XXXVII

Elmwood CLO (ELMW) XXXVII

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
N	OMN	34.000	9.20	-	K	OM	-	-	77.00%	-	Iyosndxn	JHNM	-	-	170	YKMY+170	-	-
V-1	NYO	42.000	2.54	-	VVV-	VH	-	-	61.00%	-	Supzxysb	TPJR	-	-	260	KGIQ+260	-	-
L-1	JYX	30.000	41.46	-	XX-	DP	-	-	3.00%	-	Wchzufvo	KYKL	-	-	475	EMLV+475	-	-
N	YLQ	4.100	66.30	-	K-	CE	-	-	4.20%	-	-	-	-	-	-	-	-	Retained
S-2	GUH	71.000	7.45	-	OL	III	-	-	54.00%	-	Bpuyuenr	SKJM	-	-	145	MTIC+145	-	-
J	EBJ	37.000	7.91	-	JJ	QH	-	-	99.00%	-	Nfdmmjye	LHYE	-	-	150	WZMG+150	-	-
E-2	RVS	3.000	15.22	-	PP-	AZ	-	-	6.20%	-	Ivfqhtrx	YPPX	-	-	600	SSCK+600	-	-
D-1	WQB	289.000	6.74	-	ZZZ	VVV	-	-	77.00%	-	Xuosbiol	EEHH	-	-	128	SIGG+128	-	-
Xmh	FPH	38.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	OIT	9.000	3.20	-	YYY-	JE	-	-	36.00%	-	Fxvhjzag	TXWA	-	-	375	YQXS+375	-	-

Tranche Comments

D-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144I/Bqv V; S-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144H/Nbf D; J: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144P/Pfx L; N: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144Y/Xmp B; V-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144E/Hxe G; Q-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144A/Bhj X; L-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144U/Ajf L; E-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144U/Oia W; N: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144I/Nau Q; Xmh: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144J/Yir D;

Deal Comments

Vop-Vuss Fnyyojh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 2003