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
Z	VHO	8.000	-	-	AAA	KKK	-	-	Levecdfh	3lLw	-	-	35	3eXs+35	-	432.00000
A	IJQ	78.000	-	-	EEE	SSS-	-	-	Bpcbucjc	3oHa	-	-	320	3nUa+320	-	698.00000
D	KSO	74.000	-	-	EE-	NN-	-	-	Eqqpxphm	3oBr	-	-	580	3lJy+532	-	90.60000
A-2	JXB	65.000	-	-	GG	GG	-	-	Ggsld	RLW	-	-	-	1.900%	1.900%	414.00000
S-1	KSP	48.700	-	-	A	I	-	-	Nflrbazu	3nFp	-	-	200	3rXn+200	-	903.00000
X	HXF	52.000	-	-	QN	AK	-	-	-	-	-	-	-	-	-	Retained
O	VZF	992.000	-	-	HHH	DDD	-	-	Ausxvmpq	3jGq	-	-	92	3fFb+92	-	767.00000
G	KOD	69.000	-	-	E-	V-	-	-	Schdosjl	3rJz	-	-	-	3gSw+805	-	48.00000
I-1	FYC	67.000	-	-	QQ	UU	-	-	Prrqqmaz	3wKa	-	-	160	3gUo+160	-	620.00000
N-2	FBV	7.900	-	-	B	G	-	-	Fnfmq	IHB	-	-	-	2.100%	2.100%	112.00000
Rwp	EGL	57.730	-	-	NV	XN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2020-10-15; Redemption: 2022-04-15; O: First Pay: 2020-10-15; Redemption: 2022-04-15; I-1: First Pay: 2020-10-15; Redemption: 2022-04-15; A-2: First Pay: 2020-10-15; Redemption: 2022-04-15; S-1: First Pay: 2020-10-15; Redemption: 2022-04-15; N-2: First Pay: 2020-10-15; Redemption: 2022-04-15; A: First Pay: 2020-10-15; Redemption: 2022-04-15; D: First Pay: 2020-10-15; Redemption: 2022-04-15; G: First Pay: 2020-10-15; Redemption: 2022-04-15; X: First Pay: 2020-10-15; Redemption: 2022-04-15; Rwp: First Pay: 2020-10-15; Redemption: 2022-04-15;

Deal Comments

Vio-Fmzz Muhgiij 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 1998