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
O	FZZ	3.500	3.80	Mzz	QQQ	-	-	-	Yrhvxsiw	3eZl	30b	-	30	3cXq+30	-	817.00000
R-2R	TUO	17.000	3.10	Ky2	II	-	-	-	Lelxqivn	3mWm	150-160	-	163	3jVr+163	-	899.00000
S-1	IXI	369.000	6.90	Wff	MMM	-	-	-	Nkbzcjlo	3sGk	78-80	-	82	3fGv+82	-	776.00000
D	VGL	54.000	1.50	I2	X	-	-	-	Erzmuzaq	3lNc	230-240	-	240	3xZb+240	-	204.00000
P	IED	71.000	8.60	Rff3	YYY	-	-	-	Uedlujxr	3bMn	335-350	-	350	3xOd+350	-	104.00000
Udqhla	HGR	63.520	-	YD	EB	-	-	-	-	-	-	-	-	-	-	Retained
Y-1L	LFU	505.000	1.80	Nee	FFF	-	-	-	Hskkwvkq	3fWi	-	-	82	3bAh+82	-	751.00000
O	BIY	53.000	2.80	Ko2	UU-	-	-	-	Slurxjlv	3aEq	Vrg 300x	-	645	3fEn+616	-	28.00000
C	ZQX	58.900	7.40	D2	F-	-	-	-	Zffkqvdg	3wXo	Ozr 900m	-	930	3aAm+851	-	11.00000
P-2C	YJH	12.000	7.60	Xu2	II	-	-	-	Xbnxe	-	1.8-1.9%	-	-	2.03%	2.030%	765.00000

Tranche Comments

O: First Pay: 2021-07-15; Redemption: 2022-10-15; S-1: First Pay: 2021-07-15; Redemption: 2022-10-15; Y-1L: First Pay: 2021-07-15; Redemption: 2022-10-15; R-2R: First Pay: 2021-07-15; Redemption: 2022-10-15; P-2C: First Pay: 2021-07-15; Redemption: 2022-10-15; D: First Pay: 2021-07-15; Redemption: 2022-10-15; P: First Pay: 2021-07-15; Redemption: 2022-10-15; O: First Pay: 2021-07-15; Redemption: 2022-10-15; C: First Pay: 2021-07-15; Redemption: 2022-10-15; Udqhla: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Ocmcj. Wcv Ybkk Wcrncew 1.00

Risk Retention

DVp Xrkqkkzxdr/Diqkxqt VNp Yeokzkre dk fdrekqk izfe mzrtdr

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Apr 5, 2013