FINSIGHT

St Pauls CLO DAC

Deals

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
M	BWC	87.900	-	-	SS-	TT-	-	-	Lmrmdjzt	3dIu	-	-	775	3fDw+715	-	64.00000
Hfo	CZV	64.000	-	-	NU	MZ	-	-	-	-	-	-	-	-	-	Retained
M-1	WQU	561.000	-	-	HHH	HHH	-	-	Nkpdrlfo	3bXu	-	-	94	3wAj+94	-	119.00000
S	DEF	78.600	-	-	N-	V-	-	-	Jjrhjiex	3gJv	-	-	1075	3aLz+993	-	71.00000
C	KSJ	60.000	-	-	NNN-	WWW-	-	-	Hrvmlahp	3eOt	-	-	400	3pYh+400	-	627.00000
R	LIU	18.000	-	-	L	I	-	-	Wczcdbes	3zEj	-	-	300	3xEw+300	-	815.00000
X-2	KXU	61.000	-	-	NNN	LLL	-	-	Iqvclxca	VCN	-	-	-	3yWb+132	-	83.60000
K	FBN	47.000	-	-	KK	RR	-	-	Nrwkytda	3sDf	-	-	180	3nMi+180	-	362.00000

Tranche Comments

M-1: First Pay: 2022-07-20; Redemption: 2023-09-22; X-2: First Pay: 2022-07-20; Redemption: 2023-09-22; K: First Pay: 2022-07-20; Redemption: 2023-09-22; R: First Pay: 2022-07-20; Redemption: 2023-09-22; C: First Pay: 2022-07-20; Redemption: 2023-09-22; M: First Pay: 2022-07-20; Redemption: 2023-09-22; S: First Pay: 2022-07-20; Redemption: 2023-09-22; Hfo: First Pay: 2022-07-20; Redemption: 2023-09-22;

Deal Comments

Gvhvu. Bgy Wuhh Xvhngko 1.00

Risk Retention

RCz Uhgdnjwj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Feb 19, 2010