ICG Euro CLO DAC (ICG) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR246.000-AaaAAA-38.50%-Floating3mEu-1053mEu+105-100.00000
B1EUR22.000-Aa2AA---Floating3mEu-1803mEu+180-100.00000
B2EUR20.000-Aa2AA-28.00%-FixedYLD--2.15%2.150%100.00000
CEUR28.000-A2A-21.00%-Floating3mEu-2403mEu+240-100.00000
DEUR25.000-Baa3BBB-14.80%-Floating3mEu-3553mEu+355-100.00000
EEUR20.000-Ba3BB--9.80%-Floating3mEu-6753mEu+646-98.00000
FEUR12.000-B3B--6.80%-Floating3mEu-9353mEu+882-96.50000
ZEUR1.000-NRNR---------Retained
SubEUR30.800-NRNR---------Retained
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; B1: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; B2: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; C: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; D: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; E: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; F: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; Z: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S; Sub: First Pay: 2022-04-15; Redemption: 2023-03-10; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.5
Originator(s)
Intermediate Capital Managers
Risk Retention
EU - Horizontal/Originator
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 9, 2026