II(R)

Elmwood CLO (ELMW) II(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	640.000	-	-	AAA	-	-	-	-	-	Floating	3mL	-	115	3mL+115	-	-
B-R	USD	120.000	-	-	AA	-	-	-	-	-	Floating	3mL	-	165	3mL+165	-	-
C-R	USD	60.000	-	-	A	-	-	-	-	-	Floating	3mL	-	200	3mL+200	-	-
D-R	USD	60.000	-	-	BBB-	-	-	-	-	-	Floating	3mL	-	300	3mL+300	-	-
E-R	USD	40.000	-	-	BB-	-	-	-	-	-	Floating	3mL	-	680	3mL+680	-	-
F	USD	10.000	-	-	B-	-	-	-	-	-	Floating	3mL	-	800	3mL+800	-	-
Sub	USD	86.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Hide Details

Tranche Comments

A-R: Redemption: 2023-04-20; B-R: Redemption: 2023-04-20; C-R: Redemption: 2023-04-20; D-R: Redemption: 2023-04-20; E-R: Redemption: 2023-04-20; F: Redemption: 2023-04-20; Sub: Redemption: 2023-04-20;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2026

Reset

Yes