XLII

Elmwood CLO (ELMW) XLII

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
Y	QQH	78.000	-	BI	LL	NY	-	-	38.00%	-	Tdlbvxpi	ENMQ	-	-	190	PHKL+190	-	-
Ped	KFA	82.000	-	LW	PM	WM	-	-	-	-	-	-	-	-	-	-	-	Retained
F	MBH	8.300	-	BE	W-	PN	-	-	4.00%	-	Dlpokrrd	MSGX	-	-	750	UYUA+750	-	-
U	UAU	65.200	-	WD	FF-	IN	-	-	9.40%	-	Mhcdrcwv	MNUK	-	-	650	IODS+650	-	-
B	ZHX	986.000	-	CI	XXX	UT	-	-	76.00%	-	Tesyavrm	ADLK	-	-	135	VSOL+135	-	-
P	YOV	62.000	-	PA	R	VZ	-	-	17.00%	-	Pypueqji	ZBOI	-	-	220	UULX+220	-	-
U	QVM	59.000	-	AD	VVV-	OX	-	-	70.00%	-	Cmhaotiu	YUJW	-	-	325	QECU+325	-	-

Tranche Comments

B: Redemption: 2027-07-20; Registration: 144Z/Gye W; Y: Redemption: 2027-07-20; Registration: 144H/Utv W; P: Redemption: 2027-07-20; Registration: 144W/Oab R; U: Redemption: 2027-07-20; Registration: 144B/Hkw S; U: Redemption: 2027-07-20; Registration: 144Z/Irk A; F: Redemption: 2027-07-20; Registration: 144Y/Iiq X; Ped: Redemption: 2027-07-20; Registration: 144W/Cka E;

Deal Comments

Gop-Bmxx Mucyonb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2015

Refinancing

Yes