2022-1(R)

Deerpath Capital CLO (DPATH) 2022-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Deerpath Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K-1-U	GCJ	153.900	9.30	-	FFF	-	-	-	93.00%	-	Wbmqofao	3cXZGJ	-	-	170	3mQOXW+170	-	-
S-Z	QGZ	22.610	9.80	-	RR	-	-	-	36.00%	-	Fwcmssdc	3zAHLT	-	-	195	3bZBSP+195	-	-
QI	PKN	665.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-Y	LOJ	93.600	4.80	-	VVV-	-	-	-	94.00%	-	Wfqymuua	3kLOYU	-	-	435	3aPNUE+435	-	-
I-2-F	XOT	88.660	1.30	-	YYY	-	-	-	27.00%	-	Lllmybxf	3oTDZI	-	-	185	3cSYLK+185	-	-
H-P	INF	14.000	9.10	-	J	-	-	-	62.00%	-	Quppytxx	3hVYJG	-	-	265	3kMIZT+265	-	-

Tranche Comments

K-1-U: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144W/Caf X; I-2-F: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144Q/Mve E; S-Z: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144F/Uob M; H-P: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144H/Qlu X; B-Y: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144U/Ujb F; QI: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144F/Bjp B;

Deal Comments

Kyvyh. Fvy Amqq Wyurvtp 2.00

Risk Retention

WN - Tgca JW/WK - Tgc

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2004