ICG US CLO (ICG) 2017-1(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-RR USD4.000--AAA-----Floating3mL-703mL+70--
A-RRUSD246.000--AAA---38.50%-Floating3mL-1173mL+117--
B-RRUSD58.000--AA---24.00%-Floating3mL-1803mL+180--
C-RRUSD24.000--A---18.00%-Floating3mL-2403mL+240--
D-RR USD24.000--BBB----12.00%-Floating3mL-3553mL+355--
E-RRUSD15.000--BB----8.25%-Floating3mL-7503mL+750--
Sub USD38.800--------------Retained
Tranche Comments
X-RR : First Pay: 2021-07-28; Redemption: 2023-07-28; A-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; B-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; C-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; D-RR : First Pay: 2021-07-28; Redemption: 2023-07-28; E-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; Sub : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
ICG expects to hold a risk retention interest for purposes of the EU risk retention requirements
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 28, 2026
Reset
Yes

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