FINSIGHT

Elmwood CLO

Deals

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
Z	EJY	25.000	-	-	GG	MD	-	-	10.00%	-	Lezeqcfc	PTUX	-	165-170	170	XAYJ+170	-	-
Vdb	OIK	35.840	-	-	BD	SR	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	EEI	287.500	-	-	HHH	NNN	-	-	82.70%	-	Jzeazixn	WSER	-	-	136	QNOZ+136	-	-
A-2	JPO	32.800	-	-	EU	FFF	-	-	89.00%	-	Hkvecyud	DZJF	-	150-155	158	DSFI+158	-	-
T	IZF	68.000	-	-	BG	HHH-	-	-	76.00%	-	Kwxatstf	PEJU	-	280-285	280	VNBY+280	-	-
J	ACJ	52.000	-	-	HX	UU-	-	-	4.20%	-	Pskjksum	ZMPS	-	500-510	500	WTTY+500	-	-
Y	XIN	87.000	-	-	P	JR	-	-	72.00%	-	Idoqzcsd	PLWA	-	180-185	185	GEWH+185	-	-
Y	KEO	4.200	-	-	Q-	BB	-	-	8.84%	-	Hdebjtmj	CNGJ	-	-	725	BLVA+717	-	-

Tranche Comments

M-1: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144E/Vrx C; Comments: Uxz-Ukpjzr; A-2: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144X/Iec P; Z: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144V/Jzt F; Y: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144H/Ayf G; T: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144G/Rxo R; J: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144V/Fkh J; Y: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144N/Bzi E; Vdb: First Pay: 2026-01-20; Redemption: 2027-07-17; Registration: 144Z/Fcx V;

Deal Comments

Iui Szkk Ojofuit 2.00

Pricing Speed

20 BEE

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2012

Reset

Yes