FINSIGHT

ELM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-DD	IBM	86.660	-	-	TT	-	-	-	-	-	Mjdzwifg	3mX	-	175	3rL+175	-	-
U-II	YMX	460.000	-	-	JJJ	-	-	-	-	-	Pjuskcil	3qT	-	117	3pH+117	-	-
O-MM	CEL	41.750	-	-	M	-	-	-	-	-	Kmmdjutd	3sK	-	235	3bQ+235	-	-
L-1-SS	NLF	2.720	-	-	UUU-	-	-	-	-	-	Aboukcqt	3uT	-	325	3bU+325	-	-
C-JJ	HHP	57.800	-	-	MM-	-	-	-	-	-	Rfqlszao	3cA	-	650	3zK+650	-	-
X-2-WW	JLK	33.280	-	-	SSS-	-	-	-	-	-	Zuhwi	-	-	-	5.145%	-	-

Tranche Comments

U-II: First Pay: 2019-07-17; Redemption: 6/25/2020; N-DD: First Pay: 2019-07-17; Redemption: 6/25/2020; O-MM: First Pay: 2019-07-17; Redemption: 6/25/2020; L-1-SS: First Pay: 2019-07-17; Redemption: 6/25/2020; X-2-WW: First Pay: 2019-07-17; Redemption: 6/25/2020; C-JJ: First Pay: 2019-07-17; Redemption: 6/25/2020;

Deal Comments

Eszkdyddkdg

Reinvestment Period (YRS)

WAL Test Period End Date

Feb 3, 2004

Mariner Investment Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-N	PKB	313.000	-	-	KKK	-	-	-	-	-	Rxuzliow	3gO	-	-	3dN+155	-	-
O-M	LYU	41.590	-	-	TT	-	-	-	-	-	Nyhflicz	3nI	-	-	3oH+215	-	-
A-K	OYF	91.700	-	-	II-	-	-	-	-	-	Hdmsvkfn	3eN	-	-	3wX+800	-	-
Czqfkf	IOP	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-V	AKJ	67.570	-	-	SSS	-	-	-	-	-	Yqmzhehz	3pY	-	-	3kZ+440	-	-
M-V	CYS	56.640	-	-	W	-	-	-	-	-	Hrlkxlpe	3vL	-	-	3qA+295	-	-

Deal Comments

Ahtmzjzumza

Mariner Investment Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	OVQ	558.000	-	-	LLL	GGG	-	-	-	-	Bmaqapqo	3eO	-	-	3sQ+140	-	-
F-2	NJP	74.000	-	-	ZZ	-	-	-	-	-	Vcowi	-	-	-	0.035%	-	-
S	TRG	71.300	-	-	VVV	-	-	-	-	-	Pykftivi	3zM	-	-	3mI+450	-	-
K-1	RSE	12.600	-	-	HH	-	-	-	-	-	Wfwamtcj	3gC	-	-	3wN+190	-	-
Z	VCL	36.000	-	-	TT-	-	-	-	-	-	Wuqrteuc	3kM	-	-	3iV+650	-	-
Xqeflp	BAX	65.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	JGY	35.400	-	-	U	-	-	-	-	-	Hjecpxbx	3pO	-	-	3jS+275	-	-