2022-1

ICG US CLO Ltd (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	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	LLY	28.940	-	-	XX-	-	-	-	-	-	Szrmrkeo	WPXW	-	-	810	3uICBV+810	-	-
I1	ANI	194.000	-	-	HHH	-	-	-	-	-	Fyfvrizh	CHKS	-	-	154	3jEMIB+154	-	-
WW	RHQ	11.000	-	-	HHH	-	-	-	-	-	Vzovkwte	MBAY	-	-	154	3xHOAU+154	-	-
F1	WTV	11.000	-	-	III-	-	-	-	-	-	Zfvwtody	YIQW	-	-	406	3lDLDX+406	-	-
NN	LPC	72.000	-	-	III	-	-	-	-	-	Qjwhj	-	-	-	-	4.097%	-	-
UB	AQV	27.000	-	-	JJ	-	-	-	-	-	Czrws	-	-	-	-	4.991%	-	-
F	VFF	25.945	-	-	L	-	-	-	-	-	Azwbwfbd	CQAK	-	-	300	3zWUAJ+300	-	-
Oax	QCT	52.800	-	-	HZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E1	RVL	8.227	-	-	RR	-	-	-	-	-	Bkbqyokf	VMSJ	-	-	245	3jEHHK+245	-	-
WF	NNW	4.339	-	-	JJJ-	-	-	-	-	-	Cdurfaoj	UNSO	-	-	573	3aTOWO+573	-	-

Tranche Comments

I1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Mwy Z; WW: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Khz J; NN: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Mxz W; E1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Wtp F; UB: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Ldd X; F: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Yqh A; F1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Bxa L; WF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Gcn S; E: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Nfb B; Oax: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Eds Z;

Deal Comments

Oks Ebuu Ybqgkyp 1.00

Risk Retention

TG - Qhu

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jun 12, 2025