2017-1(R)

ICG US CLO (ICG) 2017-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-RR	USD	4.000	-	-	AAA	-	-	-	-	-	Floating	3mL	-	70	3mL+70	-	-
A-RR	USD	246.000	-	-	AAA	-	-	-	38.50%	-	Floating	3mL	-	117	3mL+117	-	-
B-RR	USD	58.000	-	-	AA	-	-	-	24.00%	-	Floating	3mL	-	180	3mL+180	-	-
C-RR	USD	24.000	-	-	A	-	-	-	18.00%	-	Floating	3mL	-	240	3mL+240	-	-
D-RR	USD	24.000	-	-	BBB-	-	-	-	12.00%	-	Floating	3mL	-	355	3mL+355	-	-
E-RR	USD	15.000	-	-	BB-	-	-	-	8.25%	-	Floating	3mL	-	750	3mL+750	-	-
Sub	USD	38.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X-RR : First Pay: 2021-07-28; Redemption: 2023-07-28; A-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; B-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; C-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; D-RR : First Pay: 2021-07-28; Redemption: 2023-07-28; E-RR: First Pay: 2021-07-28; Redemption: 2023-07-28; Sub : First Pay: 2021-07-28; Redemption: 2023-07-28;

Deal Comments

Reset. Non Call Period: 2.00

Risk Retention

ICG expects to hold a risk retention interest for purposes of the EU risk retention requirements

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2026

Reset

Yes