XII

St Pauls CLO DAC (SPAUL) XII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Intermediate Capital Group PLC (ICG)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X-1	SKT	71.900	-	-	K	P	-	-	Fuuuhrjj	3pUh	-	-	200	3mMi+200	-	849.00000
C	ZGY	67.000	-	-	IM	GW	-	-	-	-	-	-	-	-	-	Retained
C	IAO	4.000	-	-	WWW	LLL	-	-	Gyedchhi	3kDw	-	-	35	3kTh+35	-	559.00000
R	HPT	685.000	-	-	OOO	CCC	-	-	Mhxcvbaf	3xLf	-	-	92	3kAa+92	-	444.00000
A-2	PGU	95.000	-	-	RR	SS	-	-	Zilfr	HII	-	-	-	1.900%	1.900%	381.00000
Y	BCI	75.000	-	-	R-	K-	-	-	Aqhpcyjc	3jTe	-	-	-	3rJa+805	-	54.00000
T	BHW	62.000	-	-	UU-	CC-	-	-	Slbwmixp	3xBo	-	-	580	3xYq+532	-	33.80000
O	BBZ	78.000	-	-	UUU	AAA-	-	-	Eqpsrruk	3fEz	-	-	320	3eAw+320	-	116.00000
Z-1	ZJX	74.000	-	-	UU	UU	-	-	Ljlfzong	3jSt	-	-	160	3pYe+160	-	721.00000
M-2	FQH	5.900	-	-	W	V	-	-	Ogrjl	TWC	-	-	-	2.100%	2.100%	918.00000
Mkf	XNE	62.650	-	-	TT	QM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2020-10-15; Redemption: 2022-04-15; R: First Pay: 2020-10-15; Redemption: 2022-04-15; Z-1: First Pay: 2020-10-15; Redemption: 2022-04-15; A-2: First Pay: 2020-10-15; Redemption: 2022-04-15; X-1: First Pay: 2020-10-15; Redemption: 2022-04-15; M-2: First Pay: 2020-10-15; Redemption: 2022-04-15; O: First Pay: 2020-10-15; Redemption: 2022-04-15; T: First Pay: 2020-10-15; Redemption: 2022-04-15; Y: First Pay: 2020-10-15; Redemption: 2022-04-15; C: First Pay: 2020-10-15; Redemption: 2022-04-15; Mkf: First Pay: 2020-10-15; Redemption: 2022-04-15;

Deal Comments

Iuj-Uwnn Ovtuuyh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2011