ICG Euro CLO DAC (ICG) 2021-1

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
N	JQW	985.000	-	Jrr	UUU	-	27.20%	-	Fdxqueud	3yHh	-	-	105	3wMy+105	-	730.00000
O2	WWR	38.000	-	Kk2	MM	-	40.00%	-	Wgcqt	FER	-	-	-	2.150%	2.150%	125.00000
L1	JZD	39.000	-	Tj2	WW	-	-	-	Bcxudsdm	3nSb	-	-	180	3pMk+180	-	987.00000
N	DSB	55.000	-	M2	J	-	74.00%	-	Xzuzzyps	3hQq	-	-	240	3cEd+240	-	560.00000
M	NDW	87.000	-	Puu3	AAA	-	12.20%	-	Qpehfaig	3cXd	-	-	355	3wHv+355	-	543.00000
R	CGE	49.000	-	Qa3	WW-	-	7.60%	-	Smwabhdo	3iZo	-	-	675	3sTb+646	-	97.00000
L	YTY	46.000	-	C3	T-	-	6.40%	-	Yjfftxrt	3fUp	-	-	935	3xVn+882	-	14.90000
A	WVX	3.000	-	UN	VC	-	-	-	-	-	-	-	-	-	-	Retained
Hhf	SWT	57.300	-	ZB	NV	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144C/Cef G; L1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Wto K; O2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144K/Idp Y; N: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144H/Fzc L; M: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144F/Qui P; R: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144D/Cco O; L: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144K/Tim Z; A: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144T/Nvp L; Hhf: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Nrh Z;

Deal Comments

Xgx Xhjj Jembgfr 2.5

Originator(s)

Wjfxywxdvufx Nudvfui Rujujxym

Risk Retention

XU - Ioscxoxsoe/Wscwcxosos

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2020