FINSIGHT

ICG Euro CLO DAC

Deals

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
YK	HCO	500.000	8.60	-	MMM	RRR	84.00%	-	Eedssfhe	3cXa	125	-	125	3zGs+125	-	253.00000
IF	TEI	51.000	4.90	-	ZZ	UU	10.00%	-	Eusfopth	3gCh	175	-	175	3yCa+175	-	944.00000
ZC	ISL	64.000	9.40	-	Q	I	63.00%	-	Nldrphlf	3qJy	210-215	-	225	3zFo+225	-	750.00000
JI	FMK	16.000	2.30	-	OOO-	RRR-	56.00%	-	Hsxjefkm	3cVt	300o	-	350	3kNq+350	-	818.00000
AN	ASB	50.000	4.70	-	RR-	AA-	1.30%	-	Rfchrlqd	3wPa	515-525	-	520	3vWl+520	-	944.00000
BN	TNQ	45.000	9.80	-	O-	D-	8.00%	-	Hcbswtns	3tXm	Sgc mg Oft 800p	-	-	3wLa+845	-	-

Tranche Comments

YK: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144V/Fdx M; IF: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144I/Rlj Q; ZC: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144N/Mxl K; JI: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144A/Cdi A; AN: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144C/Kdn S; BN: First Pay: 2025-07-19; Redemption: 2026-08-28; Registration: 144G/Zuk O;

Deal Comments

Mycyg. Oqb Usvv Uyalqrz 1.5

Risk Retention

RD/DN - Cdksqdxfuo

Pricing Speed

20 XDO

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Aug 27, 2014

WAL Test Period (YRS)

6.8