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
G	WAC	74.865	-	-	A	-	-	-	-	-	Bdzecilp	UWWN	-	300	3xJKAJ+300	-	-
RY	EVN	72.000	-	-	XXX	-	-	-	-	-	Hrputqsc	ALAL	-	154	3gHYMC+154	-	-
YT	QHL	47.000	-	-	PPP	-	-	-	-	-	Yjnwq	-	-	-	4.097%	-	-
B	ANR	61.570	-	-	SS-	-	-	-	-	-	Rkqjxaxj	MDEY	-	810	3nYYYU+810	-	-
A1	LHM	6.473	-	-	AA	-	-	-	-	-	Gyczzsub	BBEV	-	245	3mJUJN+245	-	-
R1	VQA	28.000	-	-	GGG-	-	-	-	-	-	Jbmzhaaa	LIBD	-	406	3mPISG+406	-	-
HR	OLN	4.656	-	-	FFF-	-	-	-	-	-	Azebsqec	KZQH	-	573	3tXQJN+573	-	-
O1	INF	506.000	-	-	KKK	-	-	-	-	-	Osvscijz	BDMS	-	154	3rEXJR+154	-	-
GL	NLR	81.000	-	-	PP	-	-	-	-	-	Eczza	-	-	-	4.991%	-	-
Asr	FLE	79.400	-	-	IY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Rwv C; RY: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Hyq Z; YT: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Yii T; A1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Rcj P; GL: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Ong Z; G: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Qdp Y; R1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Mll Q; HR: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Fka Z; B: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Hhv U; Asr: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Kvw A;

Deal Comments

Jso Ahzz Iqgmsck 1.00

Risk Retention

RI - Nww

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Jan 6, 2013