Carlyle US CLO Ltd (CGMS) 2022-6

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD256.000-Aaa----36.00%-FloatingSOFR225225SOFR+225-100.00000
B-1USD35.400---AA--25.90%-FloatingSOFR300a300SOFR+300-100.00000
B-2USD5.000---AA--25.90%-FixedSOFR3003006.808%6.808%100.00000
CUSD24.400---A--19.80%-FloatingSOFR400a400SOFR+400-100.00000
DUSD25.600---BBB---13.40%-FloatingSOFR560a600SOFR+570-98.50000
EUSD13.600---BB---10.00%-FloatingSOFR950-960975SOFR+863-95.00000
SubUSD28.750--------------Retained
Tranche Comments
A: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only; B-1: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only; B-2: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only; C: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only; D: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only; E: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only; Sub: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 25, 2025
WAL Test Period (YRS)
8
WAL Test Period End Date
Oct 25, 2030
Research
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