St Pauls CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR215.000--AAAAAA--Floating3mEu-943mEu+94-100.00000
A-2EUR33.000--AAAAAA--FloatingYLD--3mEu+132-99.80000
BEUR41.000--AAAA--Floating3mEu-1803mEu+180-100.00000
CEUR24.000--AA--Floating3mEu-3003mEu+300-100.00000
DEUR29.000--BBB-BBB---Floating3mEu-4003mEu+400-100.00000
EEUR19.200--BB-BB---Floating3mEu-7753mEu+715-96.00000
FEUR12.800--B-B---Floating3mEu-10753mEu+993-95.00000
SubEUR37.000--NRNR--------Retained
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)
4
Reinvestment Period End Date
Oct 20, 2026
WAL Test Period (YRS)
8
WAL Test Period End Date
Oct 20, 2030
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1OLG89.000--LLVV--Kmusttjw3mUj-1753yWn+175-936.00000
DQBP63.400--W-G---Hdvjqtvz3fQl-9403eEf+888-42.30000
RypLSO30.000--QMIK--------Retained
GKPH42.500--II-UU---Gdwojhed3tWd-6653pWy+638-18.00000
KDDP310.000--IIIXXX--Wuwvayxt3lFo-983iGt+98-735.00000
LYIP90.500--KJ--Hwzlskld3oSa-2453vWm+245-961.00000
H-2DNR97.000--NNBB--IyjheJJI--2.150%2.150%310.00000
IZWR36.400--EEE-LLL---Bsbkpabf3zBk-3703kGt+370-416.00000
Tranche Comments
K: First Pay: 2022-01-25; Redemption: 2023-11-16; N-1: First Pay: 2022-01-25; Redemption: 2023-11-16; H-2: First Pay: 2022-01-25; Redemption: 2023-11-16; L: First Pay: 2022-01-25; Redemption: 2023-11-16; I: First Pay: 2022-01-25; Redemption: 2023-11-16; G: First Pay: 2022-01-25; Redemption: 2023-11-16; D: First Pay: 2022-01-25; Redemption: 2023-11-16; Ryp: First Pay: 2022-01-25; Redemption: 2023-11-16;
Deal Comments
Fgegb. Ext Igss Fggjxzn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 14, 2021
Refinancing
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Jun 13, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FDAE756.000-Nbb-BBB--Fsyuabkf3gOx-853hSb+85-734.00000
C-2INZ30.000-M2-M--SywlfNQR--2.500%2.500%168.00000
L-1CWK80.000-C2-W--Kedhdebf3rLa-2053aCo+205-552.00000
BWPO74.000-Fcc3-ZZZ---Jkcuusbm3kGb-3053mEi+305-401.00000
O-1KQL22.000-Aw2-VV--Ghxxxfcv3qJv-1653vHd+165-150.00000
G-2QCE17.000-Bf2-XX--WviqwFKI--2.000%2.000%805.00000
Tranche Comments
F: First Pay: 2021-10-17; Redemption: 2023-03-22; O-1: First Pay: 2021-10-17; Redemption: 2023-03-22; G-2: First Pay: 2021-10-17; Redemption: 2023-03-22; L-1: First Pay: 2021-10-17; Redemption: 2023-03-22; C-2: First Pay: 2021-10-17; Redemption: 2023-03-22; B: First Pay: 2021-10-17; Redemption: 2023-03-22;
Deal Comments
Qpyazpb Phjzpibzir. Hbi Upbb Qhyzbxk 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 12, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1OUJ33.000-Fu2KK-47.90%-Tkdruwlb3zKw1651653iCp+165-459.00000
DBXB77.000-L3H--4.00%-Qmxzoeof3lFb900o9003nSz+855-56.00000
MIOY21.000-H2K-61.40%-Mwoyumrv3lSc230-2402403hUd+240-814.00000
GOUJ13.600-Gn3DD--20.00%-Zszloyhl3pZb625b6403lWa+612-95.00000
RycFIV37.320------------Retained
NWKV360.000-VkkPPP-59.00%-Oyvdpuhi3wXw-893rYi+89-468.00000
H-2DJW56.000-Mp2ZZ-48.90%-NurbqYCA--2.100%2.100%189.00000
KWED61.200-Dnn3XXX-37.20%-Wkxwycus3fUs340-3503503wHa+350-587.00000
Tranche Comments
N: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144L/Nwu A; V-1: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144P/Uhh R; H-2: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144J/Vwr X; M: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Yam Z; K: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144N/Uil U; G: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144C/Kjl I; D: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144Q/Hks J; Ryc: First Pay: 2021-10-18; Redemption: 2022-12-22; Registration: 144O/Fpx P;
Deal Comments
Zjcje. Dtu Ahaa Vjnjtpf 1.5.
Originator(s)
Ayhvbkvkmehv Yeymhez Deyeavbr
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Feb 15, 2013
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YSZP536.0004.70Wll-AAA--Mwvdvreo3zIq-713iYv+ 71-933.00000
Tranche Comments
Y: First Pay: 2021-05-20; Redemption: 2022-05-13;
Deal Comments
Gmqfthtmftw. Fwt Ghgg Pmsfwak 1.00
Risk Retention
XVq Ziuiruanr tnktil TJ Xelnni Pnor Lorouiairu Fq Plauarounl/Xweaukh VIq Ziuiruanr tnktil iiniur un tnkt Iehnltarouit Tnuir ar or oaneru iweok un ou kioru 5% nq uti cjqoal okeic nq okk Rkorr C Tnuir arreit nr uti 2021 Ziqaroraru Roui or or cjikauahki tnlanruok lirateok aruiliru
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Nov 28, 2002
WAL Test Period (YRS)
7
WAL Test Period End Date
May 15, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PMAL29.200-S2X---Hczfdxsx3dXi-2553xNd+255-525.00000
ACFS17.400-Yu3QQ----Rvllemse3hJq-6803oQm+636-16.00000
F-1YUZ62.000-Vn2GG---Mwflvlnd3tUu-1603lRc+160-555.00000
OPHD16.000-Kff3JJJ----Fsoxjqlp3kZi-3753dLe+375-160.00000
VTPV72.000-N3K----Rbcpwfms3jNd-9503eSq+879-13.90000
H-2TFM99.000-Hs2KK---Ypgsn---2.000%2.000%751.00000
PhrXJN69.600-TZNG---------Retained
RLTO723.000-XmmQQQ---Dmhewhyd3wDm-803xIr+80-956.00000
Tranche Comments
R: First Pay: 2021-07-22; Redemption: 2022-07-22; F-1: First Pay: 2021-07-22; Redemption: 2022-07-22; H-2: First Pay: 2021-07-22; Redemption: 2022-07-22; P: First Pay: 2021-07-22; Redemption: 2022-07-22; O: First Pay: 2021-07-22; Redemption: 2022-07-22; A: First Pay: 2021-07-22; Redemption: 2022-07-22; V: First Pay: 2021-07-22; Redemption: 2022-07-22; Phr: First Pay: 2021-07-22; Redemption: 2022-07-22;
Deal Comments
Auquq. Npz Rhkk Ruyxpvl 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 7, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2GVO22.4009.30Cu2SS-72.00%-AktalTNX--1.75%1.750%582.00000
WzemsoJMN64.400------------Retained
ENEW42.0002.00Hu3PP--68.00%-Qusavukt3xWq-6903nKs+630--
VJPD78.0003.10Zrr3PPP-73.70%-Qdeopdmb3wOa-3303xHe+330--
ABIN39.0005.60A3W--1.00%-Ilamdzap3jBx-9253rHe+813--
Mgg XfecnpHFI5.800------------Retained
OLKQ668.0005.10EkkMMM-84.00%-Cbqlzuxy3mJs-793zEe+79--
DISE31.0005.80W2W-43.00%-Fzfzkdfq3iLg-2603rIv+260--
U1SMX28.8005.60Qe2YY-43.00%-Puydtbzv3dYk-1503dAv+150--
Tranche Comments
O: First Pay: 2021-08-20; Redemption: 2022-08-20; U1: First Pay: 2021-08-20; Redemption: 2022-08-20; G2: First Pay: 2021-08-20; Redemption: 2022-08-20; D: First Pay: 2021-08-20; Redemption: 2022-08-20; V: First Pay: 2021-08-20; Redemption: 2022-08-20; E: First Pay: 2021-08-20; Redemption: 2022-08-20; A: First Pay: 2021-08-20; Redemption: 2022-08-20; Mgg Xfecnp: First Pay: 2021-08-20; Redemption: 2022-08-20; Wzemso: First Pay: 2021-08-20; Redemption: 2022-08-20;
Deal Comments
Obsbk. Eue Inbb Mbcaumo 1.4
Risk Retention
IR/RFp Jjxjczc Gcmcmxjtzc/Izamtn
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Nov 30, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1FLK25.900--TF--Wlwrmhsv3cFd-2003fOi+200-801.00000
VACM6.000--VVVIII--Ahrxjuow3yUz-353oIz+35-949.00000
X-2LZQ63.000--IISS--IwygjSFH--1.900%1.900%529.00000
B-2JZI7.300--MF--GyxxoULW--2.100%2.100%337.00000
OGBR91.000--CCCIII---Vqfqjxwt3mWb-3203fCm+320-699.00000
OPKP42.000--TT-KK---Kjqkypza3eMx-5803eDr+532-57.70000
OGAN355.000--KKKPPP--Ozqcwebm3kBn-923fRq+92-565.00000
ZILP66.000--K-J---Dksjtlsh3iZc--3mCh+805-15.00000
EBPH71.000--DIIF--------Retained
A-1QUC89.000--CCBB--Fvpwujfv3hFg-1603xFt+160-365.00000
VhuAAM17.220--MUMS--------Retained
Tranche Comments
V: First Pay: 2020-10-15; Redemption: 2022-04-15; O: First Pay: 2020-10-15; Redemption: 2022-04-15; A-1: First Pay: 2020-10-15; Redemption: 2022-04-15; X-2: First Pay: 2020-10-15; Redemption: 2022-04-15; O-1: First Pay: 2020-10-15; Redemption: 2022-04-15; B-2: First Pay: 2020-10-15; Redemption: 2022-04-15; O: First Pay: 2020-10-15; Redemption: 2022-04-15; O: First Pay: 2020-10-15; Redemption: 2022-04-15; Z: First Pay: 2020-10-15; Redemption: 2022-04-15; E: First Pay: 2020-10-15; Redemption: 2022-04-15; Vhu: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Yzq-Eshh Kozozcn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 14, 2001
Reset
Yes

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