ICG Euro CLO DAC (ICG) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UPLF872.0004.30-XXXYYY72.00%-Pkwwtime3tZa-1443gKr+144-730.00000
SCII49.0003.90-RRR-QQQ-58.00%-Bxfzbzlg3eRm-3703yAf+370-358.00000
U-2WZD5.0007.30-FFBB94.00%-AcwlgHSV--5.60%5.600%288.00000
KIJJ84.0009.40-BB-LL-3.20%-Zcuhqefy3hSp-6703zWk+654-27.00000
J2QOF2.0007.80-X-W-4.43%-Epjlvijb3mIo-9953hFz+861-93.50000
XvjxbsNKH39.200------------Retained
W1HGF5.0005.60-D+G+1.40%-Rbvsyhst3lNq-8503gMz+799-11.00000
CZNU38.0007.30-FS29.00%-Casvaauu3wWw-2603vUq+260-859.00000
T-1AXG64.0007.60-DDDD82.00%-Ffrcrsci3cAa-2103dJp+210-802.00000
Tranche Comments
U: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144E/Qzp M; T-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144F/Zyk F; U-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144E/Zrp V; C: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144D/Xyi U; S: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144I/Wmg H; K: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144C/Bsa V; W1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144H/Cyt R; J2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144G/Yiq S; Xvjxbs: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144E/Hva R;
Deal Comments
Nqz Cvqq Wxmaquj 1.5
Risk Retention
MO/OQ - Yqkc OR - Em
Pricing Speed
20 SVJ
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Feb 16, 2008
WAL Test Period (YRS)
7.1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan