FINSIGHT

ELM CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-OO	RQX	533.000	-	-	OOO	-	-	-	-	-	Qvwscwjs	3pN	-	117	3pD+117	-	-
E-HH	QVL	94.300	-	-	RR-	-	-	-	-	-	Esjbfxsj	3dR	-	650	3qD+650	-	-
Q-1-VV	WLR	5.790	-	-	RRR-	-	-	-	-	-	Nwcshvpu	3oB	-	325	3dF+325	-	-
I-LL	XVH	49.550	-	-	MM	-	-	-	-	-	Zrbebvev	3eG	-	175	3iO+175	-	-
Y-TT	QRL	40.820	-	-	R	-	-	-	-	-	Uzfzedkc	3xG	-	235	3eN+235	-	-
J-2-BB	WGN	93.490	-	-	SSS-	-	-	-	-	-	Xlmti	-	-	-	5.145%	-	-

Tranche Comments

D-OO: First Pay: 2019-07-17; Redemption: 6/25/2020; I-LL: First Pay: 2019-07-17; Redemption: 6/25/2020; Y-TT: First Pay: 2019-07-17; Redemption: 6/25/2020; Q-1-VV: First Pay: 2019-07-17; Redemption: 6/25/2020; J-2-BB: First Pay: 2019-07-17; Redemption: 6/25/2020; E-HH: First Pay: 2019-07-17; Redemption: 6/25/2020;

Deal Comments

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Reinvestment Period (YRS)

WAL Test Period End Date

Mar 19, 2013

Mariner Investment Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-D	XPD	601.000	-	-	AAA	-	-	-	-	-	Ydbzhjeh	3dI	-	-	3wN+155	-	-
E-S	XGB	55.510	-	-	MM	-	-	-	-	-	Ikzahybt	3sE	-	-	3vI+215	-	-
Pxjdil	BEB	8.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-H	VGF	16.640	-	-	C	-	-	-	-	-	Vseehlby	3aB	-	-	3jT+295	-	-
Z-N	VIB	73.200	-	-	QQ-	-	-	-	-	-	Ahblssle	3jU	-	-	3jX+800	-	-
P-Q	RKC	16.370	-	-	HHH	-	-	-	-	-	Xjxhyjls	3jR	-	-	3xE+440	-	-

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
T	XBO	26.000	-	-	QQ-	-	-	-	-	-	Nwhbwrbo	3fZ	-	-	3sW+650	-	-
H	FFQ	157.000	-	-	III	RRR	-	-	-	-	Veefsllq	3dD	-	-	3qW+140	-	-
Y	KGG	35.100	-	-	A	-	-	-	-	-	Fzbykrtr	3jC	-	-	3yW+275	-	-
Imgbsz	GWY	98.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-1	GKT	19.200	-	-	BB	-	-	-	-	-	Ojkaqifp	3aQ	-	-	3aI+190	-	-
P-2	ZKZ	82.000	-	-	RR	-	-	-	-	-	Ghtyv	-	-	-	0.035%	-	-
G	OOQ	33.900	-	-	NNN	-	-	-	-	-	Uscmzovq	3tO	-	-	3dF+450	-	-