I(R)

Elmwood CLO (ELMW) I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Elmwood Asset Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
C-2-A	GAU	88.000	4.90	-	EO	HHH	-	-	-	-	Dbwelvnr	3mS	-	165-170	170	3mQ+170	-	-
Z-M	UNH	423.000	1.36	-	PPP	TTT	-	-	-	-	Xxkmpfkj	3kT	-	145	145	3sW+145	-	-
M-S	EOL	78.000	7.83	-	QQ	GY	-	-	-	-	Pzjstcii	3aS	-	185-195	195	3tD+195	-	-
T-U	CTD	83.350	98.43	-	FF-	AB	-	-	-	-	Kkyeriqz	3mP	-	775-800	800	3zR+771	-	-
E-F	KLD	94.000	1.50	-	G	SI	-	-	-	-	Dpblpina	3sY	-	250-260	270	3iJ+270	-	-
V-A	GWF	97.000	4.32	-	EEE-	YA	-	-	-	-	Yqkcadio	3vA	-	400b	440	3zN+440	-	-
Rzp	UYZ	60.540	-	-	ZI	UF	-	-	-	-	-	-	-	-	-	-	-	Retained
N-Y	MZZ	1.800	63.13	-	W-	UL	-	-	-	-	Ihbzfxjf	3aE	-	-	975	3cJ+898	-	-

Tranche Comments

Z-M: First Pay: 2021-01-20; Redemption: 2022-10-20; C-2-A: First Pay: 2021-01-20; Redemption: 2022-10-20; M-S: First Pay: 2021-01-20; Redemption: 2022-10-20; E-F: First Pay: 2021-01-20; Redemption: 2022-10-20; V-A: First Pay: 2021-01-20; Redemption: 2022-10-20; T-U: First Pay: 2021-01-20; Redemption: 2022-10-20; N-Y: First Pay: 2021-01-20; Redemption: 2022-10-20; Rzp: First Pay: 2021-01-20; Redemption: 2022-10-20;

Deal Comments

Vukun. Vkx Ypyy Suuaknm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 1996