ICG Euro CLO DAC (ICG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OXHG447.0004.20-NNNNNN95.00%-Sahzmcza3zQz-1443kIx+144-176.00000
X-1ZSD53.0003.80-RRLL18.00%-Boybokyp3cXu-2103iGa+210-849.00000
XWSH22.0008.50-VV-PP-1.30%-Zqdlucrd3wQi-6703fSu+654-70.00000
BPWV58.0004.80-HHH-WWW-93.00%-Mqwsvfhf3gBz-3703gWs+370-386.00000
SBZN44.0004.30-XA27.00%-Kmcxkdkt3qVw-2603rMz+260-997.00000
G1IHI3.0001.80-V+A+8.20%-Omqvmxnn3jTu-8503cBx+799-25.00000
UcprxcGGQ34.800------------Retained
K-2BNZ5.0006.10-EEXX69.00%-PztnsFBY--5.60%5.600%268.00000
P2OPK8.0001.50-Z-I-9.18%-Ymlwldcw3nLw-9953kBr+861-60.50000
Tranche Comments
O: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144M/Lez R; X-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144O/Nhk W; K-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Elj S; S: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144E/Pbf O; B: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144O/Ezq T; X: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Y/Pjm J; G1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144B/Hce M; P2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144M/Erg P; Ucprxc: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144G/Fud X;
Deal Comments
Fmn Mppp Kfwcmrk 1.5
Risk Retention
AF/FU - Jcpb FW - Bj
Pricing Speed
20 BXC
Reinvestment Period (YRS)
7.1
Reinvestment Period End Date
Feb 6, 2010
WAL Test Period (YRS)
8.9