ICG Euro CLO DAC (ICG) 2023-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CCXZ75.300--DW--Uverqqka3cNz-3703oRj+370-821.00000
X-1KVM705.000--VVVXXX--Blbarvtb3bUb-1733lNr+173-633.00000
YSVY37.400--T-T---Blukkyuz3xXy-11243tJo+958-55.50000
SXCH7.000--VTAD--------2.20000
VFSQ95.100--JJJ-AAA---Nccxrqry3nCh-5203kPx+520-805.00000
JFAM88.400--ZZ-RR---Jlbxemzd3zDc-8253rBi+764-15.80000
SEVD8.700--BBBLLL--Qhzwkuef3rRv-653hBv+65-723.00000
T-1CQR12.000--QQVV--Fxmekksk3cKt-2753oFx+275-518.00000
B-2IBJ7.000--ZZQQ--Ilfyr---6.200%6.200%479.00000
Q-2SZU6.000--KKKBBB--Vfsoatzf3iEd-1983oHj+198-713.00000
TzrPMG50.000--JYEL--------428.00000
Tranche Comments
S: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144L/Kmj T; X-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144T/Lpw K; Q-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144I/Qhu S; T-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144D/Mwp N; B-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144X/Oaa G; C: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Kup L; V: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Wxm R; J: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144O/Qqz K; Y: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Z/Hzp R; S: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Jya H; Tzr: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Whi B;
Deal Comments
Hoz Ympp Uxehopa 2.00
Risk Retention
WM - Lxbl MZ - Lxb
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 18, 2011
WAL Test Period (YRS)
3
WAL Test Period End Date
Nov 6, 2007

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan