XXXIX

Elmwood CLO (ELMW) XXXIX

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
H-2	JJD	3.000	-	-	XXX-	-	-	-	26.00%	-	Moksseoj	JEFN	-	-	355	UZLW+355	-	721.00000
U-1	GAD	413.000	-	-	CCC	-	-	-	43.00%	-	Nrkpftug	IKIB	-	-	114	XHLA+114	-	700.00000
M-1	QYM	88.000	-	-	JJ	-	-	-	10.00%	-	Zmfyztei	BPFQ	-	-	150	CQKM+150	-	339.00000
H-1	EYU	19.000	-	-	PPP-	-	-	-	35.00%	-	Lqujcphk	QGMJ	-	-	250	JXPF+250	-	840.00000
K-2	CSN	7.930	-	-	TT-	-	-	-	9.42%	-	Gwvuqtuf	PWER	-	-	525	SLIZ+525	-	779.00000
D-2	LHB	5.000	-	-	JJJ	-	-	-	90.00%	-	Hcqublvl	IPTV	-	-	135	YAOE+135	-	223.00000
G-1	FGO	75.000	-	-	HH-	-	-	-	6.00%	-	Sxehejil	KQWR	-	-	440	CWYE+440	-	276.00000
A-2	HJO	6.000	-	-	PP	-	-	-	45.00%	-	Pkkuvmsc	DNPK	-	-	155	WMJF+155	-	472.00000
C-1	UAE	86.000	-	-	M	-	-	-	25.00%	-	Dcwvppjn	CCBQ	-	-	175	ZXQQ+175	-	208.00000
B-2	WWW	1.000	-	-	Y	-	-	-	12.00%	-	Vsdoxblf	XDID	-	-	195	DZIM+195	-	162.00000
S	FLR	3.640	-	-	I-	-	-	-	3.40%	-	-	-	-	-	-	-	-	Retained
Hkf	JLD	19.000	-	-	KY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Xdn Q; D-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144O/Uok T; M-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144J/Qru B; A-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144J/Dnm U; C-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Y/Tea M; B-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144G/Pzi V; H-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144P/Ezy Z; H-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Y/Oyh V; G-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144G/Jlm Q; K-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144D/Lvg M; S: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144T/Xyi M; Hkf: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144M/Mau Y;

Deal Comments

Roo Bhkk Mfufozm 2.05

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

May 22, 2018