XXIII(R)

Elmwood CLO (ELMW) XXIII(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
Q-J	BZJ	219.000	-	-	XXX	-	-	-	87.57%	-	Uehurshq	TTIY	-	-	135	HJCU+135	-	-
G-J	NRS	21.700	-	-	NN-	-	-	-	7.83%	-	Jwommrol	GHJH	-	-	590	XXCX+590	-	-
K-T	FZV	41.000	-	-	U	-	-	-	57.20%	-	Ivurxhcp	GOEW	-	-	200	AXFQ+200	-	-
D-Q	KUX	75.000	-	-	SS	-	-	-	92.77%	-	Xqcfyxxf	GPTM	-	-	175	DGQY+175	-	-
Q-Y	TWO	61.000	-	-	LLL-	-	-	-	34.20%	-	Makeaysd	EVGT	-	-	315	LTGM+315	-	-

Tranche Comments

Q-J: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144M/Bwy N; D-Q: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144W/Unf M; K-T: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144T/Byw K; Q-Y: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144Y/Hbr R; G-J: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144M/Oib Q;

Deal Comments

Avxvv. Qqv-Zehh Nvmqqmr1.00

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

May 3, 2016

Reset

Yes