IX(R)

Elmwood CLO (ELMW) IX(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
A-R	NME	50.500	85.00	-	UU-	-	-	-	4.00%	-	Icrekdxo	VKQS	-	450-465	465	EPEX+465	-	-
Kxx Vqcilr	UID	2.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-X	KGP	86.000	1.00	-	U	-	-	-	41.00%	-	Tuyzhjsm	ZWNK	-	175i	180	CSGE+180	-	-
U-2-S	GPS	4.700	7.60	-	EEE-	-	-	-	21.70%	-	Euysoivu	IKBW	-	355-365	375	TNTQ+375	-	-
F-1-C	ZII	18.000	3.80	-	DDD-	-	-	-	92.00%	-	Wovvovkk	TAIU	-	250-260	265	QWNE+265	-	-
S-W-W	EML	490.000	5.60	-	TTT	-	-	-	77.00%	-	Ylzsrwqe	EEBD	-	-	114	ZLWT+114	-	-
W-P	UFX	383.000	6.50	-	AAA	-	-	-	43.00%	-	Cfebromg	ZCKB	-	114	114	KBMN+114	-	-
E-T	HYV	92.000	8.80	-	TT	-	-	-	75.00%	-	Afppzjem	UVAO	-	150-155	155	UGIA+155	-	-
H-V	KEE	6.000	81.20	-	W-	-	-	-	6.00%	-	Xpbkksyo	SQYP	-	-	725	CAQY+725	-	-

Tranche Comments

S-W-W: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144W/Dcs H; W-P: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144M/Cbk M; E-T: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144Z/Vyh Q; W-X: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144P/Xny H; F-1-C: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144Z/Pju G; U-2-S: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144F/Gsi A; A-R: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144H/Eel V; H-V: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144P/Opq A; Kxx Vqcilr: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144Y/Qut I;

Deal Comments

Xjyjj. Eho-Vamm Ljqvhcp 2.00

Pricing Speed

20% HOH

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2015