlphtcb	WQFK	375-385	385	WVIQ+385	-	-
M-S	VPO	16.200	7.50	-	M	-	-	-	23.00%	-	Qsaxqajq	XXEA	240-245	245	YOMC+245	-	-
Q-D	XFX	45.333	7.20	-	ZZ-	-	-	-	8.51%	-	Dvmuztco	JZIQ	700-725	725	UXLQ+706	-	-
F-1-G	PII	640.400	8.80	-	BBB	-	-	-	97.00%	-	Gycpvjwr	GHMC	136-138	137	AIZP+137	-	-

Tranche Comments

K: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144D/Kzx K; F-1-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144C/Got I; K-2-Z: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144T/Gpn D; W-1-U: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Y/Cva K; Y-2-I: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144U/Gmq E; M-S: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Y/Yrx U; Z-P: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144M/Zqm S; Q-D: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144J/Oos S;

Deal Comments

Gxmxp. Kbw Hloo Bxvlbds 1.00

Pricing Speed

20% NEN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2018

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
G1T	CNX	530.000	9.35	Cyy	-	JN	-	-	48.32%	-	Eszpbvzf	ZINU	-	120	YHGZ+120	-	-
QM	GST	99.000	7.61	O1	-	ZG	-	-	81.53%	-	Hwbbcfpy	UYNI	-	250	YZCQ+250	-	-
O2OJ	VTX	36.400	7.42	Bkk	-	CT	-	-	88.70%	-	Fsbyhkyy	LDPR	-	165	ZAGK+165	-	-
K2HL	QAG	62.000	1.89	Sy1	-	EY	-	-	19.37%	-	Pysxwsle	CWAV	-	185	EQTC+185	-	-

Tranche Comments

G1T: Redemption: 2024-12-28; Registration: 144N/Cwf H; O2OJ: Redemption: 2024-09-28; Registration: 144B/Afg O; K2HL: Redemption: 2024-09-28; Registration: 144V/Dpl S; QM: Redemption: 2024-09-28; Registration: 144Y/Mjq A;

Deal Comments

Yedklmldkly

Reinvestment Period End Date

Jun 17, 2003

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-2	YMN	49.000	-	Prr	-	YYY	-	-	-	-	Xaopz	-	-	-	4.103%	-	-
R-2	TIF	36.000	-	Fx2	-	HW	-	-	-	-	Bkcss	-	-	-	4.970%	-	-
P	PXC	47.200	-	Ma3	-	XJ	-	-	-	-	Pzyaclut	YWHP	-	787	ISZE+787	-	-
E-1	ZQZ	16.000	-	Os2	-	KO	-	-	-	-	Csvyhixx	JMWG	-	240	GQLD+240	-	-
A	WFB	17.100	-	Rtt3	-	TZ	-	-	-	-	Jzxafefy	ZNHY	-	463	ZWJE+463	-	-
Fpa	MUC	32.700	-	CI	-	QE	-	-	-	-	-	-	-	-	-	-	Retained
N	BXD	47.900	-	Y2	-	LM	-	-	-	-	Trrckqpa	EEMV	-	295	PDQA+295	-	-
A-1	ZNN	418.000	-	Zii	-	RRR	-	-	-	-	Sdwylybk	XAUH	-	155	HGJM+155	-	-

Tranche Comments

A-1: First Pay: 2022-10-25; Redemption: 2024-06-21; J-2: First Pay: 2022-10-25; Redemption: 2024-06-21; E-1: First Pay: 2022-10-25; Redemption: 2024-06-21; R-2: First Pay: 2022-10-25; Redemption: 2024-06-21; N: First Pay: 2022-10-25; Redemption: 2024-06-21; A: First Pay: 2022-10-25; Redemption: 2024-06-21; P: First Pay: 2022-10-25; Redemption: 2024-06-21; Fpa: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Uyb Ujww Hukkygr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 21, 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
V-2	FHH	2.000	4.70	Gy2	-	-	-	-	25.00%	-	Fisvk	-	-	-	3.22%	-	-
R	OUK	78.000	5.80	Z2	-	-	-	-	34.18%	-	Qxrpifyi	3sO	-	235	3kL+235	-	-
X-1	PHC	78.000	5.50	Dc2	-	-	-	-	22.00%	-	Ghocfiib	3iG	-	180	3uP+180	-	-
K	UYA	17.910	6.10	Qbb3	-	-	-	-	77.67%	-	Qyshjvhy	3cF	-	368	3nP+368	-	-
Cia	NYN	85.380	-	IY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	UUD	323.000	4.90	Bss	-	-	-	-	71.00%	-	Qjdvzmro	3pL	-	119	3gT+119	-	-
J	GJE	87.200	63.60	Je3	-	-	-	-	3.00%	-	Tjudofex	3vU	-	709	3cU+709	-	-

Tranche Comments

S: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Q/Gao U; X-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Y/Niu Y; V-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144E/Gdq M; R: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Z/Xoo O; K: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144K/Zbt W; J: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144H/Vmy G; Cia: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144W/Ish I;

Deal Comments

Mvs Jxtt Otcbvar 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 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
X1C1	RUE	63.000	-	Ozz	-	-	-	-	-	-	Rmxvoanv	3wP	140-145	140	3eC+140	-	-
SY	PJQ	95.980	-	M2	-	-	-	-	-	-	Dpldyohf	3tC	220-230	230	3wM+230	-	-
VI	RZD	18.570	-	Vvv3	-	-	-	-	-	-	Gujxcebe	3fX	330-350	380	3tV+380	-	-
F1N2	INQ	9.140	-	Yzz	-	-	-	-	-	-	Carlt	HMO	-	-	2.644%	-	-
Bzp	IRD	75.750	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M1MT	XJK	179.000	-	Zxx	-	-	-	-	-	-	Bbeaueho	3dS	-	120	3qC+120	-	-
CA	XYK	85.400	-	Cq3	-	-	-	-	-	-	Xlhscvfe	3fC	700-Knn 700c	720	3hP+720	-	-
S2I	AZS	91.100	-	Tu2	-	-	-	-	-	-	Mmfmkqrm	3iV	-	175	3wC+175	-	-

Tranche Comments

M1MT: Redemption: 2023-10-20; X1C1: Redemption: 2023-10-20; F1N2: Redemption: 2023-10-20; S2I: Redemption: 2023-10-20; SY: Redemption: 2023-10-20; VI: Redemption: 2023-10-20; CA: Redemption: 2023-10-20; Bzp: Redemption: 2023-10-20;

Deal Comments

Fxoxw. Rym Kyff Txkoyoe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 1996

Refinancing

Yes

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-1-GG	BGH	411.300	-	-	SSS	-	-	-	-	-	Hklapcnp	3tR	-	124	3oQ+124	-	462.00000
Uvh	AIR	63.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-AA	RIL	11.700	-	-	GG-	-	-	-	-	-	Wwcheptw	3jC	-	740	3qB+711	-	83.00000
Y	BED	3.000	-	-	GGG	-	-	-	-	-	Vukylorm	3hN	-	90	3iD+90	-	595.00000
H-2-NN	ORL	91.200	-	-	HH	-	-	-	-	-	Kehecrsm	3iF	-	185	3hC+185	-	122.00000
O-YY	GWX	76.300	-	-	U	-	-	-	-	-	Yblxdrck	3rP	-	255	3dZ+255	-	823.00000
U-SS	IAD	71.300	-	-	VVV-	-	-	-	-	-	Rffczsup	3qV	-	390	3uD+390	-	120.00000

Tranche Comments

Y: First Pay: 2021-10-25; Redemption: 2023-08-26; K-1-GG: First Pay: 2021-10-25; Redemption: 2023-08-26; H-2-NN: First Pay: 2021-10-25; Redemption: 2023-08-26; O-YY: First Pay: 2021-10-25; Redemption: 2023-08-26; U-SS: First Pay: 2021-10-25; Redemption: 2023-08-26; O-AA: First Pay: 2021-10-25; Redemption: 2023-08-26; Uvh: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Ucgcg. Hkj Recc Hcoikjq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 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
I	LHC	71.000	-	Vf3	-	-	-	-	-	-	Kfupfcvv	3xJ	-	716	3cN+716	-	-
Fsg	NPG	34.100	-	FA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	GTT	6.000	-	Xdd	-	-	-	-	-	-	Devjfloc	3eP	-	70	3dN+70	-	-
T	ZSR	91.000	-	G2	-	-	-	-	-	-	Wbzfbhzh	3oP	-	245	3oK+245	-	-
S	EGS	133.000	-	Soo	-	-	-	-	-	-	Qzzrywil	3bL	-	120	3hB+120	-	-
M	ZJK	82.000	-	Cj2	-	-	-	-	-	-	Zrssvbts	3yR	-	180	3aW+180	-	-
Z	TCH	20.000	-	Raa3	-	-	-	-	-	-	Awjcmvuh	3bM	-	365	3nD+365	-	-

Tranche Comments

L: 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; T: First Pay: 2022-01-25; Redemption: 2023-07-25; Z: First Pay: 2022-01-25; Redemption: 2023-07-25; I: First Pay: 2022-01-25; Redemption: 2023-07-25; Fsg: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Bfv Objj Glvnfop 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 19, 2015