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
H-2Y	HIY	56.000	3.60	Ok2	EE	-	-	-	Ecaew	-	1.8-1.9%	-	-	2.03%	2.030%	299.00000
R	BPR	11.900	3.30	P2	M-	-	-	-	Wwzesqbu	3qUh	Qac 900s	-	930	3pJj+851	-	76.00000
E	DZW	22.000	7.20	G2	A	-	-	-	Rrmosmre	3qCj	230-240	-	240	3eQz+240	-	106.00000
H	VDU	41.000	5.80	Jj2	EE-	-	-	-	Xhzfzasm	3jSx	Vbn 300u	-	645	3gFg+616	-	57.00000
Egjabc	XYB	32.300	-	EV	PZ	-	-	-	-	-	-	-	-	-	-	Retained
J	CAO	55.000	7.40	Ett3	WWW	-	-	-	Hqcrvksn	3sHg	335-350	-	350	3oGg+350	-	337.00000
B-1	SNM	454.000	1.90	Pmm	KKK	-	-	-	Xvhfqkwy	3xUg	78-80	-	82	3vCs+82	-	800.00000
V	KPC	4.300	7.30	Tff	WWW	-	-	-	Ujpzdeip	3xFr	30v	-	30	3gXh+30	-	744.00000
Z-2Z	MTN	86.000	6.60	Cy2	FF	-	-	-	Fbluzsdi	3cYn	150-160	-	163	3tIo+163	-	222.00000
X-1B	VAQ	906.000	7.50	Evv	YYY	-	-	-	Surjrqyg	3oIj	-	-	82	3bOx+82	-	480.00000

Tranche Comments

V: First Pay: 2021-07-15; Redemption: 2022-10-15; B-1: First Pay: 2021-07-15; Redemption: 2022-10-15; X-1B: First Pay: 2021-07-15; Redemption: 2022-10-15; Z-2Z: First Pay: 2021-07-15; Redemption: 2022-10-15; H-2Y: First Pay: 2021-07-15; Redemption: 2022-10-15; E: First Pay: 2021-07-15; Redemption: 2022-10-15; J: First Pay: 2021-07-15; Redemption: 2022-10-15; H: First Pay: 2021-07-15; Redemption: 2022-10-15; R: First Pay: 2021-07-15; Redemption: 2022-10-15; Egjabc: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Jun 7, 2005