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
VZ	FYB	93.000	-	-	SSS	-	-	-	-	-	Ycwvf	-	-	-	-	4.097%	-	-
Y	ARC	22.890	-	-	CC-	-	-	-	-	-	Ubsvcyuc	BAKD	-	-	810	3rQYJH+810	-	-
X	UAL	62.147	-	-	H	-	-	-	-	-	Xmzqpviy	GIVB	-	-	300	3cKWZV+300	-	-
XS	CRH	8.805	-	-	III-	-	-	-	-	-	Feeemznu	NASE	-	-	573	3eAGHX+573	-	-
OJ	HXQ	76.000	-	-	AAA	-	-	-	-	-	Gschyxhq	UHGF	-	-	154	3vWLCN+154	-	-
O1	QOB	94.000	-	-	WWW-	-	-	-	-	-	Iruqjzev	TWFC	-	-	406	3hWIPM+406	-	-
Z1	JHO	8.819	-	-	WW	-	-	-	-	-	Svjarbxp	STXJ	-	-	245	3uVYGH+245	-	-
G1	KGR	648.000	-	-	TTT	-	-	-	-	-	Paqrsarc	QGKO	-	-	154	3wZSWZ+154	-	-
UP	WRW	97.000	-	-	VV	-	-	-	-	-	Cffnv	-	-	-	-	4.991%	-	-
Gym	GQK	96.700	-	-	LH	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Imc U; OJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Ccv C; VZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Tir Z; Z1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Fik K; UP: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Rsv E; X: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Ezj V; O1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Xbo T; XS: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Gxk O; Y: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Rma X; Gym: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Wps A;

Deal Comments

Lbg Qoss Szfxbhw 1.00

Risk Retention

VF - Rii

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2009

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 5, 1999