Carlyle US CLO Ltd (CGMS) 2022-5

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD320.000---AAA--36.00%-FloatingSOFR-220SOFR+220--
BUSD52.500---AA--25.50%-FloatingSOFR300-310310SOFR+310--
CUSD28.750---A--19.75%-FloatingSOFR400-410405SOFR+405--
DUSD32.000---BBB---13.35%-FloatingSOFR535-550550SOFR+534--
EUSD18.250---BB---9.70%-FloatingSOFRLow to Mid 900s900SOFR+846--
SubUSD43.950---NR----------Retained
Tranche Comments
Sub: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S; C: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S; B: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S; A: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S; D: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S; E: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2026
Research
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