XLI

Elmwood CLO (ELMW) XLI

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
T	CNZ	60.000	3.60	-	II	-	-	-	70.00%	-	Gxsmbawn	VAJQ	175-185	-	190	EAMK+190	-	-
Plb	ZPE	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	INH	143.000	8.70	-	XXX	-	-	-	56.00%	-	Nzpabcva	CCLD	135-140	-	135	EAUZ+135	-	-
P	ZTX	5.000	72.70	-	I-	-	-	-	2.40%	-	Feijzxri	HTYI	-	-	750	ZVUR+750	-	-
Q	JVJ	56.000	9.10	-	RRR-	-	-	-	21.00%	-	Psvwlouo	ZTJV	325-335	-	355	VXBR+355	-	-
A	JWK	12.600	56.10	-	XX-	-	-	-	8.67%	-	Armwccjl	NHAU	635-650	-	600	PJZG+600	-	-
L	HZD	52.000	6.60	-	E	-	-	-	46.00%	-	Usqdwjvh	SJUG	220-230	-	240	YJMC+240	-	-

Tranche Comments

Q: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144T/Iag M; T: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144A/Eht U; L: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144H/Vvw E; Q: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144B/Iec D; A: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144L/Pds L; P: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144Z/Apz I; Plb: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144D/Gkc O;

Deal Comments

Zxz-Owff Iptaxzo 2.00

Pricing Speed

20% QXR

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

Oct 28, 2009

Refinancing

Yes