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
F-RR	TRU	141.000	3.15	-	LLL	-	-	-	-	-	Wlsujsjl	YYHQ	-	110	YMVE+110	-	-
X-VV	IRQ	88.000	7.70	-	T	-	-	-	-	-	Mprxajkc	BGWI	-	220	CNKF+220	-	-
Y-QQ	EZU	81.000	4.64	-	TT	-	-	-	-	-	Rkvbeexl	UUJU	-	165	TZHP+165	-	-

Tranche Comments

F-RR: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144N/Nfn N; Y-QQ: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144L/Gvv T; X-VV: First Pay: 2025-04-20; Redemption: 2026-03-16; Registration: 144K/Jer H;

Deal Comments

Ktjctutkctp. Sst Hucc Ctecsyv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2012

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
V1-J	ALK	538.710	3.30	Ppp	-	-	-	-	49.60%	-	Zfoobzpk	JXPP	99	99	MAIN+99	-	-
T2-Y	ZCG	73.000	2.90	Fx2	-	-	-	-	55.70%	-	Aesutvlb	CZME	145m	150	UZPX+150	-	-
K-H	GNE	91.300	8.90	Y2	-	-	-	-	94.30%	-	Kcflfoaw	IOHQ	170-175	175	EHWI+175	-	-
F-H	YTV	74.300	2.90	Yll3	-	-	-	-	68.20%	-	Shmstlew	YMQL	255-260	270	DOEA+270	-	-

Tranche Comments

V1-J: Redemption: 2025-08-05; Registration: 144Y/Ewp I; T2-Y: Redemption: 2025-08-05; Registration: 144C/Asr D; K-H: Redemption: 2025-08-05; Registration: 144P/Fai J; F-H: Redemption: 2025-08-05; Registration: 144Q/Xoc S;

Deal Comments

Fuhsbibqsbk. Ngb Iicc Fufsgjt 0.5

Risk Retention

FD - Uto

Pricing Speed

20% IIB

Reinvestment Period End Date

Feb 6, 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
K-Y	MNH	26.000	8.62	Y2	-	-	-	-	83.39%	-	Kzvloltm	3oHZGQ	-	210	3xLOGK+210	-	219.00000
D-1-W	EOA	56.000	6.63	Zm2	-	-	-	-	75.20%	-	Pmzptmsf	3tTBCS	-	175	3vZIND+175	-	625.00000
Z-I	BPE	688.000	8.18	Phh	-	-	-	-	57.58%	-	Vrujdrrz	3cPEYS	-	115	3fGCPX+115	-	109.00000

Tranche Comments

Z-I: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144K/Esj W; D-1-W: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144X/Njz W; K-Y: First Pay: 2025-01-20; Redemption: 2025-12-18; Registration: 144K/Wen G;

Deal Comments

Qyxtqyr Tzeqzyzhqzp. Yaz Vyrr Qzxqawf 1.00

Pricing Speed

20 INK

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2011

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-1	NXD	43.200	-	-	QQQ	-	-	-	95.00%	-	Aqlmddvw	YWXG	365	365	UAUL+365	-	-
A	VGU	57.000	-	-	FF	-	-	-	49.00%	-	Jhkkmytu	ZHFG	185	185	CUAF+185	-	-
A	UKM	38.000	-	-	G	-	-	-	33.00%	-	Dqplfcse	QGVI	230	230	NEFY+230	-	-
P	ITE	68.400	-	-	JJ-	-	-	-	7.00%	-	Wxmewfiq	QQJH	725	725	UTZO+717	-	-
A	CMZ	892.000	-	-	ZZZ	-	-	-	44.00%	-	Hzrorpwx	TEAZ	142	142	QYER+142	-	-
C-2	WRN	3.000	-	-	FFF-	-	-	-	44.00%	-	Thopktss	ENTX	440	440	AZVL+440	-	-
Xja	OTF	38.000	-	-	JY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144I/Hua M; A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Utf X; A: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144T/Jng V; D-1: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144C/Kfh M; C-2: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Ccz P; P: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144N/Ziz L; Xja: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144J/Yxw G;

Deal Comments

Gfpqqef. Kjp Zqll Efwpjfx 2.00

Risk Retention

WP - Nva

Pricing Speed

20 KBL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 2001

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
N-1-X	OQI	889.000	1.10	-	CCC	-	-	-	55.30%	-	Abuolzao	NXYH	127x	127	NDQM+127	-	-
T-2-R	VMR	55.000	3.40	-	XXX	-	-	-	75.60%	-	Vqdlcucd	UUGD	155-160	160	DNGT+160	-	-
V-V	LTO	52.000	6.20	-	U	-	-	-	72.30%	-	Xrxphkwr	POHP	220-230	220	TWPT+220	-	-
G-O	FOF	11.000	5.40	-	BB	-	-	-	69.10%	-	Ecqqtbjp	ASSL	170-175	185	ZNMO+185	-	-

Tranche Comments

N-1-X: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144I/Yir H; T-2-R: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144L/Zfs L; G-O: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144D/Rle A; V-V: First Pay: 2024-07-17; Redemption: 2025-04-03; Registration: 144K/Qcv M;

Deal Comments

Lfqymfr Ifampfpsmpb. Zwp-Gfrr Lfqmwfi 1.00

Pricing Speed

20% GPP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2019

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
O1	NRE	697.000	-	-	XXX	-	-	-	70.00%	-	Eewlukkw	MHQS	-	160	JQEK+160	-	-
R	OVS	83.000	-	-	LL	-	-	-	69.00%	-	Ayxwdqpl	KVOG	-	210	YLWN+210	-	-
J2	KSN	2.000	-	-	FFF-	-	-	-	14.00%	-	Gxksswez	SWVY	-	590	GTOV+590	-	-
S	KHJ	82.000	-	-	SS-	-	-	-	6.34%	-	Wzdashrr	NPTE	-	708	SBAQ+708	-	-
V	CLH	99.000	-	-	F	-	-	-	52.00%	-	Eafhpaxq	MZAL	-	260	LGCG+260	-	-
J2	CBJ	2.000	-	-	AAA	-	-	-	27.00%	-	Skbdjbvl	LEWX	-	175	QVGC+175	-	-
K1	VNY	90.000	-	-	TTT	-	-	-	65.80%	-	Bdprsejk	NTPX	-	390	GSIT+390	-	-
Gcw	RUU	20.000	-	-	JM	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O1: Redemption: 2026-04-15; Registration: 144I/Rfs X; J2: Redemption: 2026-04-15; Registration: 144K/Jpx K; R: Redemption: 2026-04-15; Registration: 144K/Yow Q; V: Redemption: 2026-04-15; Registration: 144A/Alm S; K1: Redemption: 2026-04-15; Registration: 144K/Omw K; J2: Redemption: 2026-04-15; Registration: 144W/Awu W; S: Redemption: 2026-04-15; Registration: 144M/Jkx F; Gcw: Redemption: 2026-04-15; Registration: 144A/Mak B;

Deal Comments

Tck Toxx Ylmqcwj 2.00

Risk Retention

SF - Yif

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2010

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
Q	CAT	37.000	3.20	-	K	-	-	-	35.00%	-	Awvczbxq	SVUT	-	375	QCPB+375	-	-
I	ZTW	79.700	3.70	-	JJ	-	-	-	99.00%	-	Lewrmzzz	IHYM	-	300	LXNL+300	-	-
O	CPF	78.150	18.00	-	LL-	-	-	-	6.20%	-	Zczjabnu	AJFF	-	950	GWYJ+881	-	-
Z	VMU	265.700	6.60	-	SSS	-	-	-	21.00%	-	Qlemcbci	ATKL	-	220	UTBO+220	-	-
Y	LJA	12.500	6.80	-	FFF-	-	-	-	38.00%	-	Qhjlytrg	VCAC	-	595	AQVG+583	-	-
Cy	ZGK	10.600	-	-	PN	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Glf E; I: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144K/Ine W; Q: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144O/Qps P; Y: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144M/Zec G; O: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144I/Wqx L; Cy: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Ijt X;

Deal Comments

Bcx Fkzz Ucqrcbw 2.00

Risk Retention

HX - Jtq

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2022

Refinancing

Yes

Reset

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
MJ	QGM	23.000	-	-	VVV	-	-	-	-	-	Jhgno	-	-	-	4.097%	-	-
I1	UOE	85.000	-	-	KKK-	-	-	-	-	-	Sdxreaze	KBVX	-	406	3oTLML+406	-	-
B	MWQ	10.560	-	-	NN-	-	-	-	-	-	Jhrqbaaw	EOVI	-	810	3dBTZN+810	-	-
PY	OPL	75.000	-	-	HHH	-	-	-	-	-	Gkcypcoz	ZXVQ	-	154	3vQPCK+154	-	-
Twl	RWG	62.300	-	-	QC	-	-	-	-	-	-	-	-	-	-	-	Retained
J1	LTQ	4.205	-	-	GG	-	-	-	-	-	Jcwvbxsm	MULZ	-	245	3sMXIY+245	-	-
VT	GRZ	2.681	-	-	YYY-	-	-	-	-	-	Lrjxzsiy	WXBN	-	573	3gSWHH+573	-	-
ZG	TEP	33.000	-	-	QQ	-	-	-	-	-	Spmwk	-	-	-	4.991%	-	-
K	QZJ	82.567	-	-	A	-	-	-	-	-	Nczytwrn	MOKO	-	300	3rPHZB+300	-	-
T1	TKL	405.000	-	-	VVV	-	-	-	-	-	Xhjtordt	XSGN	-	154	3zNYGU+154	-	-

Tranche Comments

T1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Rtm W; PY: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Cvf R; MJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Dbo T; J1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Lkc D; ZG: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Cxg X; K: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Xdj C; I1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Bfg H; VT: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Pze M; B: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Nsv C; Twl: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Wqy Z;

Deal Comments

Ovs Dqgg Glcgvwj 1.00

Risk Retention

GP - Fcq

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Sep 7, 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
Z-U	BRE	416.000	3.30	-	DDD	-	-	-	19.00%	-	Fyrllpmi	3lH	-	120	3nJ+120	-	-
U-A	PYT	78.000	7.40	-	R	-	-	-	62.00%	-	Vbsezkje	3oR	-	220	3gL+220	-	-
I-J	VLS	39.000	26.10	-	HH-	-	-	-	8.98%	-	Smxqwooq	3aA	-	760	3kS+745	-	-
V-Y	AAV	73.000	9.30	-	WW	-	-	-	47.00%	-	Vpxcellk	3iV	-	180	3hC+180	-	-
E-X	GAL	35.000	2.80	-	BBB-	-	-	-	40.50%	-	Pxwqjbwx	3xK	-	360	3cD+360	-	-

Tranche Comments

Z-U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Abj Q; V-Y: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Rsx N; U-A : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Jyi P; E-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Mym N; I-J: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Wjs P;

Deal Comments

Ycgcv. Ryy Uavv Fcocygk 2.00

Risk Retention

TJ - Bja

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2014

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	MTB	13.000	-	Ao2	-	-	-	-	83.00%	-	Ffpflxoi	3kX	-	180	3hW+180	-	-
E	CUQ	59.000	-	F2	-	-	-	-	48.00%	-	Pkvcloxw	3eO	-	240	3uB+240	-	-
X	WUC	32.000	-	Onn3	-	-	-	-	54.00%	-	Wlfmaopz	3zP	-	350	3lY+350	-	-
X	PIK	688.000	-	Xbb	-	-	-	-	22.00%	-	Hwrxvioc	3tV	-	122	3tK+122	-	-
T-2	MFQ	85.000	-	Bk2	-	-	-	-	54.00%	-	Pmxpe	-	-	175	2.970%	-	-
Wojrpq	SUS	77.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	AFJ	75.000	-	Ni3	-	-	-	-	4.00%	-	Rkdbduic	3tR	-	770	3wK+747	-	-

Tranche Comments

X: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144N/Djm I; V-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Hnp A; T-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144D/Fjm S; E: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Tip E; X: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Q/Bvu L; P: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Xlc L; Wojrpq: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144O/Vkm S;

Deal Comments

Hkg Qpbb Icsmkri 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 22, 2007