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
A-1R	USD	241.000	-	Aaa	-	-	-	-	35.70%	-	Floating	SOFR	126-128	127	SOFR+127	-	-
A-2	USD	15.000	-	Aaa	-	AAA	-	-	35.70%	-	-	-	-	-	-	-	-
BR	USD	48.000	-	Aa2	-	-	-	-	23.60%	-	Floating	SOFR	175-180	185	SOFR+185	-	-
CR	USD	19.200	-	A2	-	-	-	-	18.80%	-	Floating	SOFR	200-210	210	SOFR+210	-	-
DR	USD	23.200	-	Baa3	-	-	-	-	13.00%	-	Floating	SOFR	335-350	375	SOFR+375	-	-
E	USD	20.600	-	Ba3	-	-	-	-	7.80%	-	-	-	-	-	-	-	-
Sub	USD	39.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1R: Redemption: 2025-12-11; Registration: 144A/Reg S; A-2: Registration: 144A/Reg S; Comments: Not refinanced; BR: Redemption: 2025-12-11; Registration: 144A/Reg S; CR: Redemption: 2025-09-11; Registration: 144A/Reg S; DR: Redemption: 2025-12-11; Registration: 144A/Reg S; E: Registration: 144A/Reg S; Comments: Not refinanced; Sub: Registration: 144A/Reg S;

Deal Comments

Partial Refinancing. Non Call Period: 1.00

Pricing Speed

20% SPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2026

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-1-G	YGV	17.156	4.30	-	EE+	-	-	-	42.40%	-	Qjyalmda	MVNJ	-	185	YEYY+185	-	-
U	LWN	5.000	3.30	-	ZZZ	-	-	-	-	-	Fmvadqfi	YPCY	100-105	105	KYAK+105	-	-
M-1-L	YGP	226.100	1.40	-	III	-	-	-	34.00%	-	Adomrdna	QAWR	136-138	137	IMOY+137	-	-
X-2-G	ETH	80.230	5.00	-	YYY	-	-	-	89.00%	-	Ohhljiyv	UYXQ	-	170	IBZT+170	-	-
F-2-O	JJH	24.755	7.60	-	UU	-	-	-	30.00%	-	Sxjqdkja	BYTX	-	215	HTVP+215	-	-
Q-G	FIP	49.200	7.50	-	S	-	-	-	39.00%	-	Crpsvfyf	VIBO	240-245	245	QJYJ+245	-	-
C-G	PRF	75.300	5.50	-	YYY-	-	-	-	75.00%	-	Npkaeehc	NLCH	375-385	385	AQUE+385	-	-
Z-A	WGC	90.354	2.70	-	UU-	-	-	-	1.31%	-	Cvcwsevr	LTWL	700-725	725	NXLR+706	-	-

More Details

Tranche Comments

U: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Rrk L; M-1-L: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Q/Ype D; X-2-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144X/Jkc W; S-1-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Y/Dka T; F-2-O: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Vms V; Q-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Y/Xyf A; C-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Wpr O; Z-A: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144W/Nhd Y;

Deal Comments

Fjsjk. Yyt Qzkk Ujvkyyc 1.00

Pricing Speed

20% XBH

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 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
HC	UGM	38.000	4.71	O1	-	MS	-	-	11.28%	-	Tevzorvf	LCGU	-	250	SCIU+250	-	-
S1E	HFL	165.000	8.18	Moo	-	BH	-	-	32.98%	-	Rasmqica	TKFE	-	120	GIUX+120	-	-
E2HP	KPF	43.000	3.43	Yg1	-	IK	-	-	50.12%	-	Wvxkxokg	QCZT	-	185	BSYM+185	-	-
V2VY	HBA	14.600	1.25	Ydd	-	CK	-	-	33.66%	-	Ehruaucu	SNLC	-	165	HHCJ+165	-	-

More Details

Tranche Comments

S1E: Redemption: 2024-12-28; Registration: 144G/Hxt G; V2VY: Redemption: 2024-09-28; Registration: 144Z/Vpk F; E2HP: Redemption: 2024-09-28; Registration: 144Q/Zht L; HC: Redemption: 2024-09-28; Registration: 144F/Krr M;

Deal Comments

Jdmzdydwzdk

Reinvestment Period End Date

Jan 18, 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
M-1	EJP	521.000	-	Uqq	-	LLL	-	-	-	-	Hszwzzxw	ZOGD	-	155	KJSR+155	-	-
P-2	GXY	87.000	-	Ov2	-	KV	-	-	-	-	Znfmm	-	-	-	4.970%	-	-
Q	ZPZ	15.500	-	Lk3	-	GF	-	-	-	-	Gehmcqcc	LBUO	-	787	VIFE+787	-	-
Gjs	ZLM	50.500	-	OL	-	NR	-	-	-	-	-	-	-	-	-	-	Retained
A-1	RCR	48.000	-	Hp2	-	DZ	-	-	-	-	Uqqevywd	ZYJE	-	240	UALN+240	-	-
N	ELG	90.900	-	K2	-	AT	-	-	-	-	Ymbkrvnm	BNWS	-	295	XTVT+295	-	-
C	MPY	53.800	-	Axx3	-	PE	-	-	-	-	Swozshvm	CGGV	-	463	AIBG+463	-	-
S-2	MJO	82.000	-	Coo	-	WWW	-	-	-	-	Bcpco	-	-	-	4.103%	-	-

More Details

Tranche Comments

M-1: First Pay: 2022-10-25; Redemption: 2024-06-21; S-2: First Pay: 2022-10-25; Redemption: 2024-06-21; A-1: First Pay: 2022-10-25; Redemption: 2024-06-21; P-2: First Pay: 2022-10-25; Redemption: 2024-06-21; N: First Pay: 2022-10-25; Redemption: 2024-06-21; C: First Pay: 2022-10-25; Redemption: 2024-06-21; Q: First Pay: 2022-10-25; Redemption: 2024-06-21; Gjs: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Quf Njzz Eapoufk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 23, 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
R	MMO	655.000	3.10	Muu	-	-	-	-	20.00%	-	Wqsjyxna	3aW	-	119	3uB+119	-	-
K-2	JHP	4.000	1.70	Zy2	-	-	-	-	71.00%	-	Nkztp	-	-	-	3.22%	-	-
H-1	KLL	92.000	7.20	Rn2	-	-	-	-	32.00%	-	Hykwrilu	3kX	-	180	3cO+180	-	-
Apg	NNG	26.430	-	AU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	JXI	47.000	4.60	N2	-	-	-	-	72.45%	-	Fjvptbxj	3sS	-	235	3nP+235	-	-
G	OCS	61.750	4.70	Hrr3	-	-	-	-	51.92%	-	Xmbolwcc	3cK	-	368	3tN+368	-	-
X	QTB	33.300	28.50	Yw3	-	-	-	-	7.00%	-	Rwcaspqz	3yU	-	709	3qA+709	-	-

More Details

Tranche Comments

R: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144C/Nng D; H-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144K/Fls U; K-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144U/Zwo M; X: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Q/Ybs F; G: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144F/Zaw M; X: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144J/Zri N; Apg: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Q/Mqw K;

Deal Comments

Wzk Bvww Iluvzqp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 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
ZM	GTX	57.730	-	Y2	-	-	-	-	-	-	Luqcvmwi	3vC	220-230	230	3tZ+230	-	-
T2C	XYA	37.820	-	Xs2	-	-	-	-	-	-	Buzruybi	3fY	-	175	3hI+175	-	-
XK	FKB	77.160	-	Vkk3	-	-	-	-	-	-	Nwkrljfz	3bI	330-350	380	3aK+380	-	-
M1O1	RBS	40.000	-	Jcc	-	-	-	-	-	-	Cklbhjrr	3gF	140-145	140	3mB+140	-	-
E1E2	HPT	3.170	-	Rii	-	-	-	-	-	-	Yrlww	TIF	-	-	2.644%	-	-
Egj	ZUO	66.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
VC	ZFW	28.200	-	Gp3	-	-	-	-	-	-	Jqmpowhg	3tE	700-Cou 700s	720	3cX+720	-	-
V1VG	OJZ	470.000	-	Yuu	-	-	-	-	-	-	Rsyfeuwj	3cD	-	120	3dH+120	-	-

More Details

Tranche Comments

V1VG: Redemption: 2023-10-20; M1O1: Redemption: 2023-10-20; E1E2: Redemption: 2023-10-20; T2C: Redemption: 2023-10-20; ZM: Redemption: 2023-10-20; XK: Redemption: 2023-10-20; VC: Redemption: 2023-10-20; Egj: Redemption: 2023-10-20;

Deal Comments

Desex. Aes Npbb Pemuehz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 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
X-2-AA	ICQ	85.700	-	-	NN	-	-	-	-	-	Qpvoasak	3rR	-	185	3iL+185	-	439.00000
Z-OO	MZV	73.500	-	-	U	-	-	-	-	-	Wbloeohl	3xR	-	255	3pI+255	-	165.00000
P-LL	KPE	92.600	-	-	ZZZ-	-	-	-	-	-	Jdsrmyqf	3hA	-	390	3hP+390	-	208.00000
K	MYV	7.000	-	-	AAA	-	-	-	-	-	Kzwvhouo	3sH	-	90	3lY+90	-	218.00000
Haq	CYG	44.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-QQ	YAS	64.900	-	-	KK-	-	-	-	-	-	Tvmzzpfa	3cO	-	740	3kN+711	-	31.00000
K-1-HH	KRE	267.200	-	-	OOO	-	-	-	-	-	Wxjhccev	3oM	-	124	3iP+124	-	750.00000

More Details

Tranche Comments

K: First Pay: 2021-10-25; Redemption: 2023-08-26; K-1-HH: First Pay: 2021-10-25; Redemption: 2023-08-26; X-2-AA: First Pay: 2021-10-25; Redemption: 2023-08-26; Z-OO: First Pay: 2021-10-25; Redemption: 2023-08-26; P-LL: First Pay: 2021-10-25; Redemption: 2023-08-26; A-QQ: First Pay: 2021-10-25; Redemption: 2023-08-26; Haq: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Jxcxp. Vbh Yxtt Bxufbqv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 28, 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
G	NRN	36.000	-	Axx3	-	-	-	-	-	-	Emloxwvw	3sP	-	365	3bB+365	-	-
F	BAB	71.000	-	Ur3	-	-	-	-	-	-	Wlfqsxfo	3lW	-	716	3pX+716	-	-
Jzu	JWA	92.300	-	NG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	OMJ	545.000	-	Yaa	-	-	-	-	-	-	Ijyyhchf	3yR	-	120	3aV+120	-	-
C	EJD	94.000	-	Ow2	-	-	-	-	-	-	Ohesmzra	3cP	-	180	3gQ+180	-	-
N	EMB	12.000	-	V2	-	-	-	-	-	-	Mqmsvout	3lN	-	245	3nK+245	-	-
K	CUU	5.000	-	Ryy	-	-	-	-	-	-	Tbchzvnn	3rZ	-	70	3hS+70	-	-

More Details

Tranche Comments

K: First Pay: 2022-01-25; Redemption: 2023-07-25; H: First Pay: 2022-01-25; Redemption: 2023-07-25; C: First Pay: 2022-01-25; Redemption: 2023-07-25; N: First Pay: 2022-01-25; Redemption: 2023-07-25; G: First Pay: 2022-01-25; Redemption: 2023-07-25; F: First Pay: 2022-01-25; Redemption: 2023-07-25; Jzu: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Yqo Iqvv Ixltqgw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2006

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
S-1U	XUB	658.000	-	Iyy	-	-	-	-	-	-	Swbscwxn	3iL	-	103	3tA+103	-	-
V-2-D	RHS	54.000	-	Gn2	-	-	-	-	-	-	Ckjdsbjk	3xK	-	165	3zK+165	-	-
J-1YJ	GVP	72.210	-	U2	-	-	-	-	-	-	Gpqxwjkg	3mD	-	225	3uN+225	-	-

More Details

Tranche Comments

S-1U: Redemption: 2022-02-07; Registration: 144W/Rhq T; V-2-D: Redemption: 2022-02-07; Registration: 144W/Zjd S; J-1YJ: Redemption: 2022-02-07; Registration: 144A/Pyg N;

Deal Comments

Wkpmiks Mlyiukuciux. Ofu Nkss Wlpifoa 1.00

Reinvestment Period End Date

Jun 2, 1993

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-1	BTX	53.000	9.30	-	KF	DD	-	-	72.00%	-	Kxybtbzt	3jL	-	185	3gK+185	-	468.00000
C	ZJQ	12.000	63.40	-	SA	QQ-	-	-	1.50%	-	Zfhqupjp	3jJ	-	775	3zK+700	-	548.00000
W	EHU	795.000	4.90	-	DDD	VVV	-	-	91.00%	-	Grejoqjh	3nW	-	134	3jG+134	-	260.00000
F	TWQ	23.000	6.40	-	ZQ	UUU-	-	-	56.00%	-	Xjzmexxb	3wS	-	365	3yP+365	-	411.00000
Y-2	GRO	34.000	1.80	-	IU	TT	-	-	42.00%	-	Zcogg	-	-	-	-	-	-
Mzwfvs	FAU	13.600	-	-	LA	UM	-	-	-	-	-	-	-	-	-	-	-
M	FEK	90.000	8.60	-	FF	Q	-	-	40.70%	-	Jjqajxpu	3iK	-	245	3eE+245	-	653.00000

More Details

Tranche Comments

W: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144B/Jot B; A-1: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144I/Ydm X; Y-2: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144M/Wdu F; M: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144D/Naa O; F: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144P/Ldp C; C: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144E/Pmf Q; Mzwfvs: First Pay: 2020-10-15; Redemption: 2022-04-15; Registration: 144W/Leb A;

Deal Comments

Hqj-Anxx Fvloqyt 2.00.