| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 224.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 119 | 3mL+119 | - | - |
| B-1 | USD | 34.000 | 8.40 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| B-2 | USD | 8.000 | 8.40 | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 3.22% | - | - |
| C | USD | 17.000 | 9.10 | A2 | - | - | - | - | 19.15% | - | Floating | 3mL | - | 235 | 3mL+235 | - | - |
| D | USD | 19.950 | 9.60 | Baa3 | - | - | - | - | 13.45% | - | Floating | 3mL | - | 368 | 3mL+368 | - | - |
| E | USD | 19.100 | 10.20 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 709 | 3mL+709 | - | - |
| Sub | USD | 35.250 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
B-1: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
B-2: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
C: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
D: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
E: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
Sub: First Pay: 2022-07-25; Redemption: 2023-12-23; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2027
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Jamestown CLO XVII: Flexible defaulted swap baskets feature in Investcorp’s US new issue | Scorecard | Dealscribe | Feb 24, 2022
|