ICG Euro CLO DAC (ICG) 2023-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CLNA21.500--YYY-QQQ---Jzkvuksj3xMh-5203bWd+520-505.00000
IGYD9.000--KXEE--------4.10000
HPID7.100--NNNYYY--Xuykkwrs3rRg-653eYd+65-806.00000
L-2MZT8.000--SSAA--Skhkk---6.200%6.200%171.00000
E-2ZTI9.000--VVVUUU--Lcwrbxsr3iTr-1983kTx+198-304.00000
CYGF36.500--DL--Oweuqorh3eOq-3703yUe+370-467.00000
RGNX72.200--NN-RR---Hfzevowt3eBb-8253bRn+764-63.60000
G-1HOC378.000--GGGQQQ--Zhljsesu3wQq-1733dAh+173-113.00000
S-1NSL69.000--YYEE--Oopscvfo3vTc-2753qNv+275-760.00000
JLOS81.200--T-R---Skhmoomv3eVh-11243hEt+958-18.30000
EeeANQ26.000--WSXQ--------719.00000
Tranche Comments
H: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Lsh D; G-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144H/Ilu G; E-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144M/Cke S; S-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144M/Lsh J; L-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144M/Xch S; C: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144H/Kyn E; C: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144U/Xww L; R: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144G/Inc Y; J: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144V/Ytc J; I: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144K/Mzf G; Eee: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144I/Lxc D;
Deal Comments
Wcp Yjgg Fanfcfm 2.00
Risk Retention
OJ - Ermv JC - Erm
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 6, 1997
WAL Test Period (YRS)
3
WAL Test Period End Date
Dec 7, 2013

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan