2023-2

ICG Euro CLO DAC (ICG) 2023-2

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
T	ZAE	56.600	-	-	FFF-	VVV-	-	-	Lxwkuhmf	3yQh	-	-	520	3sDe+520	-	582.00000
N-2	GAU	1.000	-	-	BBB	MMM	-	-	Pypqtdfm	3yLt	-	-	198	3wYh+198	-	424.00000
W-1	OTU	87.000	-	-	SS	LL	-	-	Zqvslqfc	3dJt	-	-	275	3wNg+275	-	734.00000
A	LDX	79.500	-	-	W	G	-	-	Zefjpmpk	3nBs	-	-	370	3xAm+370	-	481.00000
J-1	BZY	425.000	-	-	GGG	SSS	-	-	Cmkkuiwd	3dMq	-	-	173	3wOl+173	-	970.00000
R	KMY	4.600	-	-	CCC	QQQ	-	-	Nrasfyba	3oTd	-	-	65	3fJo+65	-	627.00000
L	GEM	38.800	-	-	UU-	UU-	-	-	Oervmsvt	3mIy	-	-	825	3kKq+764	-	86.70000
S	ABW	3.000	-	-	CO	SB	-	-	-	-	-	-	-	-	-	5.40000
Q-2	PNP	9.000	-	-	PP	FF	-	-	Bovgf	-	-	-	-	6.200%	6.200%	396.00000
O	AMJ	50.100	-	-	V-	G-	-	-	Fwplzmic	3kRa	-	-	1124	3qYq+958	-	76.20000
Qjk	QCZ	31.000	-	-	QG	LV	-	-	-	-	-	-	-	-	-	905.00000

Tranche Comments

R: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144C/Xvr Z; J-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144D/Dja C; N-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Yas I; W-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144N/Wcw G; Q-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Z/Kvr B; A: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144L/Can T; T: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144D/Pkw Z; L: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144C/Qwj Q; O: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144I/Rmt M; S: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144J/Mnx Y; Qjk: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144J/Vca R;

Deal Comments

Lvj Zqaa Etgcvnz 2.00

Risk Retention

OZ - Hxvi ZM - Hxv

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Apr 2, 2025