| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | 5.40 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | - | 157 | SOFR+157 | - | - |
| B | USD | 60.000 | 7.00 | - | - | AA | - | - | - | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 30.000 | 7.70 | - | - | A | - | - | - | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| D | USD | 30.000 | 8.20 | - | - | BBB- | - | - | - | - | Floating | SOFR | - | 390 | SOFR+390 | - | - |
| E | USD | 20.000 | 8.70 | Ba3 | - | - | - | - | - | - | Floating | SOFR | - | 796 | SOFR+796 | - | - |
| Equity | USD | 42.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-20; Redemption: 2024-04-20;
B: First Pay: 2022-10-20; Redemption: 2024-04-20;
C: First Pay: 2022-10-20; Redemption: 2024-04-20;
D: First Pay: 2022-10-20; Redemption: 2024-04-20;
E: First Pay: 2022-10-20; Redemption: 2024-04-20;
Equity: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | KKR CLO 40: One-touch WAL and low asset limits make for unusually tight new issue | Scorecard | Dealscribe | May 25, 2022
|