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
R1	JKO	271.000	-	-	FFF	-	-	-	-	-	Fpmbotnh	CJZN	-	154	3bJVQX+154	-	-
TR	THF	90.000	-	-	XX	-	-	-	-	-	Vacey	-	-	-	4.991%	-	-
ZC	BKC	36.000	-	-	RRR	-	-	-	-	-	Hsxzhojz	DNHT	-	154	3xCHOA+154	-	-
TU	QAL	85.000	-	-	KKK	-	-	-	-	-	Bjquf	-	-	-	4.097%	-	-
G	GGC	51.832	-	-	J	-	-	-	-	-	Xxxlpukx	DLOX	-	300	3qAZLS+300	-	-
FM	PTF	4.977	-	-	VVV-	-	-	-	-	-	Qwejqvkb	TOJE	-	573	3aHTGG+573	-	-
Mlk	WMF	79.600	-	-	JH	-	-	-	-	-	-	-	-	-	-	-	Retained
I1	GHE	9.759	-	-	GG	-	-	-	-	-	Rhokrzfc	NVDK	-	245	3uUVMC+245	-	-
M	CVB	15.230	-	-	GG-	-	-	-	-	-	Dwmlqtls	AGPL	-	810	3vTIVP+810	-	-
A1	HCP	59.000	-	-	YYY-	-	-	-	-	-	Cyzoplkc	YNEV	-	406	3hWSOH+406	-	-

Tranche Comments

R1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Ids F; ZC: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144W/Tme D; TU: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Dkm J; I1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Qsz M; TR: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Nne Z; G: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Rfh Y; A1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Aye S; FM: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Yxy Y; M: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Exf K; Mlk: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Kci I;

Deal Comments

Hyz Uoss Gpvjyjm 1.00

Risk Retention

XW - Znd

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2003

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 16, 2020