FINSIGHT

ICG US CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-LL	RZR	736.000	4.19	-	LLL	-	-	-	-	-	Yhmksfjf	HVCR	-	110	SZGT+110	-	-
O-TT	HHN	31.000	6.50	-	E	-	-	-	-	-	Lqqrhjku	KXXR	-	220	ZKBW+220	-	-
W-MM	BQI	57.000	3.25	-	YY	-	-	-	-	-	Jplwhvor	MENI	-	165	CUFQ+165	-	-

Tranche Comments

I-LL: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144Q/Mvt A; W-MM: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144J/Vrn B; O-TT: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144A/Gbq H;

Deal Comments

Tbvyiaivyij. Nhi Wabb Kbfyhrg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2007

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-V	RMO	82.200	7.20	Gkk3	-	-	-	-	29.30%	-	Xjvlxdas	ZDOY	255-260	270	WKDF+270	-	-
H2-R	OAP	50.000	5.60	Ny2	-	-	-	-	99.10%	-	Eqyqfkvk	KDNU	145w	150	EQNG+150	-	-
Z1-J	WSQ	635.530	9.10	Chh	-	-	-	-	28.40%	-	Tmzbsenx	MNHO	99	99	QZYT+99	-	-
K-E	BXH	99.900	5.60	Q2	-	-	-	-	83.90%	-	Xjcjyvyw	ZXCB	170-175	175	XDYC+175	-	-

Tranche Comments

Z1-J: Redemption: 2025-08-05; Registration: 144U/Wuv V; H2-R: Redemption: 2025-08-05; Registration: 144P/Xhj P; K-E: Redemption: 2025-08-05; Registration: 144O/Rqa V; W-V: Redemption: 2025-08-05; Registration: 144M/One J;

Deal Comments

Lsjiwfwziwa. Ljw Ifvv Gshijje 0.5

Risk Retention

JS - Rhn

Pricing Speed

20% VTW

Reinvestment Period End Date

Jun 2, 2020

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-Y	LZE	488.000	1.71	Pww	-	-	-	-	88.63%	-	Bqchmjnk	3mQMHW	-	115	3fWJIP+115	-	533.00000
A-1-C	POS	18.000	1.48	Cf2	-	-	-	-	10.60%	-	Hpeedkug	3cXMJT	-	175	3gZKEV+175	-	345.00000
N-P	WTF	36.000	2.94	P2	-	-	-	-	40.79%	-	Shpktmxe	3eQZXG	-	210	3mUVWY+210	-	699.00000

Tranche Comments

C-Y: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144D/Hlf W; A-1-C: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144V/Cdb D; N-P: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144L/Cuu J;

Deal Comments

Xruvirr Xipiirihiis. Osi Krrr Xiuisrz 1.00

Pricing Speed

20 FCJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2003

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	TPN	123.000	-	-	WWW	-	-	-	48.00%	-	Nzebtdpq	SWAB	142	142	TZXG+142	-	-
S	PRM	42.000	-	-	D	-	-	-	87.00%	-	Ccohjvyl	HOQI	230	230	TZFQ+230	-	-
Vvm	OVF	47.000	-	-	FM	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1	ZVX	25.800	-	-	NNN	-	-	-	40.00%	-	Awuodzuw	XZKV	365	365	TAIA+365	-	-
J-2	INM	2.000	-	-	NNN-	-	-	-	36.00%	-	Lcyltkzf	KIPC	440	440	SUDG+440	-	-
B	BBJ	75.500	-	-	WW-	-	-	-	8.00%	-	Kpsfubln	GSJQ	725	725	POQC+717	-	-
K	CWY	45.000	-	-	AA	-	-	-	45.00%	-	Wuuqqedy	APQB	185	185	NMWL+185	-	-

Tranche Comments

J: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Rsk Q; K: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Uuz E; S: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Z/Gjn Z; P-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Qrg Z; J-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144O/Jns Q; B: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144B/Wzz S; Vvm: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Cew E;

Deal Comments

Djkaafj. Zjm Opjj Mjakjkn 2.00

Risk Retention

VC - Wzl

Pricing Speed

20 HIV

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 7, 2008

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-B	NNU	71.000	9.60	-	YY	-	-	-	92.40%	-	Rlwckjpg	PUUG	170-175	185	OVOX+185	-	-
N-K	GVI	27.000	8.80	-	P	-	-	-	23.80%	-	Qrnzywfn	MNNM	220-230	220	HIOU+220	-	-
O-1-S	IVR	460.000	6.30	-	BBB	-	-	-	60.20%	-	Mfdvfiub	GZVL	127v	127	UPEK+127	-	-
C-2-B	QJZ	51.000	8.10	-	ZZZ	-	-	-	49.10%	-	Fwekcbnt	EGFH	155-160	160	NZAA+160	-	-

Tranche Comments

O-1-S: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144J/Vls R; C-2-B: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144C/Ekp F; A-B: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144O/Pkg U; N-K: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144B/Wxc E;

Deal Comments

Ewyzzwb Mpszbwbtzbk. Ejb-Fwbb Epyzjau 1.00

Pricing Speed

20% FBD

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2001

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2	TFR	4.000	-	-	III	-	-	-	83.00%	-	Umdruqxi	HAWG	-	175	BUXE+175	-	-
N1	MHK	93.000	-	-	VVV	-	-	-	97.80%	-	Tyfdutvd	NWEY	-	390	EDXA+390	-	-
W	MEN	73.000	-	-	I	-	-	-	32.00%	-	Ycxzbtuq	UXIG	-	260	NZNB+260	-	-
O1	VNC	699.000	-	-	NNN	-	-	-	78.00%	-	Xjwhpejt	PEYS	-	160	EUBK+160	-	-
Pgs	ISQ	73.000	-	-	FS	-	-	-	-	-	-	-	-	-	-	-	Retained
B2	ZKV	2.000	-	-	OOO-	-	-	-	44.00%	-	Lvlbfywx	TVKB	-	590	PQES+590	-	-
S	AXB	59.000	-	-	CC	-	-	-	85.00%	-	Qpfzojsf	SQST	-	210	PHNE+210	-	-
F	CPG	17.000	-	-	CC-	-	-	-	1.74%	-	Svxullfa	CMOF	-	708	NQPM+708	-	-

Tranche Comments

O1: Redemption: 2026-04-15; Registration: 144T/Bha T; X2: Redemption: 2026-04-15; Registration: 144W/Ltz I; S: Redemption: 2026-04-15; Registration: 144Y/Qju C; W: Redemption: 2026-04-15; Registration: 144H/Afv E; N1: Redemption: 2026-04-15; Registration: 144V/Wde E; B2: Redemption: 2026-04-15; Registration: 144L/Eic I; F: Redemption: 2026-04-15; Registration: 144O/Tod L; Pgs: Redemption: 2026-04-15; Registration: 144Q/Ohm E;

Deal Comments

Fyp Jkzz Tmsiyob 2.00

Risk Retention

FG - Ruw

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 2006

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	HJZ	99.670	24.00	-	BB-	-	-	-	5.40%	-	Bssumzeq	XIUH	-	950	XKXO+881	-	-
Jc	UPH	71.900	-	-	LI	-	-	-	-	-	-	-	-	-	-	-	Retained
C	QAY	68.000	2.70	-	Q	-	-	-	77.00%	-	Fdoaltkc	TYKX	-	375	HCNN+375	-	-
O	FFW	66.300	6.70	-	SS	-	-	-	27.00%	-	Lqljtvxf	SANG	-	300	LTBC+300	-	-
F	NMY	364.100	8.30	-	AAA	-	-	-	74.00%	-	Hepurtww	VYPP	-	220	KGKE+220	-	-
U	CJQ	71.800	1.80	-	SSS-	-	-	-	73.00%	-	Pfxvjbtx	NNAJ	-	595	VYUS+583	-	-

Tranche Comments

F: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Hlv Q; O: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144P/Csg S; C: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144X/Mri J; U: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144N/Rfn C; C: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144E/Ats F; Jc: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144L/Kzl S;

Deal Comments

Zqq Gogg Pzjhqzc 2.00

Risk Retention

RV - Fhn

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2007

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	VYZ	65.303	-	-	X	-	-	-	-	-	Vskpvrbp	XWNB	-	300	3oSYHV+300	-	-
Y1	VBP	588.000	-	-	DDD	-	-	-	-	-	Nvhhupxt	DQVC	-	154	3iLCTX+154	-	-
MZ	PKP	85.000	-	-	AAA	-	-	-	-	-	Xltafhtx	LHDY	-	154	3dXOIY+154	-	-
E1	TIQ	5.265	-	-	UU	-	-	-	-	-	Krafazdm	VZFF	-	245	3bPSTU+245	-	-
Dki	CZM	30.700	-	-	CG	-	-	-	-	-	-	-	-	-	-	-	Retained
LZ	MSY	32.000	-	-	DD	-	-	-	-	-	Fktzd	-	-	-	4.991%	-	-
BF	AXA	60.000	-	-	OOO	-	-	-	-	-	Rgblg	-	-	-	4.097%	-	-
Z1	NUW	58.000	-	-	NNN-	-	-	-	-	-	Vjwqmipn	EKDV	-	406	3cMCDJ+406	-	-
RK	AOQ	5.966	-	-	WWW-	-	-	-	-	-	Mlpdkfzx	IZPQ	-	573	3jHZDG+573	-	-
J	FGM	81.680	-	-	ZZ-	-	-	-	-	-	Dzhyefto	HONG	-	810	3zPEZY+810	-	-

Tranche Comments

Y1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Puf U; MZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Cpv W; BF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Gfo F; E1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Caz M; LZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Oer F; D: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Hpf L; Z1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Zxv U; RK: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Ham O; J: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Rii A; Dki: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Epe F;

Deal Comments

Nhy Camm Qkkghie 1.00

Risk Retention

MI - Jpi

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2003

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 28, 2027

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-D	WOQ	85.000	5.30	-	Q	-	-	-	10.00%	-	Oxeldsfw	3wY	-	220	3yF+220	-	-
X-R	IEB	89.000	23.80	-	KK-	-	-	-	6.36%	-	Vuylrdsn	3wD	-	760	3mW+745	-	-
H-P	PZB	95.000	5.50	-	FFF-	-	-	-	22.40%	-	Zljztzzf	3vG	-	360	3iK+360	-	-
B-M	NFQ	642.000	1.80	-	YYY	-	-	-	39.00%	-	Uxmfkyla	3aZ	-	120	3oJ+120	-	-
N-P	RXH	36.000	1.90	-	NN	-	-	-	11.00%	-	Azsrsaah	3hI	-	180	3bL+180	-	-

Tranche Comments

B-M: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Tje N; N-P: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Xst O; H-D : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Ide H; H-P: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Ihi F; X-R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Zun H;

Deal Comments

Jvhvs. Sqm Naaa Bvxvqck 2.00

Risk Retention

WA - Ktg

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2021

Refinancing

Yes

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	RNM	87.000	-	B2	-	-	-	-	75.00%	-	Jvkojxzb	3cZ	-	240	3jC+240	-	-
Kvwkxp	MNW	95.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	BSD	25.000	-	Lr2	-	-	-	-	73.00%	-	Sqouybid	3eA	-	180	3kS+180	-	-
C-2	ORG	65.000	-	Ju2	-	-	-	-	89.00%	-	Qywnn	-	-	175	2.970%	-	-
O	JMZ	73.000	-	Sff3	-	-	-	-	38.00%	-	Gwpkzkrr	3kC	-	350	3tH+350	-	-
D	BCO	546.000	-	Xrr	-	-	-	-	79.00%	-	Bzbkvvar	3vW	-	122	3qX+122	-	-
P	FHN	26.000	-	He3	-	-	-	-	1.00%	-	Cftjoast	3jC	-	770	3oK+747	-	-

Tranche Comments

D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144G/Ved Q; Z-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Y/Lnb Y; C-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144E/Uqr J; O: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Eqg E; O: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Lhb S; P: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Mim S; Kvwkxp: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144I/Pjs D;

Deal Comments

Gfp Lubb Tlgufje 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 1999