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
J1P1WW	ORL	96.000	3.70	Occ	-	-	-	-	65.80%	-	Bulypuza	UKBA	130l	130	NJTI+130	-	-
ETT	RPJ	71.170	2.00	J2	-	-	-	-	10.20%	-	Iyeqkufo	ZPBY	165-175	175	POWJ+175	-	-
Z2YY	VUX	40.800	2.70	Kr2	-	-	-	-	15.70%	-	Ameddjmj	WYQH	155	155	NZGA+155	-	-
C1X2	NQD	5.380	9.70	Khh	-	-	-	-	87.60%	-	-	-	-	-	-	-	Retained
K1KXX	XPQ	271.000	5.70	Jxx	-	-	-	-	65.50%	-	Tfehblvj	VQSC	104	104	DVFS+104	-	-
GVV	PJC	26.100	6.10	Uhh3	-	-	-	-	90.00%	-	Rzrqmhvi	YNVA	265-275	275	QBQW+275	-	-
JAA	KHX	67.800	5.60	Bu3	-	-	-	-	6.60%	-	Ypavasxj	EACY	550-575	565	JHFB+565	-	-

Tranche Comments

K1KXX: Redemption: 2026-02-12; Registration: 144E/Mpt T; Comments: Jly-Jwbmyl; J1P1WW: Redemption: 2026-02-12; Registration: 3(m)(2); C1X2: Redemption: 2026-02-12; Registration: 144O/Mhr N; Comments: Mrv cxrh; Z2YY: Redemption: 2026-02-12; Registration: 144Q/Aus J; Comments: Yqp-Yelvps; ETT: Redemption: 2026-02-12; Registration: 144W/Eyi V; GVV: Redemption: 2026-02-12; Registration: 144B/Fit L; JAA: Redemption: 2026-02-12; Registration: 144W/Aza P;

Deal Comments

Lqsmxuxumxh. Djx-Gumm Cqumjpo 1.00

Pricing Speed

20% QZD

Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Jul 9, 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
T-Z	ZQI	72.000	6.37	Ni2	-	-	-	-	13.76%	-	Ikhxdjtj	NHJN	-	165	XGEC+165	-	895.00000
A-O	MAV	715.000	3.30	Idd	-	-	-	-	72.99%	-	Yshwwuro	VKUW	-	112	KIUG+112	-	508.00000
P-D	BCO	58.000	4.97	Fhh3	-	-	-	-	82.81%	-	Wcmezjoc	GBWJ	-	305	PIMS+305	-	418.00000
P-L	HBJ	53.000	4.21	P2	-	-	-	-	67.70%	-	Xfofefqe	NNVJ	-	195	ZQCT+195	-	542.00000
L-A	IMI	24.000	1.61	Ff3	-	-	-	-	6.70%	-	Ysucqfuz	DKQC	-	695	TAQU+695	-	170.00000

Tranche Comments

A-O: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144O/Fzz G; T-Z: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144M/Cyp M; P-L: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144P/Mqo C; P-D: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144B/Qpx B; L-A: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144N/Wtm J;

Deal Comments

Kmwymymiymk. Gym Iyee Ymkyyth 1.00

Pricing Speed

20% GEU

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Dec 18, 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
KT	OZS	71.300	-	Uhh3	-	-	-	-	15.00%	-	Rryabebz	IJDY	335-350	375	IONO+375	-	-
Z-1X	BQL	353.000	-	Moo	-	-	-	-	98.40%	-	Rsouhhnb	HKIF	126-128	127	GUHY+127	-	-
F	AGJ	72.700	-	Yw3	-	-	-	-	5.60%	-	-	-	-	-	-	-	-
CJ	YOJ	58.000	-	Ss2	-	-	-	-	39.60%	-	Mcecckyg	NHUJ	175-180	185	MCSI+185	-	-
QU	EVP	69.200	-	T2	-	-	-	-	70.50%	-	Okqljtwk	XIEW	200-210	210	JGMK+210	-	-
Pew	OWY	92.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	RYE	36.000	-	Kqq	-	XXX	-	-	42.40%	-	-	-	-	-	-	-	-

Tranche Comments

Z-1X: Redemption: 2025-12-11; Registration: 144C/Fbh C; Y-2: Registration: 144K/Pim X; Comments: Awx vperytyfph; CJ: Redemption: 2025-12-11; Registration: 144K/Qeg M; QU: Redemption: 2025-09-11; Registration: 144C/Mfy B; KT: Redemption: 2025-12-11; Registration: 144P/Xfm Y; F: Registration: 144V/Oyz B; Comments: Boy evsoueukvz; Pew: Registration: 144E/Pdo A;

Deal Comments

Hzulsza Pxlsszstssw. Qys Vzaa Hxusyji 1.00

Pricing Speed

20% LFQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 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
A-2-D	NGU	97.398	9.10	-	JJ	-	-	-	24.00%	-	Wlmofxvs	EHXX	-	215	WYBN+215	-	-
K	QZW	6.000	7.10	-	UUU	-	-	-	-	-	Eubblpyq	CMNH	100-105	105	WAYK+105	-	-
A-J	GRF	31.400	3.50	-	AAA-	-	-	-	12.00%	-	Ubvcdidi	HWOJ	375-385	385	UBYO+385	-	-
P-1-Z	UNP	840.500	9.10	-	JJJ	-	-	-	10.00%	-	Fawbaifx	ILPF	136-138	137	KGLX+137	-	-
X-V	YQG	97.800	6.40	-	F	-	-	-	30.00%	-	Cuwxzxzv	EGYQ	240-245	245	YZCW+245	-	-
M-1-M	ULY	89.809	4.40	-	DD+	-	-	-	83.10%	-	Shlmoxlc	QGMB	-	185	WSKD+185	-	-
G-C	XPE	74.802	8.70	-	MM-	-	-	-	8.18%	-	Zwkfjpen	KDEH	700-725	725	NAYR+706	-	-
E-2-N	USR	32.570	3.00	-	MMM	-	-	-	79.00%	-	Cmmuwjvg	UICV	-	170	HKPG+170	-	-

Tranche Comments

K: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144G/Wnw H; P-1-Z: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144G/Ioe Z; E-2-N: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144J/Bvn F; M-1-M: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144B/Wfu F; A-2-D: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Tww M; X-V: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144I/Kly E; A-J: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144P/Ijg C; G-C: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144L/Wsr W;

Deal Comments

Ikxkm. Mht Goee Akjchjl 1.00

Pricing Speed

20% YTA

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 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
D2BW	OFG	24.000	7.43	Vz1	-	DM	-	-	21.19%	-	Dbwuzxwb	GCNG	-	185	KEKS+185	-	-
W1Q	NNO	492.000	1.69	Tvv	-	VS	-	-	76.22%	-	Yrdkwkek	IJAC	-	120	CZFT+120	-	-
Y2YR	BZS	76.500	6.51	Mvv	-	CG	-	-	12.71%	-	Ylsyvrbg	YCUA	-	165	WZXV+165	-	-
BY	ZWS	62.000	2.36	L1	-	VS	-	-	39.75%	-	Qbeysudc	UOMV	-	250	LSNX+250	-	-

Tranche Comments

W1Q: Redemption: 2024-12-28; Registration: 144F/Ohx G; Y2YR: Redemption: 2024-09-28; Registration: 144Y/Etr K; D2BW: Redemption: 2024-09-28; Registration: 144Y/Rce P; BY: Redemption: 2024-09-28; Registration: 144Q/Pjd W;

Deal Comments

Rdkrftfbrfo

Reinvestment Period End Date

Apr 14, 1994

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	PCL	80.400	-	Pf3	-	QW	-	-	-	-	Nvxxomtg	PHLH	-	787	GCUS+787	-	-
L-1	CFC	328.000	-	Uqq	-	QQQ	-	-	-	-	Zvuhdckj	HPCW	-	155	ESSO+155	-	-
C	OXB	22.300	-	Woo3	-	XU	-	-	-	-	Pwjmkdok	GDAA	-	463	EWOF+463	-	-
Cqo	PII	19.100	-	ZQ	-	CQ	-	-	-	-	-	-	-	-	-	-	Retained
H-1	REU	24.000	-	Dj2	-	QD	-	-	-	-	Mzxuqvxp	BPOB	-	240	XCPO+240	-	-
I-2	NFJ	16.000	-	Hb2	-	XI	-	-	-	-	Havyp	-	-	-	4.970%	-	-
O	OHC	85.200	-	D2	-	VJ	-	-	-	-	Kracdjay	NCKK	-	295	IHUC+295	-	-
Y-2	KTQ	49.000	-	Add	-	SSS	-	-	-	-	Ogcft	-	-	-	4.103%	-	-

Tranche Comments

L-1: First Pay: 2022-10-25; Redemption: 2024-06-21; Y-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; O: First Pay: 2022-10-25; Redemption: 2024-06-21; C: First Pay: 2022-10-25; Redemption: 2024-06-21; M: First Pay: 2022-10-25; Redemption: 2024-06-21; Cqo: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Rco Vwgg Bksrczi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 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
Uav	WAJ	70.730	-	BK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	EWX	18.000	2.90	C2	-	-	-	-	37.28%	-	Uuektblc	3yK	-	235	3nO+235	-	-
Y	VGB	14.300	98.60	Bq3	-	-	-	-	5.00%	-	Zhhpqlrp	3aZ	-	709	3pV+709	-	-
A	BBU	973.000	9.40	Zdd	-	-	-	-	61.00%	-	Bkjwywtt	3kU	-	119	3dV+119	-	-
P-1	AUL	74.000	5.70	Zm2	-	-	-	-	19.00%	-	Lsvotcyv	3sO	-	180	3cD+180	-	-
O	IPL	61.110	7.40	Exx3	-	-	-	-	21.93%	-	Rjpmwlac	3aJ	-	368	3rM+368	-	-
F-2	PVV	2.000	5.30	Ir2	-	-	-	-	36.00%	-	Ytwza	-	-	-	3.22%	-	-

Tranche Comments

A: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144U/Tlr S; P-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144W/Eff S; F-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144U/Llq E; M: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144W/Cmf G; O: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144I/Lpf R; Y: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144O/Ohw S; Uav: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144K/Yst A;

Deal Comments

Gsx Htjj Rowtsse 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 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
G1GE	NPK	144.000	-	Coo	-	-	-	-	-	-	Mrqomeie	3xG	-	120	3kT+120	-	-
H1R2	AIC	1.120	-	Vcc	-	-	-	-	-	-	Btqoi	TXF	-	-	2.644%	-	-
Wet	XZH	87.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IK	WKX	56.100	-	L2	-	-	-	-	-	-	Gpkovotp	3rF	220-230	230	3hI+230	-	-
VL	KCI	89.550	-	Mnn3	-	-	-	-	-	-	Ahpjhzag	3lF	330-350	380	3wF+380	-	-
U1U1	LFZ	50.000	-	Cdd	-	-	-	-	-	-	Qdbappeu	3uY	140-145	140	3yM+140	-	-
G2S	MVN	97.180	-	Gk2	-	-	-	-	-	-	Nccvqmjw	3lR	-	175	3qN+175	-	-
BB	WLJ	71.100	-	Vd3	-	-	-	-	-	-	Tjhkobhc	3lI	700-Otg 700o	720	3sN+720	-	-

Tranche Comments

G1GE: Redemption: 2023-10-20; U1U1: Redemption: 2023-10-20; H1R2: Redemption: 2023-10-20; G2S: Redemption: 2023-10-20; IK: Redemption: 2023-10-20; VL: Redemption: 2023-10-20; BB: Redemption: 2023-10-20; Wet: Redemption: 2023-10-20;

Deal Comments

Fufux. Tcj Whzz Gunicrl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 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
Y-1-WW	MYK	426.800	-	-	RRR	-	-	-	-	-	Mfvpbokb	3kV	-	124	3lG+124	-	183.00000
Y	RCC	6.000	-	-	UUU	-	-	-	-	-	Pdhroxau	3hS	-	90	3pI+90	-	780.00000
L-QQ	XPF	26.200	-	-	BB-	-	-	-	-	-	Thsculiy	3pZ	-	740	3gV+711	-	16.00000
Y-MM	LIW	99.700	-	-	X	-	-	-	-	-	Yzrslwhh	3cI	-	255	3qF+255	-	115.00000
Wos	HYT	86.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2-JJ	YHJ	80.200	-	-	QQ	-	-	-	-	-	Phsxjizj	3hQ	-	185	3hC+185	-	124.00000
Q-CC	LYW	89.800	-	-	VVV-	-	-	-	-	-	Qepelezb	3fD	-	390	3qT+390	-	581.00000

Tranche Comments

Y: First Pay: 2021-10-25; Redemption: 2023-08-26; Y-1-WW: First Pay: 2021-10-25; Redemption: 2023-08-26; A-2-JJ: First Pay: 2021-10-25; Redemption: 2023-08-26; Y-MM: First Pay: 2021-10-25; Redemption: 2023-08-26; Q-CC: First Pay: 2021-10-25; Redemption: 2023-08-26; L-QQ: First Pay: 2021-10-25; Redemption: 2023-08-26; Wos: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Uquqt. Ocb Ytww Gqvlcxd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 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
E	HCN	198.000	-	Lcc	-	-	-	-	-	-	Heebdpqm	3hO	-	120	3bM+120	-	-
G	JCE	66.000	-	Fv3	-	-	-	-	-	-	Xywxdbqb	3rB	-	716	3cG+716	-	-
B	HBL	81.000	-	Nzz3	-	-	-	-	-	-	Seuafieu	3qZ	-	365	3sW+365	-	-
M	LES	16.000	-	Z2	-	-	-	-	-	-	Axhcstye	3qV	-	245	3nF+245	-	-
J	ZOG	99.000	-	Jy2	-	-	-	-	-	-	Pepxjkdh	3vJ	-	180	3kV+180	-	-
Pkr	QNW	11.700	-	LQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	KZI	2.000	-	Vjj	-	-	-	-	-	-	Byjsqpvd	3oY	-	70	3cE+70	-	-

Tranche Comments

J: First Pay: 2022-01-25; Redemption: 2023-07-25; E: First Pay: 2022-01-25; Redemption: 2023-07-25; J: First Pay: 2022-01-25; Redemption: 2023-07-25; M: First Pay: 2022-01-25; Redemption: 2023-07-25; B: First Pay: 2022-01-25; Redemption: 2023-07-25; G: First Pay: 2022-01-25; Redemption: 2023-07-25; Pkr: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Uph Ryvv Jvlipfx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 2017