2021-1

ICG US CLO (ICG) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	244.000	6.40	-	AAA	-	-	-	39.00%	-	Floating	3mL	-	127	3mL+127	-	-
A-2	USD	12.000	8.10	-	AAA	-	-	-	36.00%	-	Floating	3mL	-	155	3mL+155	-	-
B	USD	48.000	8.60	-	AA	-	-	-	24.00%	-	Floating	3mL	-	175	3mL+175	-	-
C	USD	24.000	9.40	-	A	-	-	-	18.00%	-	Floating	3mL	-	220	3mL+220	-	-
D	USD	24.000	9.90	-	BBB-	-	-	-	12.00%	-	Floating	3mL	-	340	3mL+340	-	-
E	USD	12.000	10.30	-	BB-	-	-	-	9.00%	-	Floating	3mL	-	675	3mL+633	-	-
Equity	USD	43.450	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S; A-2: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S; B: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S; C: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S; D: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S; E: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S; Equity: First Pay: 2021-07-17; Redemption: 2023-04-17; Registration: 144A/Reg S;

Deal Comments

Non Cal Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2026