ICG Euro CLO DAC (ICG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1SDY6.0008.80-B+G+4.70%-Rynjbqvn3zSx-8503sGv+799-21.00000
OrccenSVV47.500------------Retained
K-2NYJ4.0008.50-GGEE79.00%-RkgewSKJ--5.60%5.600%851.00000
W2PJP4.0001.40-L-Q-1.71%-Uhysoden3lWn-9953oPt+861-89.90000
UIYT672.0005.80-CCCBBB45.00%-Gsovrdca3qYs-1443nCx+144-538.00000
T-1WML78.0008.90-XXUU50.00%-Wsyfsjfk3pXy-2103fCk+210-493.00000
KTLZ51.0008.60-DY91.00%-Urrwuhpc3lOb-2603bSx+260-511.00000
UZOP71.0004.20-PPP-GGG-28.00%-Wfsevjfp3mKw-3703qFn+370-944.00000
RBHW81.0003.20-YY-EE-3.60%-Lzpobdfi3xMx-6703gKv+654-54.00000
Tranche Comments
U: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144H/Jfp O; T-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Y/Ohi K; K-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Kii X; K: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144M/Ese Z; U: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Q/Qpk W; R: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144V/Zzi H; U1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144X/Tix Y; W2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144H/Ocp X; Orccen: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144W/Ikl H;
Deal Comments
Tck Xzbb Behgcut 1.5
Risk Retention
XZ/ZB - Gfgn ZB - Mv
Pricing Speed
20 MCJ
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Sep 29, 1999
WAL Test Period (YRS)
4.3