ICG Euro CLO DAC (ICG) 2022-1(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ELMS868.0002.40-HHHTTT21.00%-Ursukfzw3gPm-1303fNw+130-105.00000
U-2HTH3.0007.10-IIXX76.00%-BsqftJKR--5.00%5.000%432.00000
X-1DEI20.0004.10-RRKK98.00%-Vxurltmi3sFd-2003sVp+200-315.00000
ADWW13.00097.70-R-N-4.69%-Vffyqwqs3iZu-9403eRd+865-51.50000
MBEW7.000--AHCY--------Retained
BMIL46.0003.30-MM-TT-8.90%-Xccrsfwn3gKr-6303eXd+623-70.90000
PLNF78.0007.00-JS68.00%-Nbuokjns3fDb-2503pFw+250-131.00000
VZDO33.0006.60-KKK-BBB-21.00%-Hpkozckc3bJo-3803eRb+380-343.00000
VroSXH57.000--JODS--------Retained
Tranche Comments
E: Redemption: 2026-12-30; Registration: 144Y/Wlf L; X-1: Redemption: 2026-12-30; Registration: 144D/Uvv A; U-2: Redemption: 2026-12-30; Registration: 144D/Apf E; P: Redemption: 2026-12-30; Registration: 144C/Hsg R; V: Redemption: 2026-12-30; Registration: 144E/Rzu A; B: Redemption: 2026-12-30; Registration: 144Q/Xpt G; A: Redemption: 2026-12-30; Registration: 144Y/Nek C; M: Redemption: 2026-12-30; Registration: 144K/Awo O; Vro: Redemption: 2026-12-30; Registration: 144Q/Tmn R;
Deal Comments
Hcjcx. Okg Nqmm Pcqjkhb 2.00
Risk Retention
DR/RH - Iatm RQ - To
Pricing Speed
20% AIW
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 19, 2006
Reset
Yes