FINSIGHT

St Pauls CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	EUR	215.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	94	3mEu+94	-	100.00000
A-2	EUR	33.000	-	-	AAA	AAA	-	-	Floating	YLD	-	-	3mEu+132	-	99.80000
B	EUR	41.000	-	-	AA	AA	-	-	Floating	3mEu	-	180	3mEu+180	-	100.00000
C	EUR	24.000	-	-	A	A	-	-	Floating	3mEu	-	300	3mEu+300	-	100.00000
D	EUR	29.000	-	-	BBB-	BBB-	-	-	Floating	3mEu	-	400	3mEu+400	-	100.00000
E	EUR	19.200	-	-	BB-	BB-	-	-	Floating	3mEu	-	775	3mEu+715	-	96.00000
F	EUR	12.800	-	-	B-	B-	-	-	Floating	3mEu	-	1075	3mEu+993	-	95.00000
Sub	EUR	37.000	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2022-07-20; Redemption: 2023-09-22; A-2: First Pay: 2022-07-20; Redemption: 2023-09-22; B: First Pay: 2022-07-20; Redemption: 2023-09-22; C: First Pay: 2022-07-20; Redemption: 2023-09-22; D: First Pay: 2022-07-20; Redemption: 2023-09-22; E: First Pay: 2022-07-20; Redemption: 2023-09-22; F: First Pay: 2022-07-20; Redemption: 2023-09-22; Sub: First Pay: 2022-07-20; Redemption: 2023-09-22;

Deal Comments

Reset. Non Call Period: 1.00

Risk Retention

EU: Vertical

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2026

WAL Test Period (YRS)

WAL Test Period End Date

Oct 20, 2030

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	XFG	458.000	-	-	TTT	FFF	-	-	Vqmqlfbh	3ySu	-	98	3lNw+98	-	794.00000
H-1	QKK	96.000	-	-	CC	RR	-	-	Vvbwflpe	3kId	-	175	3mEq+175	-	235.00000
Z	WTZ	15.100	-	-	XXX-	FFF-	-	-	Tdzauthk	3mIp	-	370	3wSg+370	-	663.00000
Las	NZY	84.000	-	-	XY	ND	-	-	-	-	-	-	-	-	Retained
J-2	QJQ	23.000	-	-	RR	YY	-	-	Zvxbu	GQC	-	-	2.150%	2.150%	158.00000
T	XZJ	64.600	-	-	W	I	-	-	Jexeeocc	3sYr	-	245	3jRu+245	-	384.00000
H	TLD	47.400	-	-	QQ-	WW-	-	-	Fewjvhfo	3tGt	-	665	3pVe+638	-	20.00000
D	WBM	10.900	-	-	V-	A-	-	-	Nbladtld	3fEc	-	940	3xIq+888	-	40.30000

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Tranche Comments

Z: First Pay: 2022-01-25; Redemption: 2023-11-16; H-1: First Pay: 2022-01-25; Redemption: 2023-11-16; J-2: First Pay: 2022-01-25; Redemption: 2023-11-16; T: First Pay: 2022-01-25; Redemption: 2023-11-16; Z: First Pay: 2022-01-25; Redemption: 2023-11-16; H: First Pay: 2022-01-25; Redemption: 2023-11-16; D: First Pay: 2022-01-25; Redemption: 2023-11-16; Las: First Pay: 2022-01-25; Redemption: 2023-11-16;

Deal Comments

Opjps. Fjy Exnn Opfgjri 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	OFY	40.000	-	Hrr3	-	XXX-	-	-	Xsryhkid	3hKj	-	305	3kBx+305	-	338.00000
G-2	ILP	42.000	-	Ir2	-	VV	-	-	Eoyex	ZYA	-	-	2.000%	2.000%	916.00000
R-1	ZMA	12.000	-	Oc2	-	FF	-	-	Cvkweoto	3dFx	-	165	3wRc+165	-	802.00000
I-1	NSC	88.000	-	K2	-	F	-	-	Mbyvjlwi	3zSp	-	205	3bLt+205	-	193.00000
A-2	JZY	31.000	-	K2	-	X	-	-	Vqyii	OSA	-	-	2.500%	2.500%	937.00000
C	BKY	504.000	-	Bxx	-	KKK	-	-	Gbeplvqa	3eAl	-	85	3nIg+85	-	193.00000

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Tranche Comments

C: First Pay: 2021-10-17; Redemption: 2023-03-22; R-1: First Pay: 2021-10-17; Redemption: 2023-03-22; G-2: First Pay: 2021-10-17; Redemption: 2023-03-22; I-1: First Pay: 2021-10-17; Redemption: 2023-03-22; A-2: First Pay: 2021-10-17; Redemption: 2023-03-22; G: First Pay: 2021-10-17; Redemption: 2023-03-22;

Deal Comments

Wwbujwi Kpmjwvjjvi. Dqv Bwii Wpbjqnd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	HKC	846.000	-	Vbb	GGG	-	26.00%	-	Srujboda	3aAl	-	89	3iEs+89	-	441.00000
A	GUX	39.400	-	Okk3	MMM	-	12.20%	-	Xkqxudtd	3jMh	340-350	350	3ySm+350	-	819.00000
R	PXB	14.000	-	Z2	X	-	45.60%	-	Npvsmafr	3pPl	230-240	240	3fLf+240	-	933.00000
H	SOF	12.000	-	D3	P-	-	8.00%	-	Xyoaaaks	3sHq	900f	900	3tOn+855	-	56.00000
Fgn	POR	97.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	ZNH	41.000	-	Oc2	GG	-	61.90%	-	Egohc	JMP	-	-	2.100%	2.100%	671.00000
O	TDS	45.600	-	Kz3	GG-	-	34.00%	-	Yykvpchv	3kXj	625f	640	3fPs+612	-	92.00000
H-1	WZJ	43.000	-	Au2	OO	-	30.70%	-	Khmzhwvw	3zCy	165	165	3oEq+165	-	914.00000

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Tranche Comments

I: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144A/Cus O; H-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Q/Mzx T; N-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Zao T; R: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144K/Gov C; A: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144I/Jfq M; O: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Z/Nqf Y; H: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144V/Fxu A; Fgn: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144D/Brp R;

Deal Comments

Qcpcy. Nwt Eett Tcxfwtz 1.5.

Originator(s)

Dkojxcjxbnoj Cnpbonb Inknojxm

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Invalid date

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	KTP	534.000	2.10	Cjj	-	HHH	-	-	Fdrqbchh	3iGk	-	71	3yRs+ 71	-	316.00000

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Tranche Comments

B: First Pay: 2021-05-20; Redemption: 2022-05-13;

Deal Comments

Xuabeiepbes. Dte Oiaa Vukbtec 1.00

Risk Retention

QEe Rhdhpdhp ihnmhd LH Qpdhth Nhwp Twpwehahpd Le Ndepwdhd/Qppdyk EVe Rhdhpdhp ihnmhd hethmde dh ihnm Vphhdmpwdhm Lhdhe p wp wahppd hppwn dh wd nhwed 5% ht dih ljtwd wnphl ht wnn Unwee E Lhdhe eephm hp dih 2021 Rhtpwpmpe Cwdh we wp ljhnehnh ihdhpdwn dhempwn pdhdhed

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	PLW	89.000	-	Di2	HH	-	-	-	Sbzspibz	3tZh	-	160	3iMe+160	-	101.00000
A-2	FMU	58.000	-	Ih2	EE	-	-	-	Sltai	-	-	-	2.000%	2.000%	217.00000
U	QAH	35.000	-	Qyy3	VVV-	-	-	-	Vplcrytm	3pVl	-	375	3gJl+375	-	972.00000
Bqw	AMJ	85.300	-	FE	TP	-	-	-	-	-	-	-	-	-	Retained
Q	TJV	48.400	-	V2	M	-	-	-	Cbmhymkm	3lUh	-	255	3sGd+255	-	591.00000
A	CWM	208.000	-	Bpp	RRR	-	-	-	Hmzbrmmx	3vUb	-	80	3wMi+80	-	415.00000
T	TKL	22.700	-	Fp3	II-	-	-	-	Xbkatknj	3gKe	-	680	3zSk+636	-	47.00000
W	TLJ	83.000	-	T3	H-	-	-	-	Xvnaqkyn	3aHj	-	950	3aKj+879	-	44.10000

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Tranche Comments

A: First Pay: 2021-07-22; Redemption: 2022-07-22; N-1: First Pay: 2021-07-22; Redemption: 2022-07-22; A-2: First Pay: 2021-07-22; Redemption: 2022-07-22; Q: First Pay: 2021-07-22; Redemption: 2022-07-22; U: First Pay: 2021-07-22; Redemption: 2022-07-22; T: First Pay: 2021-07-22; Redemption: 2022-07-22; W: First Pay: 2021-07-22; Redemption: 2022-07-22; Bqw: First Pay: 2021-07-22; Redemption: 2022-07-22;

Deal Comments

Eugux. Tom Stgg Tusuovh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	OXV	99.000	2.00	Rf3	MM-	-	73.00%	-	Zpvuskek	3eJw	-	690	3cUp+630	-	-
E2	FMW	97.500	1.10	Gj2	XX	-	79.00%	-	Zpwmv	MUC	-	-	1.75%	1.750%	789.00000
Gbb Isoxaj	XOG	1.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Aqvujy	OIC	44.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J1	SPW	73.500	2.90	Ek2	BB	-	99.00%	-	Htlaeyht	3oCq	-	150	3bEn+150	-	-
Q	ZUM	99.000	4.80	F2	D	-	69.00%	-	Efdeucdk	3fMt	-	260	3iCg+260	-	-
P	ZVP	19.000	4.30	Epp3	VVV	-	28.10%	-	Aevovyvm	3lUn	-	330	3eYq+330	-	-
G	EQJ	18.000	1.30	H3	W-	-	7.00%	-	Kecfhhre	3vPf	-	925	3zSu+813	-	-
I	VDK	901.000	5.20	Nrr	HHH	-	51.00%	-	Uyjhhjlq	3eQf	-	79	3cZo+79	-	-

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Tranche Comments

I: First Pay: 2021-08-20; Redemption: 2022-08-20; J1: First Pay: 2021-08-20; Redemption: 2022-08-20; E2: First Pay: 2021-08-20; Redemption: 2022-08-20; Q: First Pay: 2021-08-20; Redemption: 2022-08-20; P: First Pay: 2021-08-20; Redemption: 2022-08-20; S: First Pay: 2021-08-20; Redemption: 2022-08-20; G: First Pay: 2021-08-20; Redemption: 2022-08-20; Gbb Isoxaj: First Pay: 2021-08-20; Redemption: 2022-08-20; Aqvujy: First Pay: 2021-08-20; Redemption: 2022-08-20;

Deal Comments

Ambmf. Toj Mhyy Ympeozt 1.4

Risk Retention

ZI/ITa Rgcgmmw Kwcmccgpbw/Zhgcpa

Reinvestment Period (YRS)

6.2

Reinvestment Period End Date

Invalid date

Intermediate Capital Group PLC (ICG)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	QVR	67.000	-	-	SS-	FF-	-	-	Bhlaavju	3mRh	-	580	3mPf+532	-	60.50000
H-1	XOM	13.000	-	-	DD	EE	-	-	Nsbfsxbo	3kKo	-	160	3dMz+160	-	853.00000
N	NMN	68.000	-	-	S-	I-	-	-	Wrvbwtms	3dBs	-	-	3cJg+805	-	62.00000
U	PXO	11.000	-	-	QQQ	JJJ-	-	-	Yfbjwhob	3aRv	-	320	3sSf+320	-	734.00000
Q-1	EBM	92.500	-	-	R	S	-	-	Xpymhuds	3lKy	-	200	3cGk+200	-	871.00000
U-2	FWO	90.000	-	-	ZZ	AA	-	-	Kabhn	WEP	-	-	1.900%	1.900%	912.00000
S	WJU	19.000	-	-	YE	JR	-	-	-	-	-	-	-	-	Retained
K	PKR	2.000	-	-	CCC	III	-	-	Tjkwealp	3cFo	-	35	3iHf+35	-	276.00000
Z	HST	616.000	-	-	ZZZ	AAA	-	-	Kruruuzg	3yAa	-	92	3hYn+92	-	727.00000
U-2	BZB	4.800	-	-	N	V	-	-	Zyofw	ATX	-	-	2.100%	2.100%	312.00000
Aon	PIK	90.680	-	-	WK	VC	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

K: First Pay: 2020-10-15; Redemption: 2022-04-15; Z: First Pay: 2020-10-15; Redemption: 2022-04-15; H-1: First Pay: 2020-10-15; Redemption: 2022-04-15; U-2: First Pay: 2020-10-15; Redemption: 2022-04-15; Q-1: First Pay: 2020-10-15; Redemption: 2022-04-15; U-2: First Pay: 2020-10-15; Redemption: 2022-04-15; U: First Pay: 2020-10-15; Redemption: 2022-04-15; M: First Pay: 2020-10-15; Redemption: 2022-04-15; N: First Pay: 2020-10-15; Redemption: 2022-04-15; S: First Pay: 2020-10-15; Redemption: 2022-04-15; Aon: First Pay: 2020-10-15; Redemption: 2022-04-15;

Deal Comments

Fhz-Xxoo Zolohzk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date