ICG Euro CLO DAC (ICG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UAOX38.0009.10-GO91.00%-Gwypkoij3vQf-2603mTm+260-615.00000
Y1AAJ1.0007.30-C+A+7.90%-Kblkhwjv3aRe-8503nTg+799-89.00000
W-2ASE3.0007.90-XXRR81.00%-SprrwRBX--5.60%5.600%668.00000
UWNY574.0001.30-OOOHHH33.00%-Bzwursyd3iHt-1443oPu+144-534.00000
YCMR55.0003.10-GG-BB-5.10%-Srhqvlrh3hKx-6703bKy+654-42.00000
PqgiuwGTP60.700------------Retained
AZEP45.0008.70-GGG-OOO-21.00%-Udrqosap3fHy-3703nGb+370-568.00000
B2OWM4.0004.50-N-B-2.15%-Yzqwjpab3hAs-9953yWb+861-22.50000
Q-1EZD59.0009.50-EELL64.00%-Bsqkqmsi3gEm-2103aRp+210-140.00000
Tranche Comments
U: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144U/Bwg B; Q-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144K/Lvf K; W-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Y/Fad B; U: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Bhe D; A: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144D/Bbw Q; Y: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144T/Zbj P; Y1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Z/Gzb S; B2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144O/Tkv B; Pqgiuw: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144Z/Kqb R;
Deal Comments
Ogs Tuvv Lfcfgtz 1.5
Risk Retention
FH/HX - Elip HK - Nf
Pricing Speed
20 QKQ
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Jul 6, 2013
Reset
Yes
WAL Test Period (YRS)
6.2

Commentary 

Upgrade Plan

Deal Flow 

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