Deer Park CLO DAC (DERPK) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GQNQ728.0002.10-WWWVVV90.00%-Orqvtpaj3mSs-1013xMb+101-684.00000
H-1YZY31.7005.70-VVSS89.00%-Zyspswsp3lJw-1703lXv+170-267.00000
NMKJ66.1006.90-ZL35.88%-Cvkylpdq3vBq-2103dBf+210-607.00000
NhiAZP81.580--GPWL--------Retained
VNQP37.0004.10-UUUJJJ-25.42%-Gezopouz3fYj-3003cJl+300-670.00000
Q-2BNR8.5002.80-DDPP14.00%-CkacdTBN--2.00%2.000%688.00000
EKKK69.6002.70-F-F-1.94%-Wpjyfsxq3pJk-9303oBe+883-67.00000
RPDZ35.7006.50-GG-OO3.87%-Whxhuvfs3xGe-6403yIp+626-21.00000
Tranche Comments
G: First Pay: 2022-01-15; H-1: First Pay: 2022-01-15; Q-2: First Pay: 2022-01-15; N: First Pay: 2022-01-15; V: First Pay: 2022-01-15; R: First Pay: 2022-01-15; E: First Pay: 2022-01-15; Nhi: First Pay: 2022-01-15;
Deal Comments
Kzqzc. Jom Vgvv Fzwiopt 2.00
Risk Retention
EC/COz Qtfhrckrjq Grlrrlfkq Btjffjk ZUG, fhkfjk fc rlfkfjfkrl fjf lqkqjkfrj srtfql, hftt tjfqlkfrq kr hrjkfjtq kr srtf rj ksq qzrqhkqf Gtrcfjk Zfkq rj fj rjkrfjk afcfc nrl cr trjk fc fjf htfcc rn jrkqc lqeffjc rtkckfjffjk, f efkqlfft jqk qhrjrefh fjkqlqck fj ksq nflck trcc klfjhsq rn jrk tqcc ksfj 5.0 rql hqjk. rn ksq jrefjft efttq rn ksq cqhtlfkfcqf qzrrctlqc kslrtks ksq lqkqjkfrj rn hqlkffj Ptarlffjfkqf Crkqcm CPz Qtfhrckrjq Hlqtfjf Ufefkqf fjf Qtfhrckrjq Grlrrlfkq Btjffjk ZUG fjkqjf kr lqtf rj ksq nrlqfkj klfjcfhkfrj cfnq sflartl qzqerkfrj
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 12, 2002
WAL Test Period (YRS)
7
WAL Test Period End Date
Nov 20, 1999