| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 248.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| A-2A | USD | 46.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| A-2B | USD | 10.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | 200 | 2.410% | - | - |
| B | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 250 | 3mL+250 | - | - |
| C | USD | 20.000 | - | - | BBB- | - | - | - | 13.00% | - | Floating | 3mL | - | 425 | 3mL+425 | - | - |
| D | USD | 14.000 | - | - | BB- | - | - | - | 9.50% | - | Floating | 3mL | - | 825 | 3mL+752 | - | - |
| Sub | USD | 39.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2021-01-22; Redemption: 2021-10-22;
A-2A: First Pay: 2021-01-22; Redemption: 2021-10-22;
A-2B: First Pay: 2021-01-22; Redemption: 2021-10-22;
B: First Pay: 2021-01-22; Redemption: 2021-10-22;
C: First Pay: 2021-01-22; Redemption: 2021-10-22;
D: First Pay: 2021-01-22; Redemption: 2021-10-22;
Sub: First Pay: 2021-01-22; Redemption: 2021-10-22;
Deal Comments
Non-call period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 22, 2023
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | ICG US CLO 2020-1: ICG tweaks discount obligation rules in reset | Scorecard | Dealscribe | Feb 2, 2022
|