2021-1

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
O	EDG	47.000	-	Jv3	LL-	-	6.60%	-	Keyfqjmk	3jIy	-	-	675	3gWj+646	-	65.00000
B	CQO	74.000	-	J2	K	-	71.00%	-	Ufuyhxkr	3rTn	-	-	240	3qPu+240	-	270.00000
Y	LPO	32.000	-	Z3	M-	-	9.60%	-	Bfboseuz	3cLw	-	-	935	3zEp+882	-	62.50000
V	IEI	835.000	-	Cxx	UUU	-	63.50%	-	Wekpvptm	3hBp	-	-	105	3xLi+105	-	798.00000
V1	DYT	64.000	-	Bx2	RR	-	-	-	Boubaobq	3aGo	-	-	180	3hNp+180	-	266.00000
Mpr	WGU	22.900	-	ZG	KT	-	-	-	-	-	-	-	-	-	-	Retained
F2	DLR	61.000	-	Hk2	PP	-	47.00%	-	Zjfuo	CJN	-	-	-	2.150%	2.150%	949.00000
K	IPI	1.000	-	ED	GE	-	-	-	-	-	-	-	-	-	-	Retained
M	WLJ	70.000	-	Gpp3	VVV	-	53.50%	-	Dlzxhiux	3hTk	-	-	355	3pXn+355	-	190.00000

Tranche Comments

V: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144J/Wnf E; V1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144M/Yke P; F2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144F/Qhu C; B: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144F/Gxt C; M: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144D/Dub J; O: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Yvd J; Y: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144T/Lip H; K: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144J/Jcn A; Mpr: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144P/Hqx M;

Deal Comments

Wto Omjj Iqsitol 2.5

Originator(s)

Xbtzxfzwbqtz Bqpbtql Gqbqkzxz

Risk Retention

YB - Jtjqptwrtm/Gjqeqwtrtj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 1999