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
M1-T	HFF	705.000	1.50	-	DDD	-	-	-	72.40%	-	Jjkyutja	IWAS	-	-	115	VZSD+115	-	-
A-C	IHH	55.000	6.00	-	L	-	-	-	16.10%	-	Bffxzwsu	CUGA	-	180-185	185	GUPZ+185	-	-
M-K	GGB	93.000	9.70	-	FFF-	-	-	-	71.10%	-	Fsfvwqpu	DGKH	-	290-300	290	HKFG+290	-	-
Q-T	GFM	97.000	1.40	-	WW	-	-	-	88.80%	-	Imbfaiye	PTWR	-	155-160	163	BUCI+163	-	-
A-O	KOV	33.000	2.30	-	SS-	-	-	-	5.40%	-	Ibmdrmbl	AEML	-	550-575	600	DZPO+600	-	-
U2-X	YHU	6.000	9.70	-	III	-	-	-	13.30%	-	Qyzdvkkc	DTQA	-	140-145	145	MYNQ+145	-	-

Tranche Comments

M1-T: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144T/Trr A; Comments: Wughnutgp; U2-X: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144I/Ine H; Q-T: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144Q/Zwe E; A-C: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144K/Wql N; M-K: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144U/Fyj S; A-O: First Pay: 2025-10-22; Redemption: 2027-07-10; Registration: 144L/Cnv Q;

Deal Comments

Xshjptpbjpb. Wsp-Utxx Ascjswl 2.00

Risk Retention

MP - Wlgw BM/MZ - Wlg

Pricing Speed

20% VFL

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Feb 16, 2003

Reset

Yes