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
P	AWZ	6.000	-	-	DDD	OOO	-	-	Zkvpjzsh	3qWh	-	-	35	3iGs+35	-	855.00000
L	MMK	578.000	-	-	BBB	GGG	-	-	Ilqxhczd	3jOv	-	-	92	3jJc+92	-	688.00000
H-2	LHW	1.500	-	-	M	N	-	-	Fryps	UUM	-	-	-	2.100%	2.100%	952.00000
T	LMV	25.000	-	-	W-	F-	-	-	Wwdqvlrb	3vHp	-	-	-	3yLp+805	-	34.00000
O	YVW	12.000	-	-	MMM	LLL-	-	-	Zirhdzhi	3mUw	-	-	320	3tMa+320	-	276.00000
S	IYT	13.000	-	-	EE-	RR-	-	-	Sfdksvfx	3mUl	-	-	580	3oIj+532	-	26.30000
I-1	YQG	77.000	-	-	QQ	XX	-	-	Jrvdwxox	3dNx	-	-	160	3hWq+160	-	298.00000
W	JJN	94.000	-	-	AA	VA	-	-	-	-	-	-	-	-	-	Retained
S-2	LZK	53.000	-	-	VV	AA	-	-	Nvxza	GNH	-	-	-	1.900%	1.900%	646.00000
W-1	BKK	34.400	-	-	X	W	-	-	Rhcbbijf	3mVb	-	-	200	3xYh+200	-	899.00000
Ysr	GCF	72.450	-	-	KX	EU	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2020-10-15; Redemption: 2022-04-15; L: First Pay: 2020-10-15; Redemption: 2022-04-15; I-1: First Pay: 2020-10-15; Redemption: 2022-04-15; S-2: First Pay: 2020-10-15; Redemption: 2022-04-15; W-1: First Pay: 2020-10-15; Redemption: 2022-04-15; H-2: First Pay: 2020-10-15; Redemption: 2022-04-15; O: First Pay: 2020-10-15; Redemption: 2022-04-15; S: First Pay: 2020-10-15; Redemption: 2022-04-15; T: First Pay: 2020-10-15; Redemption: 2022-04-15; W: First Pay: 2020-10-15; Redemption: 2022-04-15; Ysr: First Pay: 2020-10-15; Redemption: 2022-04-15;

Deal Comments

Tbf-Capp Ahpcbwt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2001