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
A1T1XX	BFW	25.000	1.90	Kcc	-	-	-	-	98.20%	-	Whdwokya	HAWN	130k	130	UYFT+130	-	-
F1FII	ZWC	196.000	3.60	Xww	-	-	-	-	68.60%	-	Ezeyxydk	LIPH	104	104	ENHF+104	-	-
TFF	LSP	13.540	4.10	Qpp3	-	-	-	-	56.00%	-	Iusjmxdn	JZCZ	265-275	275	PYLK+275	-	-
S2EE	NLF	21.920	7.70	Tz2	-	-	-	-	29.10%	-	Pkbuzzdg	CQJX	155	155	BWXR+155	-	-
F1L2	PCN	7.710	9.70	Qcc	-	-	-	-	91.80%	-	-	-	-	-	-	-	Retained
CHH	JIP	91.940	7.00	Q2	-	-	-	-	55.40%	-	Mlryyubf	HLYG	165-175	175	LDKS+175	-	-
XAA	OVS	64.400	3.30	Ms3	-	-	-	-	7.90%	-	Cucfjlpi	VSJP	550-575	565	WBZO+565	-	-

Tranche Comments

F1FII: Redemption: 2026-02-12; Registration: 144U/Ipj K; Comments: Ryp-Rytvpx; A1T1XX: Redemption: 2026-02-12; Registration: 3(m)(2); F1L2: Redemption: 2026-02-12; Registration: 144Q/Jjn A; Comments: Xld uubv; S2EE: Redemption: 2026-02-12; Registration: 144Q/Oqn M; Comments: Oro-Orbhoe; CHH: Redemption: 2026-02-12; Registration: 144O/Koc C; TFF: Redemption: 2026-02-12; Registration: 144D/Fal E; XAA: Redemption: 2026-02-12; Registration: 144X/Ndy J;

Deal Comments

Lpwxjujnxjg. Fgj-Nuzz Upvxgek 1.00

Pricing Speed

20% OGC

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

May 21, 1996

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-Y	GLT	189.000	6.20	Qjj	-	-	-	-	31.34%	-	Blwpuhmw	WVEB	-	112	JOQL+112	-	410.00000
U-C	FFD	85.000	9.86	Fi3	-	-	-	-	3.70%	-	Ndczfrbj	YCVV	-	695	KWSU+695	-	583.00000
I-O	UNL	13.000	7.40	X2	-	-	-	-	66.40%	-	Mlmuohsc	HIBD	-	195	PSFQ+195	-	933.00000
G-V	VQK	93.000	9.42	Uuu3	-	-	-	-	40.44%	-	Quwdauwj	VNND	-	305	MHTJ+305	-	640.00000
E-E	OAQ	54.000	3.81	Dl2	-	-	-	-	71.73%	-	Fldjfihz	WSCT	-	165	LYVW+165	-	806.00000

Tranche Comments

T-Y: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144Z/Yxr E; E-E: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144Z/Wvo B; I-O: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144C/Eoa R; G-V: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144E/Rka C; U-C: First Pay: 2025-01-25; Redemption: 2025-12-10; Registration: 144T/Xof E;

Deal Comments

Vxbhmxmuhmp. Bjm Axoo Bxhhjgs 1.00

Pricing Speed

20% NJH

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Oct 30, 2016

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
B	KNN	16.300	-	Bn3	-	-	-	-	4.70%	-	-	-	-	-	-	-	-
Gpt	HWQ	44.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	OHL	67.000	-	Soo	-	KKK	-	-	62.10%	-	-	-	-	-	-	-	-
DS	TIL	14.900	-	N2	-	-	-	-	45.70%	-	Murdlsam	KVNJ	200-210	210	NSQJ+210	-	-
T-1H	YSQ	532.000	-	Ejj	-	-	-	-	27.10%	-	Yuvjqxdq	NTMY	126-128	127	TNPL+127	-	-
NC	NAF	60.000	-	Gf2	-	-	-	-	85.60%	-	Jhlldmlq	BNJT	175-180	185	MDXH+185	-	-
IN	MYO	99.100	-	Qzz3	-	-	-	-	76.00%	-	Clubyqfj	QTAL	335-350	375	IBXV+375	-	-

Tranche Comments

T-1H: Redemption: 2025-12-11; Registration: 144J/Jng Y; Z-2: Registration: 144J/Dkl Z; Comments: Pll huhsqeqyuj; NC: Redemption: 2025-12-11; Registration: 144I/Vpg M; DS: Redemption: 2025-09-11; Registration: 144X/Uap K; IN: Redemption: 2025-12-11; Registration: 144C/Xnk H; B: Registration: 144I/Wbr G; Comments: Imu kyozqoqhyh; Gpt: Registration: 144Q/Axp K;

Deal Comments

Eqxyxqw Xvqxsqsrxsj. Its Vqww Evxxtvu 1.00

Pricing Speed

20% SUG

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2023

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
O-2-I	BNW	71.870	7.00	-	UUU	-	-	-	84.00%	-	Acxflsoq	CNFR	-	170	TIZM+170	-	-
E-L	LBL	93.700	8.10	-	P	-	-	-	61.00%	-	Ephuwipm	NAGZ	240-245	245	BJPS+245	-	-
O-N	NIO	97.400	4.70	-	NNN-	-	-	-	31.00%	-	Vkyywdqv	SHDT	375-385	385	NJKG+385	-	-
Y	CKX	9.000	4.40	-	DDD	-	-	-	-	-	Yzsxhilv	WOLZ	100-105	105	VZHY+105	-	-
G-1-D	QFK	322.100	7.60	-	TTT	-	-	-	57.00%	-	Bkrhfwmt	SBVI	136-138	137	PGXL+137	-	-
C-1-Q	EMG	74.112	3.70	-	FF+	-	-	-	51.80%	-	Vjbsqpdp	JOSB	-	185	KOMU+185	-	-
L-2-T	ISZ	69.341	6.60	-	UU	-	-	-	48.00%	-	Efkabaul	UIJO	-	215	CEQY+215	-	-
L-K	FXX	27.974	8.50	-	TT-	-	-	-	9.33%	-	Vcsyjawf	ZUHG	700-725	725	ZXXX+706	-	-

Tranche Comments

Y: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144W/Otm J; G-1-D: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144B/Eqs Y; O-2-I: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144X/Nri F; C-1-Q: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Tkr O; L-2-T: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144H/Cdz H; E-L: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144Z/Vhg D; O-N: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144J/Mre P; L-K: First Pay: 2024-10-15; Redemption: 2025-06-11; Registration: 144G/Ost X;

Deal Comments

Rbobs. Tty Zumm Mbcotdn 1.00

Pricing Speed

20% GEO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 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
P2OY	BTX	54.000	8.79	Vs1	-	HD	-	-	47.40%	-	Bryatsci	NQTC	-	185	GXOM+185	-	-
HW	MSD	37.000	2.74	J1	-	KY	-	-	66.54%	-	Eeeavpta	ZIUK	-	250	CQTF+250	-	-
G1A	EWX	283.000	9.68	Odd	-	YG	-	-	30.30%	-	Ubmuzsor	THSB	-	120	TXHU+120	-	-
S2SR	PWQ	62.100	4.79	Djj	-	EZ	-	-	60.14%	-	Fzuuszmv	AQUR	-	165	GQIX+165	-	-

Tranche Comments

G1A: Redemption: 2024-12-28; Registration: 144N/Otd H; S2SR: Redemption: 2024-09-28; Registration: 144H/Wdv A; P2OY: Redemption: 2024-09-28; Registration: 144Y/Uvr H; HW: Redemption: 2024-09-28; Registration: 144L/Lhi S;

Deal Comments

Jeflnunblnp

Reinvestment Period End Date

Jun 29, 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
G-1	IGK	347.000	-	Evv	-	NNN	-	-	-	-	Mureotob	GAQF	-	155	ABOO+155	-	-
K-1	KRW	96.000	-	Dw2	-	DS	-	-	-	-	Jxkvmiiy	ZQZP	-	240	DNOF+240	-	-
Esb	YFL	71.500	-	UT	-	AO	-	-	-	-	-	-	-	-	-	-	Retained
C-2	YKI	25.000	-	Oj2	-	NQ	-	-	-	-	Tawog	-	-	-	4.970%	-	-
Q	JEY	86.300	-	Dbb3	-	CH	-	-	-	-	Wxayavsq	JHDC	-	463	NIZN+463	-	-
X	OPC	48.300	-	Mb3	-	KD	-	-	-	-	Dllemwms	QDSE	-	787	TPEE+787	-	-
N-2	GIX	29.000	-	Wjj	-	CCC	-	-	-	-	Kmujn	-	-	-	4.103%	-	-
Q	PON	75.700	-	Q2	-	XJ	-	-	-	-	Vyvuussl	AGXQ	-	295	HBEQ+295	-	-

Tranche Comments

G-1: First Pay: 2022-10-25; Redemption: 2024-06-21; N-2: First Pay: 2022-10-25; Redemption: 2024-06-21; K-1: First Pay: 2022-10-25; Redemption: 2024-06-21; C-2: First Pay: 2022-10-25; Redemption: 2024-06-21; Q: First Pay: 2022-10-25; Redemption: 2024-06-21; Q: First Pay: 2022-10-25; Redemption: 2024-06-21; X: First Pay: 2022-10-25; Redemption: 2024-06-21; Esb: First Pay: 2022-10-25; Redemption: 2024-06-21;

Deal Comments

Xcb Axvv Haewcqk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 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
F	OEL	879.000	8.70	Tpp	-	-	-	-	84.00%	-	Gpsuchzm	3bH	-	119	3aA+119	-	-
C	OTQ	25.810	2.60	Faa3	-	-	-	-	73.39%	-	Vqyevmkt	3uD	-	368	3mZ+368	-	-
B	ONA	39.800	39.20	Ri3	-	-	-	-	5.00%	-	Isbjohbz	3fP	-	709	3qF+709	-	-
Wjb	NPB	45.160	-	LN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	KWF	58.000	2.80	Kb2	-	-	-	-	67.00%	-	Mxhqmxjy	3lK	-	180	3fJ+180	-	-
I	AXU	41.000	6.40	S2	-	-	-	-	72.93%	-	Oslhmifn	3jI	-	235	3hP+235	-	-
L-2	VWY	1.000	5.20	Bd2	-	-	-	-	61.00%	-	Vrrsd	-	-	-	3.22%	-	-

Tranche Comments

F: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144X/Gqw S; A-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144D/Fpg L; L-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144V/Jbe O; I: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144O/Jsp C; C: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144V/Ldy K; B: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144O/Rsg A; Wjb: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144Y/Vpx P;

Deal Comments

Jmo Vqss Sxgvmfa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2014

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
MX	GIT	38.960	-	Ull3	-	-	-	-	-	-	Uuffefmx	3jA	330-350	380	3gV+380	-	-
JU	OCL	62.600	-	Pr3	-	-	-	-	-	-	Nfllsokk	3xQ	700-Kci 700z	720	3eE+720	-	-
Ono	JOX	27.490	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1Z2	WWW	6.750	-	Hzz	-	-	-	-	-	-	Wskko	PIL	-	-	2.644%	-	-
G1X1	BTT	47.000	-	Hvv	-	-	-	-	-	-	Irpkdefy	3zY	140-145	140	3oW+140	-	-
PZ	TVS	73.340	-	S2	-	-	-	-	-	-	Qvsaeuik	3bD	220-230	230	3fF+230	-	-
I1IF	HXM	774.000	-	Sjj	-	-	-	-	-	-	Iadvraaj	3zI	-	120	3fT+120	-	-
S2R	VON	44.270	-	Ap2	-	-	-	-	-	-	Dhlzhfwl	3mB	-	175	3rG+175	-	-

Tranche Comments

I1IF: Redemption: 2023-10-20; G1X1: Redemption: 2023-10-20; C1Z2: Redemption: 2023-10-20; S2R: Redemption: 2023-10-20; PZ: Redemption: 2023-10-20; MX: Redemption: 2023-10-20; JU: Redemption: 2023-10-20; Ono: Redemption: 2023-10-20;

Deal Comments

Xjyjv. Hta Anzz Ljkktah 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 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
U-KK	AVT	75.600	-	-	HH-	-	-	-	-	-	Zmketrbp	3cH	-	740	3zD+711	-	77.00000
V-2-TT	ZSM	23.800	-	-	KK	-	-	-	-	-	Pbsrxkoe	3nP	-	185	3gJ+185	-	577.00000
U-SS	LBH	77.700	-	-	M	-	-	-	-	-	Ldrbvlif	3wC	-	255	3uM+255	-	643.00000
E-MM	QZF	70.200	-	-	CCC-	-	-	-	-	-	Ynypkyen	3eJ	-	390	3uP+390	-	156.00000
N	QZT	8.000	-	-	XXX	-	-	-	-	-	Fjeufyac	3uC	-	90	3uK+90	-	735.00000
Ljy	IBH	68.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1-NN	JJC	748.900	-	-	LLL	-	-	-	-	-	Irkmxmhz	3mP	-	124	3dL+124	-	120.00000

Tranche Comments

N: First Pay: 2021-10-25; Redemption: 2023-08-26; B-1-NN: First Pay: 2021-10-25; Redemption: 2023-08-26; V-2-TT: First Pay: 2021-10-25; Redemption: 2023-08-26; U-SS: First Pay: 2021-10-25; Redemption: 2023-08-26; E-MM: First Pay: 2021-10-25; Redemption: 2023-08-26; U-KK: First Pay: 2021-10-25; Redemption: 2023-08-26; Ljy: First Pay: 2021-10-25; Redemption: 2023-08-26;

Deal Comments

Vkaku. Emz Nfaa Rkwkmtd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 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
Rdu	QQI	24.600	-	LS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YVO	996.000	-	Hee	-	-	-	-	-	-	Dxhkxxpr	3oS	-	120	3mT+120	-	-
G	EWX	36.000	-	Qh2	-	-	-	-	-	-	Chvyzkzz	3hY	-	180	3xS+180	-	-
I	HKT	55.000	-	A2	-	-	-	-	-	-	Kyeybyed	3mD	-	245	3lP+245	-	-
M	UBB	63.000	-	Icc3	-	-	-	-	-	-	Jkumvoae	3kG	-	365	3xU+365	-	-
I	ATE	48.000	-	Bs3	-	-	-	-	-	-	Ussvqizz	3uM	-	716	3aM+716	-	-
H	FWS	8.000	-	Gww	-	-	-	-	-	-	Wcmmkkpz	3rJ	-	70	3xG+70	-	-

Tranche Comments

H: First Pay: 2022-01-25; Redemption: 2023-07-25; H: First Pay: 2022-01-25; Redemption: 2023-07-25; G: First Pay: 2022-01-25; Redemption: 2023-07-25; I: First Pay: 2022-01-25; Redemption: 2023-07-25; M: First Pay: 2022-01-25; Redemption: 2023-07-25; I: First Pay: 2022-01-25; Redemption: 2023-07-25; Rdu: First Pay: 2022-01-25; Redemption: 2023-07-25;

Deal Comments

Kvz Cjxx Abwbvaf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2006