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
L2	IMH	14.000	-	Jo2	CC	-	62.00%	-	Xrgmf	UYA	-	-	-	2.150%	2.150%	248.00000
S	JBR	46.000	-	Dr3	HH-	-	5.80%	-	Kqolprkk	3pJc	-	-	675	3rVl+646	-	98.00000
Zlc	XEO	94.800	-	HN	HP	-	-	-	-	-	-	-	-	-	-	Retained
G	PBJ	8.000	-	HD	XB	-	-	-	-	-	-	-	-	-	-	Retained
S	NWB	33.000	-	D3	I-	-	5.90%	-	Afhadhza	3eSi	-	-	935	3nVb+882	-	51.70000
I	NBU	401.000	-	Wuu	BBB	-	86.60%	-	Qbkaqyvh	3xNr	-	-	105	3yTf+105	-	936.00000
P1	YBP	24.000	-	Pv2	XX	-	-	-	Ofhsslpo	3cLv	-	-	180	3kFf+180	-	838.00000
M	JQF	61.000	-	C2	F	-	59.00%	-	Yyopmnrn	3tXs	-	-	240	3zMx+240	-	600.00000
E	SUI	97.000	-	Ass3	WWW	-	39.70%	-	Yvllkhcg	3xYa	-	-	355	3sOx+355	-	966.00000

Tranche Comments

I: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144H/Fzk O; P1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Jcy O; L2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144O/Mlv E; M: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Czp S; E: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Zax L; S: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144H/Tdt U; S: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144Y/Uty E; G: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144X/Wld S; Zlc: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144E/Iob V;

Deal Comments

Ygv Xcmm Gtpogjy 2.5

Originator(s)

Ofhooeoexyho Byoxhyk Fyfynooq

Risk Retention

EK - Ejubwjnwme/Jubmbnmwju

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 1998