2023-1

ICG Euro CLO DAC (ICG) 2023-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Intermediate Capital Group PLC (ICG)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	AWN	419.000	8.40	-	AAA	AAA	80.00%	-	Memhvamq	3lOh	-	-	175	3tXb+175	-	212.00000
O1	BQF	85.000	4.30	-	QQ	TT	17.40%	-	Lupkqqnx	3wPz	-	-	325	3wBx+325	-	533.00000
V	ODD	58.700	2.00	-	B-	J-	4.70%	-	Lyfuhjaa	3aNw	-	-	1340	3yGz+1090	-	85.75000
Xbwbvo	DDW	96.200	8.10	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	VSH	94.200	2.30	-	EEE-	SSS-	25.60%	-	Dhsxcsfj	3wCn	-	-	615	3fKv+615	-	435.00000
F	LWM	50.000	2.50	-	J	I	90.00%	-	Xsbzrofq	3lYe	-	-	440	3gDm+440	-	448.00000
A	GLP	78.700	8.20	-	KK-	MM-	80.20%	-	Cwzqotey	3qRn	-	-	920	3xTf+772	-	29.00000

Tranche Comments

H: First Pay: 2023-10-19; Redemption: 2024-10-19; O1: First Pay: 2023-10-19; Redemption: 2024-10-19; F: First Pay: 2023-10-19; Redemption: 2024-10-19; L: First Pay: 2023-10-19; Redemption: 2024-10-19; A: First Pay: 2023-10-19; Redemption: 2024-10-19; V: First Pay: 2023-10-19; Redemption: 2024-10-19; Xbwbvo: First Pay: 2023-10-19; Redemption: 2024-10-19;

Deal Comments

Smw Fkjj Dkvzmky 1.6

Reinvestment Period (YRS)

6.3

Reset

Yes