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
EJ	KRJ	96.000	-	-	YY	-	-	-	-	-	Tshet	-	-	-	4.991%	-	-
U1	QPG	7.277	-	-	SS	-	-	-	-	-	Dkcapjio	VVQF	-	245	3fUWSK+245	-	-
D1	KRZ	34.000	-	-	LLL-	-	-	-	-	-	Usdbyrff	PLMM	-	406	3qDXPX+406	-	-
VJ	ZKG	5.742	-	-	NNN-	-	-	-	-	-	Rmrbrqeb	LXUO	-	573	3aHQBI+573	-	-
ES	UEQ	74.000	-	-	FFF	-	-	-	-	-	Chvcw	-	-	-	4.097%	-	-
P	VXT	98.663	-	-	V	-	-	-	-	-	Zvuseupu	LQVV	-	300	3gWDHD+300	-	-
Wyk	RKI	47.100	-	-	VA	-	-	-	-	-	-	-	-	-	-	-	Retained
P1	ZQD	942.000	-	-	OOO	-	-	-	-	-	Qrfaxrfv	CQAB	-	154	3pAWZY+154	-	-
L	TSC	96.920	-	-	ZZ-	-	-	-	-	-	Wcfyfcfg	DVQF	-	810	3rUSNI+810	-	-
AZ	JKU	96.000	-	-	BBB	-	-	-	-	-	Owlaxzwj	AVAW	-	154	3cDBZQ+154	-	-

Tranche Comments

P1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Lda V; AZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Gis V; ES: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Ryy I; U1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144C/Jwn E; EJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Wmj F; P: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Iuz I; D1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Mff L; VJ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Jlf H; L: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Lwn B; Wyk: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Wsq K;

Deal Comments

Fof Ecss Zmsmotx 1.00

Risk Retention

IR - Ntn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 27, 1995

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 25, 2008