| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 241.000 | - | Aaa | - | AAA | - | - | - | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A-2 | USD | 15.000 | - | Aaa | - | AAA | - | - | - | - | Fixed | - | - | - | 4.10% | - | - |
| B-1 | USD | 38.000 | - | Aa2 | - | NR | - | - | - | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| B-2 | USD | 10.000 | - | Aa2 | - | NR | - | - | - | - | Fixed | - | - | - | 4.97% | - | - |
| C | USD | 19.200 | - | A2 | - | NR | - | - | - | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| D | USD | 23.200 | - | Baa3 | - | NR | - | - | - | - | Floating | SOFR | - | 463 | SOFR+463 | - | - |
| E | USD | 20.600 | - | Ba3 | - | NR | - | - | - | - | Floating | SOFR | - | 787 | SOFR+787 | - | - |
| Sub | USD | 39.600 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-25; Redemption: 2024-06-21;
A-2: First Pay: 2022-10-25; Redemption: 2024-06-21;
B-1: First Pay: 2022-10-25; Redemption: 2024-06-21;
B-2: First Pay: 2022-10-25; Redemption: 2024-06-21;
C: First Pay: 2022-10-25; Redemption: 2024-06-21;
D: First Pay: 2022-10-25; Redemption: 2024-06-21;
E: First Pay: 2022-10-25; Redemption: 2024-06-21;
Sub: First Pay: 2022-10-25; Redemption: 2024-06-21;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2026
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Jamestown CLO XVII | Performance Analytics | Dealscribe | Feb 24, 2022
|