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
YH	CEO	31.000	-	-	WWW	-	-	-	-	-	Lyfpj	-	-	-	-	4.097%	-	-
B	NHL	21.528	-	-	C	-	-	-	-	-	Elezrfes	IPTN	-	-	300	3nGUBL+300	-	-
K1	XOR	419.000	-	-	RRR	-	-	-	-	-	Svcpkhzt	UNNI	-	-	154	3wHGLC+154	-	-
PB	CAJ	62.000	-	-	MM	-	-	-	-	-	Awomf	-	-	-	-	4.991%	-	-
DU	ZZI	5.139	-	-	LLL-	-	-	-	-	-	Zlmrwhke	LSPD	-	-	573	3eDCNM+573	-	-
KQ	WRV	76.000	-	-	VVV	-	-	-	-	-	Pdsovrxw	AHOP	-	-	154	3dDWNF+154	-	-
D	WEI	10.400	-	-	GG-	-	-	-	-	-	Gqflbzus	XGHQ	-	-	810	3gJWJD+810	-	-
S1	YIQ	6.781	-	-	RR	-	-	-	-	-	Vkpdbpqt	AOHZ	-	-	245	3cITHO+245	-	-
Y1	LWZ	66.000	-	-	HHH-	-	-	-	-	-	Krwuapfe	XISV	-	-	406	3oVSIS+406	-	-
Prd	LTW	79.100	-	-	PU	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Xco R; KQ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Xlx B; YH: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Pcc A; S1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Xjt T; PB: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Tsj A; B: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Mns A; Y1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Tkh Y; DU: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Lae Z; D: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Jsd R; Prd: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Yso V;

Deal Comments

Rth Tgaa Eaxxtdp 1.00

Risk Retention

NH - Zds

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Feb 18, 2008