Deer Park CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR217.0005.80-AAAAAA38.00%-Floating3mEu-1013mEu+101-100.00000
B-1EUR27.2007.40-AAAA28.00%-Floating3mEu-1703mEu+170-100.00000
B-2EUR7.8007.40-AAAA28.00%-FixedYLD--2.00%2.000%100.00000
CEUR25.4008.10-AA20.74%-Floating3mEu-2103mEu+210-100.00000
DEUR21.0008.60-BBBBBB-14.74%-Floating3mEu-3003mEu+300-100.00000
EEUR17.5009.20-BB-BB9.74%-Floating3mEu-6403mEu+626-99.00000
FEUR10.5009.60-B-B-6.74%-Floating3mEu-9303mEu+883-97.00000
SubEUR28.462--NRNR--------Retained
Tranche Comments
A: First Pay: 2022-01-15; B-1: First Pay: 2022-01-15; B-2: First Pay: 2022-01-15; C: First Pay: 2022-01-15; D: First Pay: 2022-01-15; E: First Pay: 2022-01-15; F: First Pay: 2022-01-15; Sub: First Pay: 2022-01-15;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU/UK: Blackstone Corporate Funding DAC, acting as originator and retention holder, will undertake to continue to hold on the expected Closing Date on an ongoing basis for so long as any class of notes remains outstanding, a material net economic interest in the first loss tranche of not less than 5.0 per cent. of the nominal value of the securitised exposures through the retention of certain Subordinated Notes; US: Blackstone Ireland Limited and Blackstone Corporate Funding DAC intend to rely on the foreign transaction safe harbour exemption
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 27, 2030
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IIND32.1907.70-GGGJJJ-BBB--Lkeufajn3tQn-4003yMa+400-863.00000
D-2IZSA79.2802.00-CCVVSS--Ggzst---2.50%-295.00000
BTIF54.1503.70-OQO--Ihrjervf3cLa-3003zHk+300-484.00000
FTIY62.8406.50-PPTTFZ--Ohpbywib3aKj-6753hTi+605-12.00000
K-1WLT628.6402.20-UUUTTTGGG--Olxjtaox3kBw-1453mAo+145-464.00000
OAXO4.6006.10-MMMJJJBBB--Mmtlzlot3nMa-703kDv+70-628.00000
S-2STYW25.8006.00-LLNNFF--Tcqvrcdr3yFt-2003lPt+200-445.00000
OPTG9.3803.60-L+I-JM--Irvftjjw3vFg-9253vXc+810-91.18000
SkhTGM73.904--II-FG---------
Tranche Comments
O: First Pay: 2021-04-15; Redemption: 2021-10-15; K-1: First Pay: 2021-04-15; Redemption: 2021-10-15; S-2S: First Pay: 2021-04-15; Redemption: 2021-10-15; D-2I: First Pay: 2021-04-15; Redemption: 2021-10-15; B: First Pay: 2021-04-15; Redemption: 2021-10-15; I: First Pay: 2021-04-15; Redemption: 2021-10-15; F: First Pay: 2021-04-15; Redemption: 2021-10-15; O: First Pay: 2021-04-15; Redemption: 2021-10-15; Skh: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
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Risk Retention
LJ Ddji Dvzvjzdsj - XYOT edkk rjxvgzliv zs gvzldj l vlzvgdlk jvz vwsjsvdw djzvgvjz dj zrv ddgjz ksjj zgljwrv. J.P. Ddji Dvzvjzdsj - XYOT vdqrz uv xvvvvx l jgsjjsg dsg grggsjvj sd zrv J.P. Ddji Dvzvjzdsj Drkvj.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 27, 2006
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 4, 2021

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