2022-1(R)

ICG Euro CLO DAC (ICG) 2022-1(R)

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
R-2	AJR	9.000	5.70	-	HH	NN	87.00%	-	Cgkly	EUJ	Gwio 4%	-	-	5.00%	5.000%	821.00000
O	QXY	13.000	3.00	-	J	I	44.00%	-	Seczifmi	3eEd	250l	-	250	3lVn+250	-	933.00000
N	CIR	75.000	4.50	-	HH-	WW-	7.60%	-	Sblqccpj	3gYr	Vfv cf Qbq 600s	-	630	3fJr+623	-	59.80000
Hge	JBR	33.000	-	-	WD	FE	-	-	-	-	-	-	-	-	-	Retained
G	AGQ	517.000	5.30	-	ZZZ	ZZZ	14.00%	-	Hxsuzmbw	3cNz	-	-	130	3cZm+130	-	424.00000
I	PMX	1.000	-	-	MB	FW	-	-	-	-	-	-	-	-	-	Retained
D	DHG	12.000	64.10	-	T-	K-	1.22%	-	Lcozyjvf	3sJf	Kvy bv Iwe 900s	-	940	3bEa+865	-	35.40000
Q-1	IIC	36.000	1.10	-	OO	II	17.00%	-	Rrzhvcjm	3tWl	200m	-	200	3yXw+200	-	706.00000
C	WQR	59.000	9.40	-	JJJ-	SSS-	44.00%	-	Pubmazna	3zZl	360-370	-	380	3jKv+380	-	551.00000

Tranche Comments

G: Redemption: 2026-12-30; Registration: 144B/Afq P; Q-1: Redemption: 2026-12-30; Registration: 144L/Ydn G; R-2: Redemption: 2026-12-30; Registration: 144W/Eul O; O: Redemption: 2026-12-30; Registration: 144C/Wmf B; C: Redemption: 2026-12-30; Registration: 144W/Llx E; N: Redemption: 2026-12-30; Registration: 144C/Dhw X; D: Redemption: 2026-12-30; Registration: 144M/Cza S; I: Redemption: 2026-12-30; Registration: 144Q/Daw K; Hge: Redemption: 2026-12-30; Registration: 144B/Pmv I;

Deal Comments

Ogygk. Zoc Hmuu Mgxhose 2.00

Risk Retention

ZO/OX - Yegn OP - Ku

Pricing Speed

20% WTA

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2012