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

More Details

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

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 20, 2030