1(R)

Elm Park CLO DAC (ELMP) 1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Y	IHF	3.700	3.20	Khh	FFF	-	-	-	Ecqmlkhv	3lVk	30v	-	30	3yTr+30	-	981.00000
Z-2Y	TXX	98.000	8.40	Vz2	VV	-	-	-	Bsjfs	-	1.8-1.9%	-	-	2.03%	2.030%	257.00000
X-1W	FKV	888.000	5.30	Urr	DDD	-	-	-	Bwlxtbov	3bVq	-	-	82	3vXj+82	-	656.00000
B	MFL	78.000	9.80	Q2	W	-	-	-	Oerceksx	3eSx	230-240	-	240	3sAu+240	-	386.00000
R	SGQ	13.000	7.80	Ez2	OO-	-	-	-	Ylbxlaop	3bVy	Ulh 300l	-	645	3gMm+616	-	57.00000
Y-1	ZZW	296.000	4.70	Okk	RRR	-	-	-	Mpkxcwkt	3vDa	78-80	-	82	3pCx+82	-	599.00000
A-2A	DIN	98.000	7.50	Iu2	VV	-	-	-	Ibmmchwn	3tTg	150-160	-	163	3bEb+163	-	536.00000
Q	IWK	41.800	1.40	Y2	R-	-	-	-	Xxzkscqe	3eJh	Zhu 900j	-	930	3fNe+851	-	91.00000
Imbxzq	CTZ	40.130	-	WB	KC	-	-	-	-	-	-	-	-	-	-	Retained
C	ILR	35.000	1.90	Njj3	SSS	-	-	-	Tlsfwxva	3kOi	335-350	-	350	3gTr+350	-	771.00000

Tranche Comments

Y: First Pay: 2021-07-15; Redemption: 2022-10-15; Y-1: First Pay: 2021-07-15; Redemption: 2022-10-15; X-1W: First Pay: 2021-07-15; Redemption: 2022-10-15; A-2A: First Pay: 2021-07-15; Redemption: 2022-10-15; Z-2Y: First Pay: 2021-07-15; Redemption: 2022-10-15; B: First Pay: 2021-07-15; Redemption: 2022-10-15; C: First Pay: 2021-07-15; Redemption: 2022-10-15; R: First Pay: 2021-07-15; Redemption: 2022-10-15; Q: First Pay: 2021-07-15; Redemption: 2022-10-15; Imbxzq: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Hkakk. Ogy Gmyy Hkxaghu 1.00

Risk Retention

DJd Fuxoxkpwiu/Ddnxwnz JZd Ejpxpkuj ik xiujxok opxj hpuuiu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 27, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Feb 1, 2021