ICG US CLO Ltd (ICG) 2020-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD248.000--AAA---38.00%-Floating3mL-1403mL+140--
A-2AUSD46.000--AA---24.00%-Floating3mL-2053mL+205--
A-2BUSD10.000--AA---24.00%-Fixed--2002.410%--
BUSD24.000--A---18.00%-Floating3mL-2503mL+250--
CUSD20.000--BBB----13.00%-Floating3mL-4253mL+425--
DUSD14.000--BB----9.50%-Floating3mL-8253mL+752--
SubUSD39.800--------------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
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
ICG US CLO 2020-1: ICG tweaks discount obligation rules in resetScorecardDealscribe
Feb 2, 2022
1 to 1 of 1