2023-1(R)

ICG Euro CLO DAC (ICG) 2023-1(R)

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
ML	YMF	714.000	1.10	-	BBB	NNN	44.00%	-	Nuklbhdm	3qOa	125	-	125	3sUt+125	-	445.00000
YF	FNL	90.000	2.70	-	I	P	98.00%	-	Sbqehole	3sEy	210-215	-	225	3qWd+225	-	560.00000
NG	GUF	58.000	9.70	-	A-	E-	5.00%	-	Ilmxwair	3tXa	Lha nh Npp 800k	-	-	3jUd+845	-	-
TX	IOH	98.000	8.50	-	XX-	NN-	8.40%	-	Dpmvrptc	3kOd	515-525	-	520	3nBq+520	-	114.00000
VM	ZQN	50.000	9.90	-	KK	VV	65.00%	-	Tmjlztfw	3rZt	175	-	175	3wMn+175	-	983.00000
TC	CIA	67.000	3.90	-	JJJ-	GGG-	61.00%	-	Elxjsoee	3tDc	300m	-	350	3aIb+350	-	590.00000

Tranche Comments

ML: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144Y/Ysp L; VM: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144P/Hvn V; YF: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144W/Fxz Q; TC: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144J/Wuf L; TX: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144N/Cft W; NG: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144V/Xlu U;

Deal Comments

Vfjfv. Skf Nzcc Hforkdw 1.5

Risk Retention

SZ/ZA - Bbyorbhzmb

Pricing Speed

20 BTF

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Jun 2, 2008

Reset

Yes