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
P-2-E	TCE	2.000	19.00	-	BBB-	-	-	-	54.30%	-	Ebmjhkaj	MPXM	-	365-375	395	LOYZ+395	-	-
L-J	ZLE	14.000	65.50	-	II-	-	-	-	4.00%	-	Tpmrlmet	DLQZ	-	465-475	480	XKAF+480	-	-
T-I	TVI	702.000	2.10	-	SSS	-	-	-	97.00%	-	Ofbeaunc	SDNT	-	117-118	120	ITIE+120	-	-
G-F	VWE	62.000	7.70	-	FF	-	-	-	38.00%	-	Kuxyqyvs	DVSN	-	155a	158	NYXS+158	-	-
S-1-W	KUH	36.000	3.30	-	JJJ-	-	-	-	58.00%	-	Xxkvsjvt	YXLB	-	265-275	280	NPGS+280	-	-
C-Z	YXU	4.000	80.90	-	A-	-	-	-	7.00%	-	Hkujubrj	VGTP	-	-	725	SPZA+709	-	-
T-R	JYO	78.000	5.70	-	J	-	-	-	43.00%	-	Bljmecno	GTSO	-	180b	185	XTBD+185	-	-

Tranche Comments

T-I: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144B/Klh D; G-F: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144Y/Uda N; T-R: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144Z/Jha K; S-1-W: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144L/Bft R; P-2-E: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144G/Zfl T; L-J: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144E/Ohz X; C-Z: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144X/Orr P;

Deal Comments

Gvhvz. Gqm Mmyy Vvqcqns 2.00

Pricing Speed

20 DLR

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2024

Refinancing

Yes