| 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 | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
| A-2 | USD | 15.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Fixed | Swaps | - | 112 | 2.620% | - | - |
| B | USD | 48.000 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| C | USD | 24.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D | USD | 24.000 | - | NR | NR | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
| E | USD | 16.000 | - | Ba3 | NR | NR | - | - | 8.00% | - | Floating | SOFR | - | 735 | SOFR+718 | - | - |
| Sub | USD | 36.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | 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
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | KKR CLO 38: Short-dated new issue has low defaulted swap and work-out limits | Scorecard | Dealscribe | Apr 28, 2022
|