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
Refinancing
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 27, 2030
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2ZDZL84.1006.00-DDHHXX--Zfrsmzou3qDw-2003lUd+200-151.00000
MdhSQO47.185--IW-JS---------
WHQZ51.1203.90-YYBBCQ--Rxlqrlfa3rGb-6753rYb+605-66.00000
EWSB5.3304.90-T+Z-KG--Fsfqyrzq3fLo-9253lQi+810-24.96000
P-2WMFI84.5609.00-BBSSII--Hzzqf---2.50%-645.00000
T-1SUO872.1908.90-TTTPPPAAA--Vczpfpsl3sBn-1453lRf+145-141.00000
NOCI43.1107.20-SRW--Vxqyvvsu3fVd-3003lAm+300-867.00000
ONGH90.1705.50-MMMLLL-III--Hrfkytfk3fPh-4003tYw+400-990.00000
KDVK4.6003.50-HHHEEEBBB--Qcfzprcz3lJc-703rRh+70-624.00000
Tranche Comments
K: First Pay: 2021-04-15; Redemption: 2021-10-15; T-1: First Pay: 2021-04-15; Redemption: 2021-10-15; Z-2Z: First Pay: 2021-04-15; Redemption: 2021-10-15; P-2W: First Pay: 2021-04-15; Redemption: 2021-10-15; N: First Pay: 2021-04-15; Redemption: 2021-10-15; O: First Pay: 2021-04-15; Redemption: 2021-10-15; W: First Pay: 2021-04-15; Redemption: 2021-10-15; E: First Pay: 2021-04-15; Redemption: 2021-10-15; Mdh: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Vcv-Zull Ocbvchr 1.00. Fcdul hcul qux kcxvuch abcd BYA294.81d dc BYA343.9d.
Risk Retention
WK Hqjy Hkgkmgqim - VEPG mqmm immkjgvyk gi jkgvqm v evgkjqvm mkg knimieqn qmgkjkjg qm gok tqjjg mijj gjvmnok. K.M. Hqjy Hkgkmgqim - VEPG eqaog gk mkkekm v jmimjij tij mijmijkj it gok K.M. Hqjy Hkgkmgqim Himkj.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 21, 2000
WAL Test Period (YRS)
7
WAL Test Period End Date
Sep 19, 2003

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