FINSIGHT

ELM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-RR	USD	319.000	-	-	AAA	-	-	-	-	-	Floating	3mL	-	117	3mL+117	-	-
B-RR	USD	55.250	-	-	AA	-	-	-	-	-	Floating	3mL	-	175	3mL+175	-	-
C-RR	USD	35.250	-	-	A	-	-	-	-	-	Floating	3mL	-	235	3mL+235	-	-
D-1-RR	USD	2.110	-	-	BBB-	-	-	-	-	-	Floating	3mL	-	325	3mL+325	-	-
D-2-RR	USD	26.140	-	-	BBB-	-	-	-	-	-	Fixed	-	-	-	5.145%	-	-
E-RR	USD	18.500	-	-	BB-	-	-	-	-	-	Floating	3mL	-	650	3mL+650	-	-

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Tranche Comments

A-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; B-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; C-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; D-1-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; D-2-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; E-RR: First Pay: 2019-07-17; Redemption: 6/25/2020;

Deal Comments

Refinancing

Reinvestment Period (YRS)

WAL Test Period End Date

Dec 16, 2025

Mariner Investment Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-C	KAE	11.670	-	-	DD	-	-	-	-	-	Imbmxbwv	3yE	-	-	3tU+215	-	-
T-B	MSS	85.850	-	-	B	-	-	-	-	-	Vczojley	3qH	-	-	3iT+295	-	-
C-Z	IXE	63.610	-	-	OOO	-	-	-	-	-	Pmwodwda	3xY	-	-	3tN+440	-	-
X-G	EIX	666.000	-	-	UUU	-	-	-	-	-	Xflzlxdh	3yD	-	-	3pZ+155	-	-
Nglpcw	NYV	6.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-Z	UKH	13.600	-	-	YY-	-	-	-	-	-	Vzhvpfcy	3tE	-	-	3hE+800	-	-

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Deal Comments

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Mariner Investment Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	AIA	80.000	-	-	DD	-	-	-	-	-	Mcsfe	-	-	-	0.035%	-	-
B	INB	44.400	-	-	G	-	-	-	-	-	Rmpvoabq	3pQ	-	-	3bO+275	-	-
Wfjboh	GFL	50.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	XCW	89.700	-	-	PPP	-	-	-	-	-	Smfhctnp	3aI	-	-	3cZ+450	-	-
L	UGM	467.000	-	-	XXX	OOO	-	-	-	-	Ahwmytbr	3iB	-	-	3xC+140	-	-
H	KYS	28.000	-	-	NN-	-	-	-	-	-	Cpvetzfm	3qU	-	-	3wT+650	-	-
S-1	AKX	26.300	-	-	XX	-	-	-	-	-	Nfkylcbz	3bU	-	-	3uU+190	-	-