| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 120.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 154 | 3mSOFR+154 | - | - |
| AL | USD | 75.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 154 | 3mSOFR+154 | - | - |
| AF | USD | 20.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.10% | - | - |
| B1 | USD | 5.375 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 245 | 3mSOFR+245 | - | - |
| BF | USD | 35.000 | - | - | AA | - | - | - | - | - | Fixed | - | - | - | 4.99% | - | - |
| C | USD | 20.125 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 300 | 3mSOFR+300 | - | - |
| D1 | USD | 15.000 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 406 | 3mSOFR+406 | - | - |
| DJ | USD | 5.125 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 573 | 3mSOFR+573 | - | - |
| E | USD | 11.750 | - | - | BB- | - | - | - | - | - | Floating | SOFR | - | 810 | 3mSOFR+810 | - | - |
| Sub | USD | 31.800 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
AL: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
AF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
B1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
BF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
C: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
D1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
DJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
E: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2025
WAL Test Period End Date
Jul 20, 2030
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | ICG US CLO 2020-1 | Performance Analytics | Dealscribe | Feb 2, 2022
|
CLOS | ICG US CLO 2014-1 | Performance Analytics | Dealscribe | Sep 22, 2021
|