X(R)

Elmwood CLO (ELMW) X(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
OH2	FJR	75.000	2.10	-	-	O	-	-	37.00%	-	Crvjdrwb	3zXODR	-	180-185	195	3hZIUE+195	-	-
II2	HVG	931.000	3.80	-	-	PPP	-	-	95.00%	-	Zcqcttly	3cUWDF	-	130-132	130	3tGGDV+130	-	-
U	PLX	7.000	1.90	-	-	YYY	-	-	-	-	Huhdrlwr	3dSZKP	-	95a	95	3aVITH+95	-	-
Yto	OCG	54.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
OB2	MJN	8.000	96.90	-	-	Q-	-	-	5.20%	-	Olbvwmvq	3aILBP	-	-	725	3lWCCK+725	-	-
NC2	PYC	20.000	71.10	-	-	WW-	-	-	4.00%	-	Ncdxxkio	3mTUPR	-	505-520	595	3dDYDD+595	-	-
II2	LOH	14.000	5.60	-	-	NN	-	-	64.00%	-	Ueyafbrd	3bIJPJ	-	160-165	165	3zCBEG+165	-	-
MX2	MXC	49.000	7.50	-	-	DDD-	-	-	60.00%	-	Vxeftatq	3mJDGF	-	270-280	305	3nDTOO+305	-	-

Tranche Comments

U: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144Y/Qfw T; II2: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144D/Xpg X; II2: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144K/Lvo W; OH2: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144Q/Ysx A; MX2: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144W/Kdp S; NC2: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144E/Yev I; OB2: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144T/Box K; Yto: First Pay: 2025-10-20; Redemption: 2027-07-08; Registration: 144B/Bpv N;

Deal Comments

Kvsvt. Myp Hakk Lvhgyzd 2.00

Pricing Speed

20% JBK

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2023