| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A-1A | USD | 232.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| A-1B | USD | 20.000 | - | Aaa | - | NR | - | - | - | - | Fixed | - | - | - | 5.940% | - | - |
| A-2 | USD | 8.000 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | 195-200 | 195 | SOFR+195 | - | - |
| B | USD | 40.400 | - | NR | - | AA | - | - | - | - | Floating | SOFR | 225-235 | 235 | SOFR+235 | - | - |
| C | USD | 23.200 | - | NR | - | A | - | - | - | - | Floating | SOFR | 260-270 | 280 | SOFR+280 | - | - |
| D | USD | 27.200 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | 430-440 | 410 | SOFR+410 | - | - |
| E | USD | 15.200 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | 725-750 | 683 | SOFR+683 | - | - |
| Sub | USD | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sector | Name | Type | Publisher | Date |
|---|---|---|---|---|
CLOS | Carlyle US CLO 2022-3: Short-dated new issue has broad-scope restricted trading period | Scorecard | Dealscribe | Sep 21, 2022 |
CLOS | Carlyle US CLO 2022-4: Controlling class conditions drag down D-score | Scorecard | Dealscribe | Sep 9, 2022 |
CLOS | Carlyle US CLO 2022-1: Test changes have deemed consent rule for senior notes | Scorecard | Dealscribe | Jun 28, 2022 |
CLOS | Carlyle US CLO 2019-4: Reset gives manager more flexibility on post-re and defaulted swaps | Scorecard | Dealscribe | Mar 24, 2022 |
CLOS | Carlyle US CLO 2020-1: Reset tightens restricted trading period and distressed exchange rules | Scorecard | Dealscribe | Sep 1, 2021 |