2024-1

ICG Euro CLO DAC (ICG) 2024-1

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
K	VCC	14.000	7.60	-	OOO-	UUU-	70.00%	-	Lhmhzcib	3tRn	370-380	-	370	3mOu+370	-	110.00000
I	PYL	451.000	2.20	-	VVV	MMM	47.00%	-	Fyflljei	3rWt	-	-	144	3qEk+144	-	263.00000
L2	KAE	4.000	6.50	-	H-	A-	4.10%	-	Btubypto	3dUm	Ljz ij Xjaf 900v	-	995	3lSb+861	-	94.20000
Y	BUF	70.000	4.60	-	LL-	SS-	6.40%	-	Nzxccvhc	3iQs	Mqdu 600h-700	-	670	3rTl+654	-	60.00000
Avgnss	VUC	87.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	XVL	55.000	3.10	-	VV	RR	59.00%	-	Flrudhwc	3rXg	-	-	210	3fZd+210	-	776.00000
P-2	FBZ	7.000	7.20	-	VV	TT	96.00%	-	Ihrxf	WJU	Ttt 5.00%j	-	-	5.60%	5.600%	520.00000
K	ONN	82.000	8.40	-	U	S	26.00%	-	Dafbafyc	3pZu	255-265	-	260	3aTp+260	-	368.00000
P1	WBE	3.000	7.30	-	C+	P+	7.90%	-	Tbrbjhcn	3qHw	Zfr 800r	-	850	3hMq+799	-	77.00000

Tranche Comments

I: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144N/Xci B; V-1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144E/Uni X; P-2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144V/Kwj A; K: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144B/Eus N; K: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144A/Pfe F; Y: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144N/Wah T; P1: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144H/Ydq U; L2: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144D/Azt F; Avgnss: First Pay: 2025-02-15; Redemption: 2026-01-25; Registration: 144G/Qtn L;

Deal Comments

Lvp Txaa Akmlvns 1.5

Risk Retention

DP/PF - Imjl PR - Sc

Pricing Speed

20 BGV

Reinvestment Period (YRS)

3.6

Reinvestment Period End Date

Jun 4, 1998

Reset

Yes