KKR CLO (KKR) 38

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD241.000-AaaNRNR--36.00%-FloatingSOFR-132SOFR+132--
A-2USD15.000-AaaNRNR--36.00%-FixedSwaps-1122.620%--
BUSD48.000-NRNRAA--24.00%-FloatingSOFR-195SOFR+195--
CUSD24.000-NRNRA--18.00%-FloatingSOFR-250SOFR+250--
DUSD24.000-NRNRBBB---12.00%-FloatingSOFR-365SOFR+365--
EUSD16.000-Ba3NRNR--8.00%-FloatingSOFR-735SOFR+718--
SubUSD36.000-NRNRNR----------Retained
Tranche Comments
A-1: Redemption: 2024-01-15; Registration: 144A/Reg S; A-2: Redemption: 2024-01-15; Registration: 144A/Reg S; B: Redemption: 2024-01-15; Registration: 144A/Reg S; C: Redemption: 2024-01-15; Registration: 144A/Reg S; D: Redemption: 2024-01-15; Registration: 144A/Reg S; E: Redemption: 2024-01-15; Registration: 144A/Reg S; Sub: Redemption: 2024-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2025
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
KKR CLO 38: Short-dated new issue has low defaulted swap and work-out limitsScorecardDealscribe
Apr 28, 2022
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