Carlyle US CLO Ltd (CGMS) 2022-3

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD202.0004.60Aaa----37.00%-Floating3mL-1953mL+195--
A-LUSD50.0004.60Aaa----37.00%-Floating3mL-1953mL+195--
BUSD51.6006.40--AA--24.10%-Floating3mL-2653mL+265--
C-1USD19.4006.80--A+--19.25%-Floating3mL-3173mL+317--
C-2USD3.4007.00--A--18.40%-Floating3mL-4053mL+405--
DUSD23.6007.40--BBB---12.50%-Floating3mL-4253mL+425--
EUSD14.8007.90--BB---8.80%-Floating3mL-8003mL+781--
FUSD1.0008.20B3----8.55%-------Retained
EqUSD32.200-NR-NR----------Retained
Tranche Comments
D: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; C-1: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; C-2: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; B: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; F: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; A: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; E: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; A-L: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; Eq: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2025
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Carlyle US CLO 2022-3: Short-dated new issue has broad-scope restricted trading periodScorecardDealscribe
Sep 21, 2022
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