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
I	APP	93.790	-	-	BB-	-	-	-	-	-	Xuvvkiyu	QVMH	-	810	3mECAM+810	-	-
F1	GHS	8.104	-	-	WW	-	-	-	-	-	Zpkewooh	YGDL	-	245	3uPGQU+245	-	-
AG	ICO	45.000	-	-	III	-	-	-	-	-	Spekloeu	VHPN	-	154	3pDYPY+154	-	-
B1	LIZ	924.000	-	-	WWW	-	-	-	-	-	Tmbroszd	WZPN	-	154	3eXGMS+154	-	-
IN	AWE	49.000	-	-	XXX	-	-	-	-	-	Qklxz	-	-	-	4.097%	-	-
X	ZSH	99.645	-	-	W	-	-	-	-	-	Vlqbqyja	BJFG	-	300	3zGISW+300	-	-
VG	QLL	13.000	-	-	KK	-	-	-	-	-	Clxnu	-	-	-	4.991%	-	-
F1	XZH	78.000	-	-	MMM-	-	-	-	-	-	Ecewacsq	YHWI	-	406	3vDVOQ+406	-	-
Dnb	VHY	45.800	-	-	DA	-	-	-	-	-	-	-	-	-	-	-	Retained
SC	NUU	4.306	-	-	ZZZ-	-	-	-	-	-	Kekpymns	AKVI	-	573	3gBCPK+573	-	-

Tranche Comments

B1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Bbx Y; AG: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Ald S; IN: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144C/Ykc C; F1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Yfw K; VG: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Tir V; X: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Csj K; F1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Ywz O; SC: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Jno J; I: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144V/Mbn U; Dnb: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144M/Pez E;

Deal Comments

Yjt Ohnn Kofkjsw 1.00

Risk Retention

AH - Sxv

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2002

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 23, 2021