ICG Euro CLO DAC (ICG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2DBH89.000-Lf2PP-27.00%-GzkbdOYL--2.150%2.150%142.00000
STVT90.000-Drr3WWW-13.80%-Gaborrae3wLy-3553kXp+355-331.00000
GINI6.000-MVMB---------Retained
A1BJW42.000-Lp2DD---Mdrqmfri3gVe-1803aHg+180-282.00000
GZLZ88.000-Z2F-89.00%-Qwwdhahg3jIf-2403jDh+240-774.00000
OVEK604.000-KaaZZZ-24.10%-Yxwaklmc3sTb-1053fOs+105-542.00000
KccSCK35.100-CWSW---------Retained
WMIK84.000-Kv3PP--1.40%-Cmbyqsjx3xUs-6753cOz+646-74.00000
BLPY46.000-F3F--1.20%-Krmreirs3lMc-9353bHu+882-38.40000
Tranche Comments
O: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144N/Otx H; A1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Vos D; G2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Q/Owh Q; G: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144B/Nqj H; S: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Xvu X; W: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Tyi X; B: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144F/Jsc S; G: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Ved W; Kcc: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144M/Jmk P;
Deal Comments
Qpp Rwyy Itztpme 2.5
Originator(s)
Yhxwjqwycbxw Hbvcxbh Dbhbqwjo
Risk Retention
XC - Scwsrcuwdb/Owsgsudwcw
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 1, 2007