2022-1

ICG US CLO Ltd (ICG) 2022-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	120.000	-	-	AAA	-	-	-	-	-	Floating	SOFR	-	154	3mSOFR+154	-	-
AL	USD	75.000	-	-	AAA	-	-	-	-	-	Floating	SOFR	-	154	3mSOFR+154	-	-
AF	USD	20.000	-	-	AAA	-	-	-	-	-	Fixed	-	-	-	4.097%	-	-
B1	USD	5.375	-	-	AA	-	-	-	-	-	Floating	SOFR	-	245	3mSOFR+245	-	-
BF	USD	35.000	-	-	AA	-	-	-	-	-	Fixed	-	-	-	4.991%	-	-
C	USD	20.125	-	-	A	-	-	-	-	-	Floating	SOFR	-	300	3mSOFR+300	-	-
D1	USD	15.000	-	-	BBB-	-	-	-	-	-	Floating	SOFR	-	406	3mSOFR+406	-	-
DJ	USD	5.125	-	-	BBB-	-	-	-	-	-	Floating	SOFR	-	573	3mSOFR+573	-	-
E	USD	11.750	-	-	BB-	-	-	-	-	-	Floating	SOFR	-	810	3mSOFR+810	-	-
Sub	USD	31.800	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; AL: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; AF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; B1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; BF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; C: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; D1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; DJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; E: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S; Sub: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Jul 20, 2030

Research

AllReportsSurveillanceOther