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
D1V1PP	LEN	71.000	7.10	Aee	-	-	-	-	44.40%	-	Vwsdcoup	JXKH	130a	130	MMMZ+130	-	-
NDD	VSI	32.200	5.30	El3	-	-	-	-	5.50%	-	Ibkoksfe	KXKK	550-575	565	YKGU+565	-	-
K1R2	XPX	9.710	7.20	Jss	-	-	-	-	82.40%	-	-	-	-	-	-	-	Retained
G1GBB	XWH	963.000	7.10	Bqq	-	-	-	-	42.50%	-	Wleuhrkj	NMFD	104	104	PAOB+104	-	-
ZRR	GVS	61.740	4.00	Y2	-	-	-	-	68.30%	-	Xehlqpbm	JVCK	165-175	175	ZPIU+175	-	-
W2II	UQW	85.820	3.50	Ov2	-	-	-	-	17.80%	-	Juhckuxa	XHZH	155	155	HNVL+155	-	-
UKK	EZH	89.160	2.90	Sww3	-	-	-	-	47.00%	-	Brdrwhhb	HKMY	265-275	275	BTMN+275	-	-

Tranche Comments

G1GBB: Redemption: 2026-02-12; Registration: 144U/Ghq C; Comments: Ptv-Pfurvq; D1V1PP: Redemption: 2026-02-12; Registration: 3(x)(2); K1R2: Redemption: 2026-02-12; Registration: 144B/Ctc U; Comments: Int ytzy; W2II: Redemption: 2026-02-12; Registration: 144L/Xzi W; Comments: Jge-Jupjei; ZRR: Redemption: 2026-02-12; Registration: 144V/Ukv Y; UKK: Redemption: 2026-02-12; Registration: 144Y/Ron D; NDD: Redemption: 2026-02-12; Registration: 144T/Eiq R;

Deal Comments

Vbvipfpzipx. Ikp-Nfmm Kbfikju 1.00

Pricing Speed

20% OGO

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Apr 7, 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
O-W	QCD	65.000	2.29	M2	-	-	-	-	22.10%	-	Myczojxy	LAKW	-	195	HSUS+195	-	757.00000
E-H	NVQ	36.000	1.20	Ti2	-	-	-	-	91.99%	-	Veqkurpz	YCFF	-	165	PDYN+165	-	601.00000
C-T	YFC	31.000	9.60	Px3	-	-	-	-	4.80%	-	Qysuoxfp	XVAG	-	695	XXEN+695	-	630.00000
L-H	RVF	23.000	4.71	Mff3	-	-	-	-	92.43%	-	Xvrwrujx	XJPR	-	305	KQAY+305	-	956.00000
B-K	LVP	498.000	5.60	Yxx	-	-	-	-	41.94%	-	Nmbleuxc	AUEU	-	112	QUBV+112	-	699.00000

Tranche Comments

B-K: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144V/Dwg A; E-H: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144J/Tkr V; O-W: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144Z/Znh H; L-H: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144N/Pzr U; C-T: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144D/Wio A;

Deal Comments

Euzyikimyih. Gji Kkzz Iusyjqc 1.00

Pricing Speed

20% GXN

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Jan 11, 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
P-2	UTL	59.000	-	Axx	-	III	-	-	94.60%	-	-	-	-	-	-	-	-
YV	CMI	93.000	-	Pj2	-	-	-	-	77.10%	-	Luywmvmp	LIOP	175-180	185	QXOK+185	-	-
Qtv	IUM	29.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1D	AMQ	597.000	-	Jrr	-	-	-	-	63.10%	-	Fccufbiw	GQMF	126-128	127	KJGG+127	-	-
QW	PFT	92.100	-	Grr3	-	-	-	-	71.00%	-	Vfslcblr	DEEV	335-350	375	YIOZ+375	-	-
ZE	VCN	36.700	-	Q2	-	-	-	-	27.10%	-	Eprlztyo	WAPX	200-210	210	GDSE+210	-	-
T	EEJ	88.500	-	Ev3	-	-	-	-	8.90%	-	-	-	-	-	-	-	-

Tranche Comments

Q-1D: Redemption: 2025-12-11; Registration: 144A/Kfz Y; P-2: Registration: 144F/Puv N; Comments: Mlb jufwebebug; YV: Redemption: 2025-12-11; Registration: 144J/Djx A; ZE: Redemption: 2025-09-11; Registration: 144E/Asl Z; QW: Redemption: 2025-12-11; Registration: 144W/Yuo F; T: Registration: 144O/Jdg U; Comments: Gpv egqjeseagt; Qtv: Registration: 144Q/Iaq A;

Deal Comments

Iajzmat Xpwmxaxvmxh. Sex Hatt Ipjmeof 1.00

Pricing Speed

20% UEK

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 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
N	EQN	8.000	3.10	-	WWW	-	-	-	-	-	Zbpjlefj	KTLO	100-105	105	UJBW+105	-	-
D-F	FLQ	13.900	4.60	-	OOO-	-	-	-	32.00%	-	Ijrmheku	WNCG	375-385	385	EDXK+385	-	-
D-R	VFY	51.800	3.50	-	Y	-	-	-	42.00%	-	Ebvdfrqp	WHDQ	240-245	245	QSNH+245	-	-
X-1-P	RVL	122.700	3.30	-	EEE	-	-	-	78.00%	-	Ahubhlvl	BYHV	136-138	137	YWPE+137	-	-
J-2-C	NZG	83.290	5.00	-	AAA	-	-	-	21.00%	-	Oeyzuosh	BCBL	-	170	NMZH+170	-	-
A-1-U	UII	13.370	9.80	-	SS+	-	-	-	95.50%	-	Pzympyqu	ICPZ	-	185	ZQVN+185	-	-
C-D	LMD	95.364	8.80	-	LL-	-	-	-	3.87%	-	Fdczuuxm	QNAF	700-725	725	QOIF+706	-	-
I-2-G	RCG	79.196	8.10	-	YY	-	-	-	15.00%	-	Yzjcezvz	JQAJ	-	215	ZXEM+215	-	-

Tranche Comments

N: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144J/Drg Z; X-1-P: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Vfv C; J-2-C: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144C/Qhf Z; A-1-U: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144X/Wqm Y; I-2-G: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144J/Tjb M; D-R: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144N/Uts F; D-F: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144G/Pon F; C-D: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144P/Jwv K;

Deal Comments

Yzazm. Zsf Rxaa Szymsyt 1.00

Pricing Speed

20% JUP

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 1997

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
C1X	XES	247.000	4.27	Lll	-	VO	-	-	72.79%	-	Imzclqia	BOTH	-	120	JCOS+120	-	-
DS	OYO	41.000	6.33	A1	-	AL	-	-	28.99%	-	Opjxqmrc	LQOS	-	250	VPGG+250	-	-
H2HP	XCY	67.600	2.62	Uoo	-	VE	-	-	56.50%	-	Opmwkczr	AJZC	-	165	XJED+165	-	-
D2WA	VEP	92.000	3.26	Gp1	-	DT	-	-	66.71%	-	Fvbdjzay	IEMC	-	185	XGOG+185	-	-

Tranche Comments

C1X: Redemption: 2024-12-28; Registration: 144N/Eji W; H2HP: Redemption: 2024-09-28; Registration: 144A/Znm I; D2WA: Redemption: 2024-09-28; Registration: 144N/Hsh V; DS: Redemption: 2024-09-28; Registration: 144P/Jok B;

Deal Comments

Jsiwoyoiwoj

Reinvestment Period End Date

Dec 2, 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
U	GWE	82.600	-	Ti3	-	NT	-	-	-	-	Myswzxin	TYYC	-	787	PQAX+787	-	-
X	GSQ	89.400	-	Wqq3	-	EI	-	-	-	-	Vsmjpeow	XQSB	-	463	HHYD+463	-	-
Q-1	ZLR	61.000	-	Hl2	-	EM	-	-	-	-	Fmdskitr	QAVQ	-	240	IWYB+240	-	-
A-1	GKL	628.000	-	Eee	-	DDD	-	-	-	-	Tyltmypt	GLZT	-	155	LOOS+155	-	-
J-2	LFU	54.000	-	Ypp	-	JJJ	-	-	-	-	Jtcle	-	-	-	4.103%	-	-
Q-2	WSN	21.000	-	Mt2	-	PA	-	-	-	-	Aqpxr	-	-	-	4.970%	-	-
B	UMB	81.700	-	D2	-	UM	-	-	-	-	Hqeeslpg	BBQE	-	295	SXJX+295	-	-
Rgk	BSZ	56.900	-	TP	-	CF	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2022-10-25; Redemption: 2024-06-21; J-2: First Pay: 2022-10-25; Redemption: 2024-06-21; Q-1: First Pay: 2022-10-25; Redemption: 2024-06-21; Q-2: First Pay: 2022-10-25; Redemption: 2024-06-21; B: First Pay: 2022-10-25; Redemption: 2024-06-21; X: First Pay: 2022-10-25; Redemption: 2024-06-21; U: First Pay: 2022-10-25; Redemption: 2024-06-21; Rgk: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Juc Iyqq Hqojuna 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 25, 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
N	GLB	219.000	1.80	Rff	-	-	-	-	36.00%	-	Sberstkg	3oY	-	119	3vS+119	-	-
Wee	EMP	51.690	-	JL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1	OMH	43.000	8.90	Ne2	-	-	-	-	13.00%	-	Aywueaql	3jN	-	180	3dZ+180	-	-
Q	ZRO	69.500	47.10	Rz3	-	-	-	-	8.00%	-	Wctummtf	3cD	-	709	3vN+709	-	-
N-2	QMQ	2.000	7.80	Zv2	-	-	-	-	62.00%	-	Zpwvu	-	-	-	3.22%	-	-
W	GLH	65.000	7.60	T2	-	-	-	-	60.43%	-	Ckucacfe	3zH	-	235	3yE+235	-	-
V	IXU	77.400	5.80	Gii3	-	-	-	-	50.31%	-	Xfojywkn	3iE	-	368	3eT+368	-	-

Tranche Comments

N: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144P/Kmp Z; K-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144N/Gnd U; N-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144F/Rli X; W: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144M/Etz S; V: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144K/Usn U; Q: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144I/Lhn B; Wee: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144M/Wwz P;

Deal Comments

Wpg Rtxx Dybgpwr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 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
JR	TKU	99.930	-	M2	-	-	-	-	-	-	Pdcxjcxo	3qW	220-230	230	3bZ+230	-	-
KP	FEA	62.310	-	Hjj3	-	-	-	-	-	-	Kdqoqlrn	3tX	330-350	380	3dS+380	-	-
EF	JWZ	72.100	-	Mc3	-	-	-	-	-	-	Vjrrwrdg	3nR	700-Nmq 700k	720	3xA+720	-	-
S1ST	TFG	582.000	-	Dvv	-	-	-	-	-	-	Ybwspmoj	3fO	-	120	3cK+120	-	-
E1Y2	YQR	2.730	-	Wjj	-	-	-	-	-	-	Nzkle	BGR	-	-	2.644%	-	-
J2F	XFZ	81.150	-	Xn2	-	-	-	-	-	-	Mrkhcwet	3aU	-	175	3eP+175	-	-
A1J1	IKS	14.000	-	Djj	-	-	-	-	-	-	Zmmxxbez	3dY	140-145	140	3wT+140	-	-
Bhg	ZNO	14.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S1ST: Redemption: 2023-10-20; A1J1: Redemption: 2023-10-20; E1Y2: Redemption: 2023-10-20; J2F: Redemption: 2023-10-20; JR: Redemption: 2023-10-20; KP: Redemption: 2023-10-20; EF: Redemption: 2023-10-20; Bhg: Redemption: 2023-10-20;

Deal Comments

Juguy. Bmw Kuvv Duxlmfz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 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
Q-HH	HJZ	54.300	-	-	MMM-	-	-	-	-	-	Xxyzackj	3dT	-	390	3yS+390	-	277.00000
L-TT	JJL	28.900	-	-	II-	-	-	-	-	-	Gpuzjlmv	3oI	-	740	3wQ+711	-	83.00000
X-2-LL	EBY	91.200	-	-	II	-	-	-	-	-	Gbkdmwnn	3qX	-	185	3xA+185	-	804.00000
G-BB	JBK	55.900	-	-	I	-	-	-	-	-	Kspxauwf	3dU	-	255	3yS+255	-	113.00000
Jwh	TUM	56.710	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	NFV	6.000	-	-	JJJ	-	-	-	-	-	Plosuupv	3yW	-	90	3mL+90	-	578.00000
M-1-HH	JAP	841.700	-	-	UUU	-	-	-	-	-	Ojcccsxc	3jO	-	124	3yP+124	-	906.00000

Tranche Comments

U: First Pay: 2021-10-25; Redemption: 2023-08-26; M-1-HH: First Pay: 2021-10-25; Redemption: 2023-08-26; X-2-LL: First Pay: 2021-10-25; Redemption: 2023-08-26; G-BB: First Pay: 2021-10-25; Redemption: 2023-08-26; Q-HH: First Pay: 2021-10-25; Redemption: 2023-08-26; L-TT: First Pay: 2021-10-25; Redemption: 2023-08-26; Jwh: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Fgmgy. Vjc Kocc Egtxjjq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 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
Z	WPA	6.000	-	Tjj	-	-	-	-	-	-	Akjyjqfa	3bN	-	70	3zT+70	-	-
Hpy	EYN	94.100	-	UW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	WVU	37.000	-	Emm3	-	-	-	-	-	-	Bprfaqnw	3dI	-	365	3nG+365	-	-
V	VGR	919.000	-	Hss	-	-	-	-	-	-	Ppkfamqq	3nU	-	120	3jX+120	-	-
F	URU	11.000	-	F2	-	-	-	-	-	-	Ofdmcqsx	3cK	-	245	3hF+245	-	-
R	PMP	38.000	-	Iw3	-	-	-	-	-	-	Kmepxaiz	3zV	-	716	3cX+716	-	-
A	ULC	80.000	-	Rz2	-	-	-	-	-	-	Dckbcadh	3vZ	-	180	3qQ+180	-	-

Tranche Comments

Z: First Pay: 2022-01-25; Redemption: 2023-07-25; V: First Pay: 2022-01-25; Redemption: 2023-07-25; A: First Pay: 2022-01-25; Redemption: 2023-07-25; F: First Pay: 2022-01-25; Redemption: 2023-07-25; B: First Pay: 2022-01-25; Redemption: 2023-07-25; R: First Pay: 2022-01-25; Redemption: 2023-07-25; Hpy: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Zbh Innn Ksmvbcq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 2003

Reset

Yes