2022-1

ICG Euro CLO DAC (ICG) 2022-1

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
Q	NCN	1.000	-	-	GGG	HHH	-	-	Kkkqwecn	3nGh	-	-	60	3zHa+60	-	251.00000
I	QCH	5.000	-	-	KC	AN	-	-	-	-	-	-	-	-	-	Retained
V-1	GYU	15.000	-	-	OO	ZZ	-	-	Xejlrfzt	3oYh	-	-	230	3fXn+230	-	860.00000
T	XJL	98.000	-	-	T-	C-	-	-	Wheddyyz	3iAe	-	-	1035	3wOg+948	-	54.90000
T	VWT	42.500	-	-	U	A	-	-	Druqlrfh	3tXc	-	-	330	3dJj+330	-	824.00000
U	WTE	61.500	-	-	GGG-	OOO-	-	-	Hqfvdwss	3fYw	-	-	460	3vKt+460	-	333.00000
U	FAF	39.000	-	-	QQ-	II-	-	-	Hkcokrzw	3mHj	-	-	760	3gAh+705	-	62.00000
Nst	FTY	75.000	-	-	BH	GE	-	-	-	-	-	-	-	-	-	Retained
D	ZCP	869.000	-	-	OOO	PPP	-	-	Evhozljk	3pFc	-	-	115	3mYj+115	-	133.00000
F-2	PSQ	83.000	-	-	GG	CC	-	-	Jlshu	KBV	-	-	-	0.030%	0.030%	106.00000

Tranche Comments

Q: First Pay: 2022-11-15; Redemption: 2023-11-15; D: First Pay: 2022-11-15; Redemption: 2023-11-15; V-1: First Pay: 2022-11-15; Redemption: 2023-11-15; F-2: First Pay: 2022-11-15; Redemption: 2023-11-15; T: First Pay: 2022-11-15; Redemption: 2023-11-15; U: First Pay: 2022-11-15; Redemption: 2023-11-15; U: First Pay: 2022-11-15; Redemption: 2023-11-15; T: First Pay: 2022-11-15; Redemption: 2023-11-15; I: First Pay: 2022-11-15; Redemption: 2023-11-15; Nst: First Pay: 2022-11-15; Redemption: 2023-11-15;

Deal Comments

Dhf Govv Ycfkhbj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2009