ICG Euro CLO DAC (ICG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2IUV7.0005.60-BBBB60.00%-XurvzWAY--5.60%5.600%988.00000
MZJX691.0008.40-VVVDDD21.00%-Arkuzodp3yMj-1443pBf+144-962.00000
F1TMX5.0001.80-X+H+7.30%-Kjvzbkpd3dLt-8503ePw+799-33.00000
DpmcunCYI80.800------------Retained
M-1PGT18.0001.30-DDGG83.00%-Plwkfmpx3dVf-2103aUc+210-997.00000
GKSY81.0003.10-VN11.00%-Qhzksjzw3qYc-2603nWu+260-911.00000
JAVY25.0004.10-LLL-WWW-96.00%-Hjjrmuvk3pDk-3703vLd+370-178.00000
GGXU37.0001.60-JJ-OO-7.70%-Hehvfbfc3nOv-6703cOe+654-59.00000
B2DYH2.0001.80-R-M-4.19%-Xwwdkzci3hBa-9953hNo+861-38.60000
Tranche Comments
M: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Z/Dlv N; M-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144L/Hvl T; T-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144H/Wzk V; G: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144D/Doz I; J: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144M/Mtn E; G: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Rwy E; F1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144L/Gvd S; B2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144A/Hqu P; Dpmcun: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144L/Rkr X;
Deal Comments
Yug Bzbb Qvrkuei 1.5
Risk Retention
JI/IQ - Hmzl IP - Hf
Pricing Speed
20 OTF
Reinvestment Period (YRS)
8.8
Reinvestment Period End Date
Aug 19, 2007
WAL Test Period (YRS)
7.2