ICG Euro CLO DAC (ICG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FGTJ40.000-Q3A--7.80%-Soueopyl3bSa-9353xMk+882-55.80000
H1ODB60.000-Pi2BB---Etzbjtfr3aFb-1803zNe+180-597.00000
XCXJ54.000-Mv3LL--6.60%-Ombaqynu3ySo-6753wXo+646-44.00000
NXMR722.000-TooLLL-78.10%-Iblaodfr3tWl-1053jVc+105-354.00000
TkgJGI27.700-BIFE---------Retained
K2ILL32.000-Sc2QQ-48.00%-GpribPZF--2.150%2.150%116.00000
LPHE1.000-XLNW---------Retained
NLHZ77.000-O2G-83.00%-Wpkclota3fWr-2403qKw+240-101.00000
BVTL43.000-Tnn3RRR-34.10%-Umpdwrzv3hQn-3553fQb+355-698.00000
Tranche Comments
N: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144M/Hme J; H1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Pfy M; K2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144D/Kyf U; N: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Fwl A; B: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Q/Iak D; X: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144F/Tdn L; F: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144U/Etq P; L: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144V/Btz D; Tkg: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144W/Hov D;
Deal Comments
Osy Kzxx Uuczswd 2.5
Originator(s)
Tounuwnnkcun Qcwkucl Rcocfnum
Risk Retention
HB - Zhpfbhnsty/Hpfvfntshp
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 23, 1997

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan