2015-2(R)

ICG US CLO Ltd (ICG) 2015-2(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Intermediate Capital Group PLC (ICG)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D-P	RMG	49.600	5.50	Dgg3	-	-	-	-	33.70%	-	Gzbomzhc	ZWZT	-	255-260	270	VOOM+270	-	-
O-Q	VMP	10.200	5.40	Z2	-	-	-	-	67.10%	-	Uvozeoag	PXYC	-	170-175	175	TGCV+175	-	-
W1-R	LOD	542.870	2.10	Xqq	-	-	-	-	54.60%	-	Csrqkwzq	JLKJ	-	99	99	LZTC+99	-	-
L2-F	TIM	99.000	2.20	Kd2	-	-	-	-	22.70%	-	Luqauded	NWBO	-	145v	150	WYQA+150	-	-

Tranche Comments

W1-R: Redemption: 2025-08-05; Registration: 144O/Uhb U; L2-F: Redemption: 2025-08-05; Registration: 144W/Fyv M; O-Q: Redemption: 2025-08-05; Registration: 144P/Kst F; D-P: Redemption: 2025-08-05; Registration: 144Q/Ejr E;

Deal Comments

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Risk Retention

JJ - Plc

Pricing Speed

20% AOX

Reinvestment Period End Date

Jan 25, 2009