Deerpath Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2-G	MGP	78.000	3.80	-	JJJ	-	-	-	66.00%	-	Ceydumtn	3wMJBK	-	160	3uEACX+160	-	-
Lgg	HEE	80.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1S-N	XYJ	67.000	9.80	-	KKK	-	-	-	54.00%	-	Epdxpuek	3fHBDI	-	148	3tBNGS+148	-	-
A-1-L	QEQ	994.000	8.30	-	UUU	-	-	-	91.00%	-	Wqroyxdr	3nMTBC	-	148	3qSXTP+148	-	-
F-I	KXC	69.000	3.70	-	K	-	-	-	24.00%	-	Nlpssixv	3fCGTH	-	225	3gDJUT+225	-	-
B-W	HYE	18.000	6.80	-	GG	-	-	-	52.00%	-	Xcqlratq	3qSHMX	-	180	3sWDES+180	-	-
U-C	FTT	97.000	9.10	-	FFF-	-	-	-	52.00%	-	Fjkshphp	3qMMST	-	375	3mZEPO+375	-	-
S-1A-H	OLD	52.000	2.70	-	AAA	-	-	-	97.00%	-	Bxbwpafs	3gBDGV	-	148	3sWBGT+148	-	-

Tranche Comments

A-1-L: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144T/Urc L; S-1S-N: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144M/Gwv I; S-1A-H: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144B/Htc G; G-2-G: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144I/Hqg R; B-W: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144U/Beu M; F-I: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144X/Xhr V; U-C: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144L/Omz T; Lgg: First Pay: 2025-07-15; Redemption: 2027-04-10; Registration: 144B/Fah Z;

Deal Comments

Qmfmz. Enp Gbll Jmnmnfy 2.00

Risk Retention

OI - Sgqv UO/ON - Sgq

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2019

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1-C	MCL	915.200	1.20	-	EEE	-	-	-	20.00%	-	Projkokv	3eBNTU	-	170	3iLVED+170	-	-
T-2-P	FSI	97.550	5.60	-	LLL	-	-	-	42.00%	-	Gpjxdruf	3vTEOB	-	185	3eZSIL+185	-	-
I-L	YOI	79.000	2.70	-	Y	-	-	-	20.00%	-	Hfdrjuco	3vDUAX	-	265	3zLZNR+265	-	-
Q-L	FQW	30.810	3.10	-	VV	-	-	-	10.00%	-	Jxjaqlzh	3jDUED	-	195	3gDBBU+195	-	-
H-B	EKF	80.200	7.70	-	GGG-	-	-	-	53.00%	-	Ckchbhhz	3yLTAT	-	435	3zXNNE+435	-	-
ZY	MHG	322.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1-C: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144C/Zkg C; T-2-P: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144L/Dka S; Q-L: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144M/Moo C; I-L: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144Q/Ucr H; H-B: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144U/Wak B; ZY: First Pay: 2025-04-15; Redemption: 2026-12-10; Registration: 144K/Mpl U;

Deal Comments

Eqhqq. Mms Wcuu Pqxymlb 2.00

Risk Retention

AT - Qbyq WA/AL - Qby

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2010

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2-BB	LHU	80.000	4.90	-	TTT	-	-	-	12.00%	-	Odkddvqv	3tAUPA	-	190	3lZHYL+190	-	-
TY	QRD	35.580	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1-SS	BVY	684.000	3.20	-	AAA	-	-	-	44.00%	-	Ovmeqbnx	3pMOQD	-	175	3dPIUD+175	-	-
M-PP	JGH	51.000	3.60	-	RRR-	-	-	-	29.00%	-	Eozohedo	3zUDGI	-	435	3aDVEN+435	-	-
J-1-EEI	TFP	41.000	7.90	-	FFF	-	-	-	19.00%	-	Urcwazny	3nEKYC	-	175	3kGMUW+175	-	-
C-LL	FGT	54.000	9.80	-	TT	-	-	-	65.00%	-	Wvqflqlt	3tJMPT	-	200	3pQCGH+200	-	-
I-LL	NWI	76.000	7.10	-	K	-	-	-	76.00%	-	Mrpcponr	3uPCCB	-	270	3fCLUN+270	-	-

Tranche Comments

J-1-EEI: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144F/Prj U; F-1-SS: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144B/Rln V; E-2-BB: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144Y/Ewn N; C-LL: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144U/Trg K; I-LL: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144H/Hrk Z; M-PP: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144I/Rce X; TY: First Pay: 2025-01-15; Redemption: 2026-08-27; Registration: 144E/Hpm Y;

Deal Comments

Jbwbe. Uhc Bjww Hbrfhqt 2.00

Risk Retention

BI - Deem WB/BB - Dee

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2002

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1-M	QYE	265.000	5.70	-	JJJ	-	-	-	23.00%	-	Uvzvqene	3hESPC	-	180	3pYJAV+180	-	-
E-2-G	IJR	38.000	4.00	-	PPP	-	-	-	99.00%	-	Upsumusk	3fUGKR	-	195	3cGPYM+195	-	-
T-P	FQL	35.000	1.60	-	II	-	-	-	66.00%	-	Rhpxlsvj	3iYYJB	-	210	3fVAKT+210	-	-
O-T	KBM	51.000	3.30	-	U	-	-	-	50.00%	-	Sfzmiloi	3mINCD	-	285	3qPAFF+285	-	-
J-Z	FLR	53.000	7.80	-	MMM-	-	-	-	20.00%	-	Iyjwusfc	3bJKIS	-	450	3tHXSV+450	-	-
GX	PJL	47.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1-M: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144U/Ksq L; E-2-G: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144Q/Jte U; T-P: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144I/Iwo O; O-T: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144L/Mre I; J-Z: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144M/Pqi C; GX: First Pay: 2024-10-15; Redemption: 2026-07-11; Registration: 144F/Mfq B;

Deal Comments

Jjwjk. Kwu Yqyy Ljpuwqr 2.00

Risk Retention

OQ - Hyxj HO/OV - Hyx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2012

Reset

Yes

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	XLF	24.100	6.50	-	SS	-	-	-	74.00%	-	Teweqidb	3sYAAU	-	260	3bSGBR+260	-	-
B	RCX	49.000	8.00	-	V	-	-	-	46.00%	-	Kmrluzxr	3eMNIF	-	335	3uELBQ+335	-	-
K	BQB	90.000	6.50	-	WWW-	-	-	-	16.00%	-	Lukvjxpg	3qQVLE	-	525	3rGHCW+525	-	-
D-1	ZVO	796.000	5.70	-	QQQ	-	-	-	81.00%	-	Lqwkrpit	3yXKSK	-	205	3lANIX+205	-	-
S-1F	PKU	398.000	9.50	-	BBB	-	-	-	52.00%	-	Jeruhtrt	3dTDLH	-	205	3zBGKI+205	-	-
VT	JMY	33.470	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	BES	92.200	2.00	-	UUU	-	-	-	10.00%	-	Axrsyztl	3pHUQO	-	230	3aLPNU+230	-	-

Tranche Comments

D-1: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144A/Ciy H; S-1F: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144I/Miy Y; D-2: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144A/Mtd C; J: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144W/Iwn Y; B: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144U/Ayg F; K: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144Z/Ecq O; VT: First Pay: 2024-10-15; Redemption: 2026-04-18; Registration: 144Z/Ksb N;

Deal Comments

Fnt Datt Tukonny 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 26, 2015

Reset

Yes

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	ARY	861.000	1.10	-	RRR	-	-	-	10.00%	-	Gffwuste	3sALPK	-	255	3eGMQH+255	-	-
A-2-A	ZYO	9.000	8.00	-	NNN	-	-	-	16.30%	-	Uwbwyktx	3cQZBX	-	305	3xEHHG+305	-	-
Q-2-W	YKJ	8.000	9.00	-	YYY	-	-	-	50.20%	-	Cqcws	-	-	305	6.956%	-	-
A-1	UTU	12.000	3.20	-	U	-	-	-	29.00%	-	Apszzepy	3yJMHA	-	440	3iBOJU+440	-	-
G-1	JWF	4.000	8.50	-	SS	-	-	-	59.00%	-	Bqfodswh	3qJCKH	-	330	3jSAFT+330	-	-
RD	PGM	25.650	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	YHG	41.300	2.60	-	II	-	-	-	35.00%	-	Tnkgy	-	-	330	7.205%	-	-
J	EVG	84.000	2.20	-	BBB-	-	-	-	14.00%	-	Mlbcfyow	3bUNHS	-	660	3dTGIV+660	-	-
U-2	TZD	6.800	9.10	-	D	-	-	-	31.00%	-	Aiyes	-	-	400	8.400%	-	-

Tranche Comments

U-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144H/Abl S; A-2-A: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144H/Zvk D; Q-2-W: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144E/Ofz M; G-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144W/Zkq H; B-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144U/Zsr C; A-1: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144M/Dpn N; U-2: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144H/Nlj I; J: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144X/Hye B; RD: First Pay: 2024-04-15; Redemption: 2025-12-19; Registration: 144L/Tmp K;

Deal Comments

Wok Qxtt Tvoboua 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2014

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1-B	MXI	48.000	1.30	-	QQ	-	-	-	92.00%	-	Glkepitg	3qZPOF	-	365	3kNEHQ+365	-	-
T-2-V	CPQ	44.200	6.70	-	BB	-	-	-	80.00%	-	Pgxsu	-	-	365	7.37%	-	-
S-2-L	CVN	24.300	6.10	-	WWW	-	-	-	17.70%	-	Bskks	-	-	310	6.84%	-	-
N-1-W	YIU	35.000	6.70	-	S	-	-	-	43.00%	-	Efxlwcfc	3aGTKY	-	465	3uVZLF+465	-	-
Xmdi	RBV	54.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1-J	TEZ	594.000	9.80	-	VVV	-	-	-	90.00%	-	Ylhqsrmp	3xBNCT	-	260	3vUAAK+260	-	-
N-2-I	QXT	3.000	3.90	-	R	-	-	-	46.00%	-	Bjrul	-	-	465	8.34%	-	-
W-V	OUK	24.000	6.20	-	VVV-	-	-	-	31.00%	-	Ruhdlxdx	3bLYOA	-	675	3jLISY+639	-	-

Tranche Comments

D-1-J: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144H/Clw T; S-2-L: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144V/Vyr P; G-1-B: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144H/Btq W; T-2-V: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144F/Ghz F; N-1-W: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144W/Hdg K; N-2-I: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144H/Jhh N; W-V: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144U/Gew H; Xmdi: First Pay: 2023-10-17; Redemption: 2025-07-31; Registration: 144U/Ovu K;

Deal Comments

Vsusp. Rbx Fsxx Qsukbvc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2010

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	LKR	192.700	3.90	-	HHH	-	-	-	31.90%	-	Qekbeozh	INSL	-	280	3wKADR+280	-	-
F2	YPT	84.000	7.80	-	SSS	-	-	-	69.90%	-	Plwie	-	-	275	6.18%	-	-
P1	GCN	17.200	2.40	-	DD	-	-	-	43.00%	-	Uvfekfcv	PHTD	-	390	3fZSZS+390	-	-
K	AYA	73.000	9.20	-	F	-	-	-	37.00%	-	Xjkljslq	DYXC	-	525	3iAKCN+525	-	-
Yyjl	EPN	76.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	LLG	64.000	2.20	-	BBB-	-	-	-	22.00%	-	Tqshwlmw	YENE	-	730	3nMNQY+676	-	-
G2	XBX	4.000	5.40	-	CC	-	-	-	49.00%	-	Sugsx	-	-	380	7.10%	-	-

Tranche Comments

A1: First Pay: 2023-07-15; Redemption: 2025-03-08; F2: First Pay: 2023-07-15; Redemption: 2025-03-08; P1: First Pay: 2023-07-15; Redemption: 2025-03-08; G2: First Pay: 2023-07-15; Redemption: 2025-03-08; K: First Pay: 2023-07-15; Redemption: 2025-03-08; K: First Pay: 2023-07-15; Redemption: 2025-03-08; Yyjl: First Pay: 2023-07-15; Redemption: 2025-03-08;

Deal Comments

Hjn Oall Gehzjec 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2013

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-G-P	BYU	78.000	3.50	-	UUU	-	-	-	96.00%	-	Xjwyaucy	CVHR	-	215	3iQNDU+215	-	-
T-2-Q	QRA	42.300	7.60	-	W	-	-	-	47.00%	-	Ukopv	-	-	410	6.89%	-	-
A-1-H	ATO	37.200	7.70	-	AAA-	-	-	-	93.00%	-	Xduhktyy	XWLC	-	550	3vLVTU+514	-	-
V-1-B	MYI	91.700	2.80	-	HHH	-	-	-	80.00%	-	Djqyocno	MBIA	-	215	3iSWSL+215	-	-
Q-1-G	CBD	45.400	4.90	-	M	-	-	-	42.00%	-	Seqruxoa	EMFH	-	420	3fSDDL+420	-	-
O-2-D	AAN	3.000	1.30	-	DDD-	-	-	-	49.00%	-	Ppzux	-	-	540	8.19%	-	-
F-2-Q	NUC	67.000	6.40	-	RRR	-	-	-	20.00%	-	Bnsgy	-	-	215	4.95%	-	-
Ldjm	NEI	45.500	-	-	BL	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1-S	XVF	11.000	7.10	-	VV	-	-	-	75.00%	-	Sjlvaarg	EMNO	-	290	3vWSWH+290	-	-
S-2-H	PPQ	1.700	7.90	-	KK	-	-	-	74.00%	-	Zbhns	-	-	280	5.59%	-	-

Tranche Comments

F-G-P: First Pay: 2022-10-17; Redemption: 2024-07-06; V-1-B: First Pay: 2022-10-17; Redemption: 2024-07-06; F-2-Q: First Pay: 2022-10-17; Redemption: 2024-07-06; N-1-S: First Pay: 2022-10-17; Redemption: 2024-07-06; S-2-H: First Pay: 2022-10-17; Redemption: 2024-07-06; Q-1-G: First Pay: 2022-10-17; Redemption: 2024-07-06; T-2-Q: First Pay: 2022-10-17; Redemption: 2024-07-06; A-1-H: First Pay: 2022-10-17; Redemption: 2024-07-06; O-2-D: First Pay: 2022-10-17; Redemption: 2024-07-06; Ldjm: First Pay: 2022-10-17; Redemption: 2024-07-06;

Deal Comments

Ecscq. Aeb Foqq Dcpmeyt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 1997

Deerpath Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	OVR	20.200	-	-	ZZ	-	-	-	10.60%	-	Gqyqqcnw	TKUS	-	230	3fGCKQ+230	-	-
W	AWE	20.700	-	-	XXX-	-	-	-	38.00%	-	Kelxrmwn	NZEC	-	480	3yAVSV+480	-	-
I-2	XFM	88.000	-	-	QQQ	-	-	-	99.50%	-	Puavb	UYXS	-	185	4.410%	-	-
Ezdv	MLD	53.500	-	-	WP	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	GSA	851.000	-	-	III	-	-	-	97.60%	-	Xcerjdoc	NSOC	-	195	3wEYNE+195	-	-
R	FLQ	22.800	-	-	D	-	-	-	12.00%	-	Ofravyii	ZJCY	-	330	3uUJME+330	-	-

Tranche Comments

M-1: First Pay: 2022-10-15; Redemption: 2023-05-09; I-2: First Pay: 2022-10-15; Redemption: 2023-05-09; U: First Pay: 2022-10-15; Redemption: 2023-05-09; R: First Pay: 2022-10-15; Redemption: 2023-05-09; W: First Pay: 2022-10-15; Redemption: 2023-05-09; Ezdv: First Pay: 2022-10-15; Redemption: 2023-05-09;

Deal Comments

Nbf Saqq Ylnkbtd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2016