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
F-I	THG	10.000	9.10	-	NN	-	-	-	11.30%	-	Cffrthla	AZGK	-	155-160	163	DHBE+163	-	-
X-U	YRB	90.000	8.90	-	YYY-	-	-	-	62.50%	-	Bzebazfl	NPKQ	-	290-300	290	XJON+290	-	-
X1-Q	VAT	764.000	3.20	-	UUU	-	-	-	34.80%	-	Gjphveqo	HNWJ	-	-	115	MDNJ+115	-	-
V-R	KYT	35.000	1.00	-	V	-	-	-	87.70%	-	Ayohyccl	EVGN	-	180-185	185	MDLH+185	-	-
F-Y	APT	24.000	2.20	-	DD-	-	-	-	8.60%	-	Hdqoyyxo	VXNC	-	550-575	600	LBSS+600	-	-
Z2-D	MUA	9.000	8.40	-	UUU	-	-	-	80.20%	-	Pvbjuiqg	EQFI	-	140-145	145	YTFG+145	-	-

Tranche Comments

X1-Q: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144T/Qcy M; Comments: Dzyrsvyyn; Z2-D: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144N/Uzl G; F-I: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144L/Ihu R; V-R: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144O/Lya Z; X-U: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144O/Iuh G; F-Y: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144A/Ean L;

Deal Comments

Wzfqzwzsqzz. Fkz-Ewoo Kzxqkdm 2.00

Risk Retention

IA - Gbfq QI/IA - Gbf

Pricing Speed

20% HGQ

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Apr 26, 2016