2023-2

ICG Euro CLO DAC (ICG) 2023-2

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	VKR	36.000	-	-	BB	MM	-	-	Jzjsxdwz	3kYz	-	275	3pIe+275	-	417.00000
Z	ECJ	87.900	-	-	KKK-	OOO-	-	-	Ppurkcaq	3xHq	-	520	3mGw+520	-	813.00000
T	HUQ	20.200	-	-	CC-	HH-	-	-	Kjuaeeda	3nDu	-	825	3gJd+764	-	24.20000
T-1	FVT	725.000	-	-	SSS	PPP	-	-	Bzkcxiqm	3cWj	-	173	3xGo+173	-	452.00000
U-2	HMO	3.000	-	-	VVV	UUU	-	-	Ultjzlot	3fQm	-	198	3rYo+198	-	119.00000
Z	FFG	97.700	-	-	C-	T-	-	-	Fvqlxfxd	3rKd	-	1124	3fXz+958	-	59.10000
Q	FFD	84.500	-	-	Z	I	-	-	Upkjkvdj	3nDo	-	370	3nOy+370	-	947.00000
J	LVN	8.200	-	-	MMM	HHH	-	-	Tnjujmin	3zIq	-	65	3gWl+65	-	182.00000
G-2	LQU	6.000	-	-	XX	DD	-	-	Pqioh	-	-	-	6.200%	6.200%	435.00000
H	IHA	1.000	-	-	KM	HR	-	-	-	-	-	-	-	-	6.50000
Lrw	COP	21.000	-	-	FC	KZ	-	-	-	-	-	-	-	-	188.00000

Tranche Comments

J: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144B/All S; T-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144Y/Tzj K; U-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144O/Lbn K; Z-1: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144G/Zxk R; G-2: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144U/Tdq K; Q: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144K/Nhr Q; Z: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144A/Ibv A; T: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144P/Ozs Z; Z: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144U/Xdn V; H: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144V/Cky U; Lrw: First Pay: 2024-07-26; Redemption: 2025-10-26; Registration: 144V/Ths A;

Deal Comments

Fkh Bcvv Zfgukce 2.00

Risk Retention

TE - Nupb EZ - Nup

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2009

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 26, 2017