| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 341.000 | - | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| A-2 | USD | 16.500 | - | Aaa | - | - | - | - | 35.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | 100.00000 |
| B-1 | USD | 35.825 | - | - | - | AA | - | - | 24.85% | - | Floating | SOFR | - | 300 | SOFR+300 | - | 100.00000 |
| B-2 | USD | 20.000 | - | - | - | AA | - | - | 24.85% | - | Fixed | - | - | 290 | 5.657% | 5.657% | 100.00000 |
| C | USD | 28.600 | - | A3 | - | - | - | - | 19.65% | - | Floating | SOFR | - | 350 | SOFR+350 | - | 100.00000 |
| D | USD | 33.825 | - | - | - | BBB | - | - | 13.50% | - | Floating | SOFR | 535 | 555 | SOFR+509 | - | 97.00000 |
| E | USD | 24.750 | - | - | - | BB- | - | - | 9.00% | - | Floating | SOFR | - | 900 | SOFR+815 | - | 95.00000 |
| Sub | USD | 40.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 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 End Date
Jul 25, 2031
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Carlyle US CLO 2022-4: Controlling class conditions drag down D-score | Scorecard | Dealscribe | Sep 9, 2022
|