Carlyle US CLO Ltd (CGMS) 2022-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD341.000-Aaa-AAA--38.00%-FloatingSOFR-210SOFR+210-100.00000
A-2USD16.500-Aaa----35.00%-FloatingSOFR-225SOFR+225-100.00000
B-1USD35.825---AA--24.85%-FloatingSOFR-300SOFR+300-100.00000
B-2USD20.000---AA--24.85%-Fixed--2905.657%5.657%100.00000
CUSD28.600-A3----19.65%-FloatingSOFR-350SOFR+350-100.00000
DUSD33.825---BBB--13.50%-FloatingSOFR535555SOFR+509-97.00000
EUSD24.750---BB---9.00%-FloatingSOFR-900SOFR+815-95.00000
SubUSD40.620--------------Retained
Tranche Comments
B-1: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; A-2: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; B-2: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; D: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; A-1: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; E: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; Sub: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S; C: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2027
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 25, 2031
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Carlyle US CLO 2022-4: Controlling class conditions drag down D-scoreScorecardDealscribe
Sep 9, 2022
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