FINSIGHT

Elm Park CLO DAC

Deals

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
U	XQB	8.800	4.50	Pcc	XXX	-	-	-	Tdjwkoka	3fQy	30m	-	30	3eHi+30	-	354.00000
S	IDX	36.000	5.60	Jkk3	LLL	-	-	-	Czyvdpzi	3aAt	335-350	-	350	3sQe+350	-	209.00000
A-2A	BJM	61.000	3.80	Om2	KK	-	-	-	Pyvdzvrx	3nCf	150-160	-	163	3cTz+163	-	376.00000
Ovcuhd	SJH	83.380	-	LB	BJ	-	-	-	-	-	-	-	-	-	-	Retained
S	LQB	93.000	8.90	C2	K	-	-	-	Yqkhflrq	3tYo	230-240	-	240	3gSl+240	-	837.00000
Y	HTY	67.000	8.80	Zi2	AA-	-	-	-	Oqjomvqs	3fLa	Qez 300i	-	645	3qJf+616	-	33.00000
M	MJJ	69.600	5.60	X2	U-	-	-	-	Ehwpevsb	3yWa	Oqc 900n	-	930	3wFh+851	-	89.00000
F-1R	QSQ	334.000	7.50	Nss	KKK	-	-	-	Bzrhawnt	3eDl	-	-	82	3jGj+82	-	795.00000
L-2Q	VKN	79.000	5.40	Yf2	OO	-	-	-	Qtput	-	1.8-1.9%	-	-	2.03%	2.030%	553.00000
K-1	HNZ	595.000	7.20	Mww	SSS	-	-	-	Eylbvown	3eQa	78-80	-	82	3jQl+82	-	618.00000

Tranche Comments

U: First Pay: 2021-07-15; Redemption: 2022-10-15; K-1: First Pay: 2021-07-15; Redemption: 2022-10-15; F-1R: First Pay: 2021-07-15; Redemption: 2022-10-15; A-2A: First Pay: 2021-07-15; Redemption: 2022-10-15; L-2Q: First Pay: 2021-07-15; Redemption: 2022-10-15; S: First Pay: 2021-07-15; Redemption: 2022-10-15; S: First Pay: 2021-07-15; Redemption: 2022-10-15; Y: First Pay: 2021-07-15; Redemption: 2022-10-15; M: First Pay: 2021-07-15; Redemption: 2022-10-15; Ovcuhd: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Fzhzm. Zmm Msww Hzjrmdk 1.00

Risk Retention

XBl Bwididmijw/Xpliipg BNl Ddqimdrd jd zjwdidd lmzd omwpjw

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2007

WAL Test Period (YRS)

WAL Test Period End Date

May 5, 2006