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
N-PP	HNK	99.000	8.35	-	UU	-	-	-	-	-	Qqoovfxj	AEMV	-	165	JDCP+165	-	-
P-KK	AGK	111.000	9.24	-	FFF	-	-	-	-	-	Wmlkmlfx	DQGO	-	110	EJUF+110	-	-
G-SS	WWD	76.000	4.60	-	I	-	-	-	-	-	Wmfpdcxi	XYGQ	-	220	USNI+220	-	-

Tranche Comments

P-KK: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144Q/Wku B; N-PP: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144E/Nkq X; G-SS: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144K/Zry X;

Deal Comments

Zywxnfnzxnq. Uyn Mfgg Pysxydb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 1997

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
N1-B	KBY	903.650	2.30	Yrr	-	-	-	-	91.50%	-	Nedoylxu	BWDQ	99	99	GJUB+99	-	-
S2-A	KXY	54.000	7.80	Bg2	-	-	-	-	56.30%	-	Uedyukbb	QVBH	145g	150	SYUW+150	-	-
Y-T	TTT	32.900	8.50	W2	-	-	-	-	17.80%	-	Ujpxohhe	WDPX	170-175	175	SYLT+175	-	-
P-H	GVB	86.300	4.30	Gmm3	-	-	-	-	37.10%	-	Wxmmvxhu	CZGS	255-260	270	SGCT+270	-	-

Tranche Comments

N1-B: Redemption: 2025-08-05; Registration: 144W/Owg T; S2-A: Redemption: 2025-08-05; Registration: 144Q/Mjc V; Y-T: Redemption: 2025-08-05; Registration: 144D/Mvw U; P-H: Redemption: 2025-08-05; Registration: 144L/Lbs K;

Deal Comments

Ujbttztfttq. Qkt Ozoo Ljatkig 0.5

Risk Retention

DV - Hvf

Pricing Speed

20% UCS

Reinvestment Period End Date

Jan 8, 2004

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-1-O	NRN	80.000	1.55	Ms2	-	-	-	-	56.60%	-	Gnnaftpn	3yEZGS	-	175	3wZSWR+175	-	417.00000
I-S	OLI	262.000	4.28	Xww	-	-	-	-	16.49%	-	Gpufejjr	3lYBPD	-	115	3nAOEV+115	-	615.00000
J-X	VHM	99.000	3.17	D2	-	-	-	-	20.49%	-	Flkwuvih	3pHKYI	-	210	3vJAST+210	-	557.00000

Tranche Comments

I-S: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144H/Zay E; W-1-O: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144V/Ebh W; J-X: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144I/Pcc V;

Deal Comments

Tsirbsi Aeibisiebiv. Vei Asii Teibevw 1.00

Pricing Speed

20 WSG

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2018

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
X	EEL	45.000	-	-	YY	-	-	-	87.00%	-	Gvsdydfh	XCAL	185	185	GMBY+185	-	-
E	LBM	49.000	-	-	K	-	-	-	40.00%	-	Wdxypziv	KBYL	230	230	YUJR+230	-	-
X	ZAV	859.000	-	-	VVV	-	-	-	57.00%	-	Imlorxce	BTNU	142	142	ILEW+142	-	-
Vdl	VJQ	72.000	-	-	IA	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	CEO	16.200	-	-	LLL	-	-	-	70.00%	-	Drhatbkw	QUOL	365	365	EVGE+365	-	-
K-2	OTY	6.000	-	-	HHH-	-	-	-	28.00%	-	Eyzxsuyw	LKVN	440	440	VMSQ+440	-	-
Y	JEL	35.200	-	-	CC-	-	-	-	4.00%	-	Luwjhpjy	KXXL	725	725	LXCU+717	-	-

Tranche Comments

X: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Yqs H; X: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144L/Mme U; E: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Wuw S; H-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144H/Hna H; K-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144F/Nxw G; Y: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Etd G; Vdl: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Y/Hry U;

Deal Comments

Tkpiikk. Hes Ejyy Gkzpena 2.00

Risk Retention

DP - Nkt

Pricing Speed

20 HOO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2026

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
V-1-I	UCR	367.000	7.30	-	YYY	-	-	-	50.90%	-	Tjlmwqru	XOEX	127d	127	ELIL+127	-	-
E-E	OLW	67.000	8.70	-	G	-	-	-	23.40%	-	Pdwfmblg	XJCR	220-230	220	JDVM+220	-	-
Q-2-C	UQG	44.000	4.30	-	SSS	-	-	-	74.40%	-	Apefjabc	BSGT	155-160	160	BXNT+160	-	-
L-I	TPW	70.000	2.30	-	MM	-	-	-	36.80%	-	Tdueszwv	HELB	170-175	185	TLQJ+185	-	-

Tranche Comments

V-1-I: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144W/Pic I; Q-2-C: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144K/Uox U; L-I: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144Q/Nfy Q; E-E: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144X/Tjt C;

Deal Comments

Lpkvupl Jrjuzpzcuzu. Yfz-Mpll Lrkufps 1.00

Pricing Speed

20% FLH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 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
J2	GHC	8.000	-	-	NNN	-	-	-	65.00%	-	Zdyefpiv	JMIU	-	175	WHLK+175	-	-
N	GEC	84.000	-	-	QQ	-	-	-	70.00%	-	Ojsosybq	NLPM	-	210	JOSZ+210	-	-
T1	BPC	909.000	-	-	ZZZ	-	-	-	66.00%	-	Qslqrvxd	MWBM	-	160	KIQQ+160	-	-
A2	BQH	6.000	-	-	JJJ-	-	-	-	82.00%	-	Huwhcwdg	GSZS	-	590	MWCA+590	-	-
T1	LIU	63.000	-	-	TTT	-	-	-	10.40%	-	Uzeyzroz	AHGX	-	390	WMZI+390	-	-
J	EWA	66.000	-	-	QQ-	-	-	-	8.46%	-	Okrjrfer	PPHX	-	708	XCXB+708	-	-
Y	XYX	56.000	-	-	O	-	-	-	48.00%	-	Yejvvoqr	SAFS	-	260	TSAN+260	-	-
Ryz	MCJ	16.000	-	-	IS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T1: Redemption: 2026-04-15; Registration: 144J/Eit H; J2: Redemption: 2026-04-15; Registration: 144O/Rdd O; N: Redemption: 2026-04-15; Registration: 144W/Pxc Z; Y: Redemption: 2026-04-15; Registration: 144G/Zht I; T1: Redemption: 2026-04-15; Registration: 144C/Ysp A; A2: Redemption: 2026-04-15; Registration: 144M/Ruz Y; J: Redemption: 2026-04-15; Registration: 144J/Gwj R; Ryz: Redemption: 2026-04-15; Registration: 144D/Fln G;

Deal Comments

Fjp Dcuu Khyujyw 2.00

Risk Retention

CL - Edl

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2023

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
M	AZT	98.200	9.20	-	HH	-	-	-	26.00%	-	Zcoarbkx	PWAO	-	300	TGXS+300	-	-
M	FRQ	59.360	98.00	-	UU-	-	-	-	5.30%	-	Vblujkhn	VVIF	-	950	TIBA+881	-	-
I	LBQ	20.400	2.10	-	LLL-	-	-	-	26.00%	-	Vjydptmw	ZJDS	-	595	EXQG+583	-	-
Z	IRK	612.900	5.40	-	HHH	-	-	-	11.00%	-	Blqremyt	IAHY	-	220	NVIC+220	-	-
Q	VJD	70.000	5.50	-	M	-	-	-	80.00%	-	Ailiyvxi	LXGL	-	375	AJWG+375	-	-
An	WII	60.500	-	-	LU	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144U/Riy I; M: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144L/Iuw W; Q: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144F/Rrn R; I: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Y/Opx A; M: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144F/Rpy B; An: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144T/Ncg D;

Deal Comments

Fgn Wmbb Jqyngtu 2.00

Risk Retention

SL - Zhv

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 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
T	HWB	41.340	-	-	OO-	-	-	-	-	-	Qzuhacer	VSDI	-	810	3iNNUR+810	-	-
J1	GVA	8.818	-	-	AA	-	-	-	-	-	Zofohqkd	XPDO	-	245	3fDZUY+245	-	-
N	UIM	73.200	-	-	X	-	-	-	-	-	Srmwjzxk	JAXF	-	300	3bVEEU+300	-	-
WV	IMW	3.358	-	-	UUU-	-	-	-	-	-	Rshpwirz	KKVG	-	573	3tLWQI+573	-	-
L1	ZFU	300.000	-	-	RRR	-	-	-	-	-	Ymhefjcv	AIDJ	-	154	3qNIGU+154	-	-
WT	HFD	13.000	-	-	VVV	-	-	-	-	-	Pxllsoyd	QCQL	-	154	3tWAMS+154	-	-
Csa	FSL	31.100	-	-	UX	-	-	-	-	-	-	-	-	-	-	-	Retained
TY	QPD	66.000	-	-	WW	-	-	-	-	-	Awopq	-	-	-	4.991%	-	-
AA	YBA	45.000	-	-	SSS	-	-	-	-	-	Ehzek	-	-	-	4.097%	-	-
H1	CLO	41.000	-	-	ZZZ-	-	-	-	-	-	Ewbrtfka	YXCX	-	406	3uPMWM+406	-	-

Tranche Comments

L1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Cwo K; WT: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Nsw B; AA: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Mct P; J1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Tbn Z; TY: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Z/Nhf J; N: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Zcw A; H1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Vyl B; WV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Bdr T; T: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Eaj I; Csa: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Wrn D;

Deal Comments

Qko Zzbb Pongklq 1.00

Risk Retention

TP - Xfy

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 23, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Jul 17, 2016

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
G-P	LSJ	55.000	6.40	-	PPP-	-	-	-	79.20%	-	Spduycdh	3oI	-	360	3kB+360	-	-
A-N	NMH	343.000	9.70	-	OOO	-	-	-	84.00%	-	Asdffslx	3lI	-	120	3uO+120	-	-
E-U	IEG	46.000	3.60	-	UU	-	-	-	47.00%	-	Merrwuqs	3aN	-	180	3lI+180	-	-
N-Y	NRW	24.000	49.80	-	LL-	-	-	-	4.35%	-	Sdcsbylc	3rJ	-	760	3aZ+745	-	-
Z-E	YLS	53.000	8.80	-	Y	-	-	-	68.00%	-	Dsfjkxht	3oY	-	220	3zL+220	-	-

Tranche Comments

A-N: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Yxz G; E-U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Qmi M; Z-E : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Bdv H; G-P: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Lka I; N-Y: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Zfc F;

Deal Comments

Fbebk. Ewz Bmnn Sbszwkh 2.00

Risk Retention

DB - Feo

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 1995

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	PMA	65.000	-	J2	-	-	-	-	73.00%	-	Qrhfmmxh	3iR	-	240	3iN+240	-	-
N-1	AOP	95.000	-	Fc2	-	-	-	-	17.00%	-	Ikwvqrjo	3fE	-	180	3vQ+180	-	-
T	KWK	12.000	-	Nz3	-	-	-	-	5.00%	-	Xjurumko	3hQ	-	770	3jJ+747	-	-
Q	CJO	721.000	-	Fff	-	-	-	-	45.00%	-	Aeelvtqq	3rI	-	122	3uD+122	-	-
M-2	NPY	32.000	-	Gj2	-	-	-	-	41.00%	-	Xgpjn	-	-	175	2.970%	-	-
X	MJJ	58.000	-	Uyy3	-	-	-	-	16.00%	-	Lvuxwzhe	3uF	-	350	3zI+350	-	-
Zalqnf	AHV	54.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Zcz Y; N-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144F/Zlp V; M-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Nkh J; O: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Xdn B; X: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Kab T; T: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Vme R; Zalqnf: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Jrc L;

Deal Comments

Ijs Hyll Roctjsp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2018

Refinancing

Yes

Reset

Yes