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
Q1	CCC	406.000	-	-	OOO	-	-	-	-	-	Odfyuqyi	VKWK	-	154	3kECAW+154	-	-
NU	ATX	8.828	-	-	YYY-	-	-	-	-	-	Cdfypaut	ZOLZ	-	573	3zBLFY+573	-	-
Npg	JQJ	61.700	-	-	LQ	-	-	-	-	-	-	-	-	-	-	-	Retained
U1	RTQ	9.129	-	-	OO	-	-	-	-	-	Nlrmfomf	KXMU	-	245	3uDHNP+245	-	-
C1	IUI	71.000	-	-	EEE-	-	-	-	-	-	Kxpplxlu	MQEB	-	406	3xWTKO+406	-	-
ZL	REZ	41.000	-	-	JJJ	-	-	-	-	-	Lwins	-	-	-	4.097%	-	-
MH	YOD	57.000	-	-	CC	-	-	-	-	-	Dgouk	-	-	-	4.991%	-	-
FF	GPT	10.000	-	-	EEE	-	-	-	-	-	Frvwalbs	GUCQ	-	154	3xNUXY+154	-	-
I	NMN	72.160	-	-	OO-	-	-	-	-	-	Jcrjrdfi	QPML	-	810	3kKCDA+810	-	-
K	LXC	53.780	-	-	U	-	-	-	-	-	Vfqdepbt	KPSR	-	300	3rPHMN+300	-	-

Tranche Comments

Q1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Ujd Y; FF: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Kxn I; ZL: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Y/Oqo J; U1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Otj A; MH: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144W/Php M; K: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144W/Prq I; C1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Yop C; NU: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Nwx Y; I: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Mwp W; Npg: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Rub N;

Deal Comments

Qqh Qxoo Ymslqit 1.00

Risk Retention

WB - Hlf

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jul 31, 2013