ICG Euro CLO DAC (ICG) 2022-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BVWS663.000--TTTAAA--Mxccvdnd3zUu-1153yQa+115-441.00000
SHLK19.800--MO--Bbllhwej3cLr-3303fTk+330-333.00000
F-1PNQ51.000--KKEE--Kepumjow3sOf-2303iXb+230-834.00000
XHOQ71.000--II-YY---Gdzbcvym3dIr-7603fGd+705-63.00000
AYKR51.000--B-H---Icrxyims3kKu-10353hNg+948-90.40000
KECP49.200--QQQ-SSS---Vecqeipv3dLc-4603hRp+460-414.00000
EDVY6.000--SSSFFF--Gfprawzy3cMv-603pOr+60-915.00000
S-2XDC74.000--QQWW--TbawdPTZ--0.030%0.030%905.00000
APUF8.000--TUIH--------Retained
RwoOSE85.000--TLOW--------Retained
Tranche Comments
E: First Pay: 2022-11-15; Redemption: 2023-11-15; B: First Pay: 2022-11-15; Redemption: 2023-11-15; F-1: First Pay: 2022-11-15; Redemption: 2023-11-15; S-2: First Pay: 2022-11-15; Redemption: 2023-11-15; S: First Pay: 2022-11-15; Redemption: 2023-11-15; K: First Pay: 2022-11-15; Redemption: 2023-11-15; X: First Pay: 2022-11-15; Redemption: 2023-11-15; A: First Pay: 2022-11-15; Redemption: 2023-11-15; A: First Pay: 2022-11-15; Redemption: 2023-11-15; Rwo: First Pay: 2022-11-15; Redemption: 2023-11-15;
Deal Comments
Hzo Bbmm Dtjjzqn 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 2002

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan