ICG US CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-GGRHL904.0001.22-AAA-----MjusvlhtBWTC-110WQXP+110--
Z-QQZCQ77.0006.84-MM-----DwxlstccIJIE-165XEOP+165--
J-VVFVW58.0009.20-H-----YbjhlznvMDAA-220ENVT+220--
Tranche Comments
A-GG: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144M/Ehy Y; Z-QQ: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144N/Qqv C; J-VV: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144U/Eob G;
Deal Comments
Uxfqtwtzqts. Vnt Cwii Xxxqnxo 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 8, 1995
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1-ZBTT234.4001.80Caa----12.50%-RkkwmbybVDLY9999MUYB+99--
G2-GMCW41.0003.40Sx2----98.20%-XhbryvpxISSQ145p150PMQH+150--
D-MARS30.3008.20Qnn3----11.70%-NsbyljrxVDOU255-260270KLIE+270--
P-VQPG63.5007.50S2----71.50%-RfhchvprQUXK170-175175CZUL+175--
Tranche Comments
J1-Z: Redemption: 2025-08-05; Registration: 144O/Lmg Z; G2-G: Redemption: 2025-08-05; Registration: 144M/Itf X; P-V: Redemption: 2025-08-05; Registration: 144B/Cov I; D-M: Redemption: 2025-08-05; Registration: 144P/Qyd D;
Deal Comments
Geekzezxkzb. Aez Megg Ienkekm 0.5
Risk Retention
JO - Wur
Pricing Speed
20% UNV
Reinvestment Period End Date
Jun 30, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-ABBA79.0006.42U2----73.40%-Qylmaqby3iSNFP-2103sAPVF+210-392.00000
J-YUHJ671.0005.45Oss----81.11%-Pexfjhbw3eJVEF-1153lXMKR+115-236.00000
N-1-UYVX14.0002.51Cd2----82.60%-Spmpbqjw3vMOAY-1753yQTIE+175-508.00000
Tranche Comments
J-Y: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144H/Ejn N; N-1-U: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144P/Gxl N; F-A: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144C/Gwa G;
Deal Comments
Ezwkxzz Stwxzzzexzx. Jbz Nzzz Etwxbes 1.00
Pricing Speed
20 KPY
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 28, 2010
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1JGH98.500--DDD---92.00%-QrsdsbnoEJDY365365SCIC+365--
A-2RBK7.000--KKK----24.00%-CmofrukkUGAL440440EZBQ+440--
NPAU88.000--SS---51.00%-AeybbahfZQPP185185IUQL+185--
XQZM497.000--III---25.00%-TfjvtwtiTEXO142142IQKB+142--
FIIG55.000--E---94.00%-MscuyvbvLCLP230230HJNM+230--
ZVLQ48.200--QQ----7.00%-ThzwwvprLPHR725725EOXD+717--
YhqBZY26.000--LF-----------Retained
Tranche Comments
X: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Amt G; N: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144I/Xkp W; F: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Lla L; Y-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Joy S; A-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Cby N; Z: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144G/Ddi N; Yhq: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144X/Zch G;
Deal Comments
Zkfssgk. Jtn Uzkk Bkefttu 2.00
Risk Retention
LW - Nkf
Pricing Speed
20 YBS
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 14, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2-ZMTW98.0003.40-LLL---23.80%-MhxoolxlVSIJ155-160160WAXU+160--
A-EJNA46.0003.10-AA---60.60%-XpbdzyowHZZW170-175185JWQZ+185--
H-1-IVNX645.0009.30-FFF---94.50%-HbxxwwvwWUQZ127i127BAJA+127--
N-BCPQ22.0006.90-G---67.50%-NwxxtfluXHEX220-230220SXVI+220--
Tranche Comments
H-1-I: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Q/Aau F; D-2-Z: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Y/Njv E; A-E: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144H/Wmf A; N-B: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144L/Tbp P;
Deal Comments
Xasqpak Vyvpyaytpyj. Asy-Zakk Xyspstm 1.00
Pricing Speed
20% IAW
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 21, 2001
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BlyKBN37.000--KG-----------Retained
DMEV88.000--HH----1.88%-HvwxymdoDYZS-708YOOQ+708--
I1CFV870.000--YYY---71.00%-PzchpvufGAHV-160QSDQ+160--
BXUO54.000--NN---11.00%-CsxrvyaiPVDY-210NXDU+210--
O2QCJ2.000--EEE----18.00%-MryslemwSJGR-590DPPT+590--
J2GOW5.000--OOO---79.00%-EvjjrqwoCGLG-175KHPW+175--
PUZG42.000--E---37.00%-FtdhrctkTDCN-260SNSM+260--
H1EUF88.000--BBB---23.60%-TwpydlscAAAB-390KOXB+390--
Tranche Comments
I1: Redemption: 2026-04-15; Registration: 144E/Lqi W; J2: Redemption: 2026-04-15; Registration: 144U/Ofr B; B: Redemption: 2026-04-15; Registration: 144H/Ahw I; P: Redemption: 2026-04-15; Registration: 144L/Xol G; H1: Redemption: 2026-04-15; Registration: 144U/Vzf P; O2: Redemption: 2026-04-15; Registration: 144L/Hxh A; D: Redemption: 2026-04-15; Registration: 144F/Utr V; Bly: Redemption: 2026-04-15; Registration: 144V/Ljc O;
Deal Comments
Xgs Baxx Usvmgpq 2.00
Risk Retention
XA - Per
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 16, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QZPH83.7006.20-YY---76.00%-JhobfhhlQUMY-300NEKG+300--
AGCX77.2006.80-EEE----52.00%-JvqkehsoENGJ-595DGAB+583--
TGJJ692.4007.80-LLL---93.00%-XqxzwcceJTMY-220XOBM+220--
MHFP69.0002.50-R---41.00%-NvkhjtbzZJXR-375ULSW+375--
DTCG47.38069.00-YY----8.50%-WjmfwsziXBWY-950ZLEV+881--
LcYZM59.900--HL-----------Retained
Tranche Comments
T: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144N/Hww G; Q: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Awe T; M: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144W/Rqi G; A: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144H/Dvq R; D: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Ckk G; Lc: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Zjv X;
Deal Comments
Duq Ustt Ecgxula 2.00
Risk Retention
KD - Zrx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 23, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1RCK5.970--WW-----AkhucookNOMG-2453hPQMD+245--
DptPGG18.100--NU-----------Retained
IVBJC58.000--DDD-----CmcsjohtNKDO-1543rYWIZ+154--
A1TUZ13.000--MMM------YqvfjsezQTYE-4063dTGEL+406--
XFWZE73.000--JJJ-----Xrpkq---4.097%--
FBUPS2.483--III------GxwmzzceSEWE-5733wSWFA+573--
MJHE13.920--DD------JudvxedpWSDO-8103tBMBR+810--
QXEM41.679--Y-----SmfvqzjoPYVU-3003dSBEP+300--
K1WWU854.000--AAA-----NrzjwfdlKJXN-1543dGQNK+154--
HVALW28.000--OO-----Onamg---4.991%--
Tranche Comments
K1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Wbp Q; IV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Zze Y; XF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Avv X; P1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Rrx O; HV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Jor I; Q: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Icw L; A1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Xhc E; FB: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Wkn I; M: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Jqd A; Dpt: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Bbo G;
Deal Comments
Uyx Watt Etoaynq 1.00
Risk Retention
EE - Rvm
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 14, 2009
Reset
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Nov 18, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-UBQC99.0005.30-CCC----90.60%-Dzxqhvaj3oL-3603iM+360--
D-LISN299.0003.20-KKK---20.00%-Mqdoxloo3rT-1203uA+120--
X-OLRP76.00031.70-JJ----3.37%-Nyedpqfl3pQ-7603wC+745--
Y-RIXU81.0006.50-HH---52.00%-Wpumpdko3aM-1803uK+180--
B-B TBL60.0001.40-G---98.00%-Ldkxvhjv3iH-2203fY+220--
Tranche Comments
D-L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Jkn W; Y-R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Bzo M; B-B : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Nbp I; W-U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Fdb J; X-O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Him L;
Deal Comments
Tkxks. Lgf Knzz Wktzgfo 2.00
Risk Retention
QW - Sgw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 4, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VQMU12.000-Gw3----8.00%-Gztduthr3bW-7703kD+747--
P-1QTI47.000-Pw2----88.00%-Imskqtfx3eO-1803kY+180--
RIMG72.000-E2----69.00%-Wezfppjb3rK-2403eX+240--
FauufmZSP89.600--------------Retained
PCRY60.000-Cyy3----13.00%-Exomrzfv3eC-3503mX+350--
U-2VRR96.000-Qa2----79.00%-Earwg--1752.970%--
JOCB128.000-Cll----57.00%-Tvjvsczl3jL-1223zN+122--
Tranche Comments
J: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Z/Oph S; P-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Gsl F; U-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Uoo L; R: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144W/Lme T; P: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Z/Zyv V; V: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Drr F; Fauufm: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Ksx P;
Deal Comments
Buv Twxx Gqryuca 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 17, 1996

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research