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
D	YER	38.000	6.60	-	VV	-	-	-	74.00%	-	Pxcaohry	TTJM	175-185	-	190	HAPV+190	-	-
H	ZMS	46.600	17.30	-	SS-	-	-	-	8.26%	-	Nbyhtsnc	IZXV	635-650	-	600	EHNP+600	-	-
P	OKL	49.000	5.60	-	KKK-	-	-	-	34.00%	-	Izfefvch	ILWJ	325-335	-	355	DBNZ+355	-	-
Z	GWT	9.000	54.30	-	B-	-	-	-	5.90%	-	Qvwkfubj	MXND	-	-	750	POTX+750	-	-
Wso	GGP	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	BGK	75.000	9.30	-	W	-	-	-	77.00%	-	Zblesokr	YIFN	220-230	-	240	XINE+240	-	-
K	POU	100.000	8.60	-	LLL	-	-	-	87.00%	-	Ifoaciaj	GVOU	135-140	-	135	NWHY+135	-	-

Tranche Comments

K: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144N/Zhf E; D: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144M/Ttd L; C: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144Y/Nsu H; P: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144B/Aiq U; H: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144P/Zjs G; Z: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144D/Jqr B; Wso: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144T/Etk P;

Deal Comments

Tpv-Gthh Bawkpon 2.00

Pricing Speed

20% YCL

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Oct 2, 2014

Reset

Yes