FINSIGHT

ICG US CLO Ltd

Deals

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
R	IIW	822.000	3.52	-	BBB	-	-	-	46.00%	-	Waehdvax	ABPW	-	-	138	CNKZ+138	-	-
G	OUL	68.600	84.49	-	RR-	-	-	-	5.00%	-	Oewqszrm	QBOV	-	-	700	VLTO+700	-	-
Esy	HPN	87.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	CCU	2.870	8.75	-	PPP-	-	-	-	62.00%	-	Tpzmrpej	WUNM	-	-	470	YVJF+470	-	-
T	LFU	55.000	5.54	-	MM	-	-	-	94.00%	-	Ydpqlpjt	XVOC	-	-	175	MGER+175	-	-
Q-1	HBB	86.590	9.61	-	BBB-	-	-	-	44.10%	-	Akybwhap	FNVF	-	-	320	MWHX+320	-	-
Z	ZBS	22.000	8.30	-	C	-	-	-	26.00%	-	Sscfyzmy	HAPU	-	-	200	IOKF+200	-	-

Tranche Comments

R: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144L/Yiq P; T: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144A/Pft B; Z: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144J/Nhf G; Q-1: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144L/Vlc Q; Q-2: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144X/Ups U; G: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144X/Kww O; Esy: First Pay: 2025-10-18; Redemption: 2027-07-18; Registration: 144H/Clt Y;

Deal Comments

Qshsc. Rsf-Spqq Tsnusdv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2012