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
T-1	GGN	126.000	1.30	Coo	LLL	-	-	-	Wvdbkufx	3qSn	78-80	-	82	3yEz+82	-	999.00000
I-2I	YXR	41.000	2.60	Ly2	PP	-	-	-	Mxvrzykp	3iXc	150-160	-	163	3pBe+163	-	730.00000
C	HML	94.100	9.50	O2	R-	-	-	-	Epfjazkf	3dLb	Ujo 900p	-	930	3nUe+851	-	20.00000
M	KAX	13.000	2.30	T2	N	-	-	-	Lvzbaohn	3bHm	230-240	-	240	3dId+240	-	923.00000
D	SOG	5.200	6.60	Dyy	UUU	-	-	-	Xmjbjpwr	3bOn	30e	-	30	3vSy+30	-	619.00000
M-1E	HGW	381.000	9.60	Ell	EEE	-	-	-	Gqevvmop	3wNs	-	-	82	3jHl+82	-	131.00000
R-2U	LZA	36.000	9.20	Dp2	UU	-	-	-	Zmmsl	-	1.8-1.9%	-	-	2.03%	2.030%	695.00000
Z	YEN	67.000	1.40	Oa2	EE-	-	-	-	Rwcssifs	3fBp	Tcj 300r	-	645	3jDj+616	-	53.00000
Znfzqn	SPL	66.160	-	QG	IH	-	-	-	-	-	-	-	-	-	-	Retained
R	EYG	81.000	8.70	Noo3	XXX	-	-	-	Pvztjitq	3ePc	335-350	-	350	3aHv+350	-	716.00000

Tranche Comments

D: First Pay: 2021-07-15; Redemption: 2022-10-15; T-1: First Pay: 2021-07-15; Redemption: 2022-10-15; M-1E: First Pay: 2021-07-15; Redemption: 2022-10-15; I-2I: First Pay: 2021-07-15; Redemption: 2022-10-15; R-2U: First Pay: 2021-07-15; Redemption: 2022-10-15; M: First Pay: 2021-07-15; Redemption: 2022-10-15; R: First Pay: 2021-07-15; Redemption: 2022-10-15; Z: First Pay: 2021-07-15; Redemption: 2022-10-15; C: First Pay: 2021-07-15; Redemption: 2022-10-15; Znfzqn: First Pay: 2021-07-15; Redemption: 2022-10-15;

Deal Comments

Mpjpv. Rxs Fszz Ypmixxh 1.00

Risk Retention

WTk Pkzwzpoajk/Wojzaty TOk Gevzopke jp xjkezwp zoxe hokajk

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2000

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 30, 2018