XXII(R)

Elmwood CLO (ELMW) XXII(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
D-1-L	MJI	31.000	7.40	-	EEE-	-	-	-	21.00%	-	Vuyvvwco	ACBF	-	265-275	280	UCZI+280	-	-
O-U	JRY	6.000	25.90	-	P-	-	-	-	1.00%	-	Tfspeulc	EVPL	-	-	725	ELMD+709	-	-
D-R	ULE	14.000	7.10	-	J	-	-	-	22.00%	-	Nzlwvqrz	ELDP	-	180s	185	PSQY+185	-	-
N-A	QFI	197.000	5.40	-	PPP	-	-	-	61.00%	-	Iebjouci	XOYQ	-	117-118	120	UYGA+120	-	-
Z-2-Q	RCP	4.000	11.00	-	LLL-	-	-	-	78.16%	-	Cxjxsxym	LSAM	-	365-375	395	VKYV+395	-	-
O-P	EBC	70.000	5.30	-	QQ	-	-	-	23.00%	-	Ywlmdrtp	WABV	-	155l	158	ACSX+158	-	-
J-Y	QIB	60.000	82.50	-	EE-	-	-	-	7.00%	-	Vyezpifk	DEPU	-	465-475	480	IKVL+480	-	-

Tranche Comments

N-A: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144M/Dch A; O-P: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144A/Uyo R; D-R: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144W/Emb O; D-1-L: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144E/Kis E; Z-2-Q: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144Q/Hhk N; J-Y: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144N/Bsc W; O-U: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144P/Gdk X;

Deal Comments

Exbxw. Bgq Eunn Nxtngzy 2.00

Pricing Speed

20 JUP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2013