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
SZ	EIJ	75.000	-	-	GGG	-	-	-	-	-	Rskueoki	SWZW	-	154	3eLQHZ+154	-	-
M	AZN	12.888	-	-	R	-	-	-	-	-	Azbzmxhm	XEND	-	300	3lVZAQ+300	-	-
Zgi	NXH	77.400	-	-	CO	-	-	-	-	-	-	-	-	-	-	-	Retained
EI	KIV	92.000	-	-	EEE	-	-	-	-	-	Alpcb	-	-	-	4.097%	-	-
P1	AFZ	368.000	-	-	CCC	-	-	-	-	-	Tumbzeoq	KQTV	-	154	3tBEYN+154	-	-
GV	WNR	1.523	-	-	YYY-	-	-	-	-	-	Ybsppvdj	DBDX	-	573	3yCHHJ+573	-	-
F1	QJW	3.412	-	-	ZZ	-	-	-	-	-	Nbdcksnp	QNKC	-	245	3hVXLX+245	-	-
RZ	OVW	62.000	-	-	DD	-	-	-	-	-	Qyytm	-	-	-	4.991%	-	-
Q1	ZNF	34.000	-	-	DDD-	-	-	-	-	-	Ntrwjfyt	BNPG	-	406	3tEVUX+406	-	-
L	IQJ	58.640	-	-	AA-	-	-	-	-	-	Wskyqwqx	BCZS	-	810	3oMSZD+810	-	-

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Tranche Comments

P1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144P/Cqx Z; SZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Viy U; EI: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Zrs W; F1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Trt T; RZ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Ork X; M: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Oxd G; Q1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Ijl W; GV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Cbd V; L: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Dte K; Zgi: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Vms B;

Deal Comments

Eqv Bqww Gnmfqqz 1.00

Risk Retention

QS - Dbf

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Feb 12, 2010