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
Aolasa	IFX	64.670	-	ZS	HG	-	-	-	-	-	-	-	-	-	-	Retained
R-1M	KCQ	943.000	6.70	Nxx	QQQ	-	-	-	Iewrjcdu	3sHa	-	-	82	3tZb+82	-	151.00000
Q-2Q	SIK	30.000	7.50	Sf2	OO	-	-	-	Nzbrakhm	3xVn	150-160	-	163	3tBy+163	-	949.00000
W	BJE	53.000	3.90	Cl2	LL-	-	-	-	Tvfauzmu	3pJn	Itj 300c	-	645	3gGd+616	-	44.00000
G	ZYV	56.500	7.80	W2	F-	-	-	-	Jwjolqhh	3qRr	Ivf 900u	-	930	3wSq+851	-	68.00000
R	SBC	6.600	2.20	Gpp	CCC	-	-	-	Pvlzlpue	3kPc	30f	-	30	3kBi+30	-	498.00000
W-1	BLH	840.000	7.60	Lxx	SSS	-	-	-	Qdfrwtpk	3rHh	78-80	-	82	3lJe+82	-	308.00000
K-2N	NUA	77.000	4.60	Qi2	QQ	-	-	-	Cgycu	-	1.8-1.9%	-	-	2.03%	2.030%	333.00000
W	VHH	21.000	5.50	E2	O	-	-	-	Mfebxmfr	3oDv	230-240	-	240	3mWb+240	-	512.00000
S	THM	10.000	1.60	Mss3	BBB	-	-	-	Vyoxrcja	3gTn	335-350	-	350	3kDo+350	-	914.00000

Tranche Comments

R: First Pay: 2021-07-15; Redemption: 2022-10-15; W-1: First Pay: 2021-07-15; Redemption: 2022-10-15; R-1M: First Pay: 2021-07-15; Redemption: 2022-10-15; Q-2Q: First Pay: 2021-07-15; Redemption: 2022-10-15; K-2N: First Pay: 2021-07-15; Redemption: 2022-10-15; W: First Pay: 2021-07-15; Redemption: 2022-10-15; S: First Pay: 2021-07-15; Redemption: 2022-10-15; W: First Pay: 2021-07-15; Redemption: 2022-10-15; G: First Pay: 2021-07-15; Redemption: 2022-10-15; Aolasa: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Awewf. Jmk Ngkk Iwemmud 1.00

Risk Retention

TFr Kkwkwvdzwk/Tiawznt FJr Cjywdvyj wv iwkjwkv mdij hdkrwk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Oct 26, 2026