II(R)

St Pauls CLO DAC (SPAUL) II(R)

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
R	VBE	20.300	-	-	TTT-	DDD-	-	-	Imohppdu	3tMf	-	-	370	3xRe+370	-	800.00000
Fno	JWQ	22.000	-	-	VF	KN	-	-	-	-	-	-	-	-	-	Retained
F-2	GZF	37.000	-	-	CC	FF	-	-	Bwajb	JQN	-	-	-	2.150%	2.150%	502.00000
J	ISJ	34.900	-	-	X-	Y-	-	-	Mppuvcmg	3vOt	-	-	940	3sMm+888	-	81.10000
B-1	FIV	13.000	-	-	YY	VV	-	-	Wxpoyluy	3pXc	-	-	175	3gEe+175	-	500.00000
H	XIN	93.300	-	-	JJ-	RR-	-	-	Gefuyijk	3iIa	-	-	665	3cBw+638	-	33.00000
V	JQA	276.000	-	-	QQQ	HHH	-	-	Umsclpqs	3fDl	-	-	98	3eSn+98	-	335.00000
C	ZFT	54.100	-	-	H	H	-	-	Oollyomh	3mCu	-	-	245	3hBi+245	-	627.00000

Tranche Comments

V: First Pay: 2022-01-25; Redemption: 2023-11-16; B-1: First Pay: 2022-01-25; Redemption: 2023-11-16; F-2: First Pay: 2022-01-25; Redemption: 2023-11-16; C: First Pay: 2022-01-25; Redemption: 2023-11-16; R: First Pay: 2022-01-25; Redemption: 2023-11-16; H: First Pay: 2022-01-25; Redemption: 2023-11-16; J: First Pay: 2022-01-25; Redemption: 2023-11-16; Fno: First Pay: 2022-01-25; Redemption: 2023-11-16;

Deal Comments

Rzzzq. Rpe Johh Bzhxpbv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Jan 28, 2009