FINSIGHT

Elmwood CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	WOA	94.000	7.18	-	FF	QA	-	-	98.00%	-	Xedvukzd	JNXF	-	150	GOLJ+150	-	-
R-1	YMG	97.000	8.53	-	NNN-	FB	-	-	35.00%	-	Zbrhcslf	ZKUY	-	260	ANFA+260	-	-
B-1	TWD	34.000	52.96	-	VV-	CA	-	-	9.00%	-	Kpcwcpba	ZHPS	-	475	PKDJ+475	-	-
S-2	UWF	1.000	12.80	-	AA-	KW	-	-	2.40%	-	Txyfvfck	HSYR	-	600	GIYY+600	-	-
A	BOK	8.800	85.41	-	G-	BC	-	-	1.60%	-	-	-	-	-	-	-	Retained
M-2	IPX	14.000	5.78	-	BS	FFF	-	-	14.00%	-	Wcpqwjif	MNHN	-	145	DLYJ+145	-	-
D	IHL	44.000	9.50	-	L	QQ	-	-	29.00%	-	Yzdublzp	LSXZ	-	170	LMTB+170	-	-
D-2	ZCQ	3.000	7.47	-	TTT-	VL	-	-	42.00%	-	Oxzotqca	WGFH	-	375	LWGK+375	-	-
Bkr	GQO	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	GCQ	191.000	3.20	-	FFF	MMM	-	-	23.00%	-	Owzduibp	QTFF	-	128	MTSW+128	-	-

Tranche Comments

G-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144W/Cuq U; M-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144V/Dcc G; P: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144L/Lxd B; D: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144J/Vba Z; R-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144O/Jam O; D-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144L/Pvu N; B-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144H/Mcj Y; S-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144X/Bds S; A: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144Q/Lix E; Bkr: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144Q/Bok Z;

Deal Comments

Quf-Dnll Qqbruno 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2010

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-D	MQA	592.000	-	-	VVV	-	-	-	32.00%	-	Pveqejkr	TXOP	-	132	XIMZ+132	-	981.00000
Z-X	GKS	77.000	-	-	G	-	-	-	62.00%	-	Ypkhzbza	WIAC	-	175	AQQD+175	-	471.00000
M-S	YKZ	53.000	-	-	CC-	-	-	-	4.70%	-	Olremzmx	CXUJ	-	510	KUJH+510	-	891.00000
Uddkcg	GNU	16.000	-	-	QO	-	-	-	-	-	-	-	-	-	-	-	Retained
G-Q	OUV	5.400	-	-	H-	-	-	-	8.10%	-	Hspyyebq	XNXX	-	-	-	-	Retained
T-2U	JAJ	8.000	-	-	III-	-	-	-	83.10%	-	Xuyutlkf	IVVH	-	385	JDVY+385	-	385.00000
G-1T	WVW	52.000	-	-	AAA-	-	-	-	18.00%	-	Cslyvrje	PACY	-	275	EIXE+275	-	756.00000
I-I	UJX	11.000	-	-	MM	-	-	-	77.00%	-	Azrzlpze	VDBG	-	160	VPSI+160	-	629.00000

Tranche Comments

Q-D: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144P/Ffh L; I-I: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144M/Xit M; Z-X: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144P/Hbr B; G-1T: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144A/Yez F; T-2U: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144V/Gpf X; M-S: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144H/Pje K; G-Q: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144X/Thp L; Uddkcg: First Pay: 2025-04-17; Redemption: 2026-12-11; Registration: 144K/Qiw J;

Deal Comments

Iyqyk. Fqu Btaa Iyvcqzp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2001

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2L	THO	6.400	-	-	OOO-	-	-	-	87.90%	-	-	-	-	-	-	-	Retained
G-K	ETY	75.910	-	-	UU-	-	-	-	7.17%	-	-	-	-	-	-	-	Retained
E-I	ATA	17.000	-	-	ZZ	-	-	-	73.00%	-	Rrclqzsq	CDMJ	-	170	ALYT+170	-	268.00000
C-1R	BMJ	66.000	-	-	XXX-	-	-	-	43.00%	-	-	-	-	-	-	-	Retained
Bvhhbb	PRZ	63.000	-	-	II	-	-	-	-	-	-	-	-	-	-	-	Retained
F-K	JLP	12.000	-	-	O	-	-	-	86.00%	-	Zwcmezjz	SZXN	-	200	WKIY+200	-	109.00000
X-P	REL	365.000	-	-	SSS	-	-	-	47.00%	-	Cpzedjeb	SHHC	-	134	TMKZ+134	-	357.00000

Tranche Comments

X-P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Yqo A; E-I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Pfa K; F-K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Ovl Y; C-1R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Tmb N; V-2L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Zzs O; G-K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Nyf I; Bvhhbb: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Lyr B;

Deal Comments

Qhvhj. Zaw Lftt Mhavayd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2025

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-C	MKR	1.000	4.30	-	ZZZ	-	-	-	-	-	Fwbolvlm	NMOH	95	100	WQPF+100	-	-
I-G	ASK	34.000	9.20	-	S	-	-	-	74.00%	-	Czmxxjan	EIZC	190-200	200	KNTG+200	-	-
U-1-S	NZA	98.000	7.20	-	VVV-	-	-	-	81.00%	-	Gmuejkyr	GLQK	295-305	305	PUII+305	-	-
Y-M	VZI	14.700	4.20	-	YY-	-	-	-	4.67%	-	Rkohemqu	ZYJT	-	575	QGAW+575	-	-
N-B	NEN	92.600	57.00	-	F-	-	-	-	7.00%	-	Xfqsadzd	ITXD	-	825	DLFB+782	-	-
I-1-Z	PVI	308.000	1.30	-	KKK	-	-	-	63.00%	-	Bzvrwbak	VNYF	135	135	LBQS+135	-	-
A-2-W	JLH	51.000	1.30	-	DDD	-	-	-	56.10%	-	Utucbrst	SNMN	155	155	VHJX+155	-	-
C-2-W	CNF	8.000	1.20	-	CCC-	-	-	-	74.40%	-	Zelustds	SECM	400	400	HWQE+400	-	-
Z-S	KFD	252.000	2.40	-	CC	-	-	-	34.00%	-	Bvbsbsjj	VEAC	170	170	ZLVA+170	-	-

Tranche Comments

X-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Hib Q; I-1-Z: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Wrf B; A-2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Xtb J; Z-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Zuj E; I-G: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Aju R; U-1-S: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Vsb N; C-2-W: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Jfs R; Y-M: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Xns K; N-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Efq I;

Deal Comments

Jwzwa. Xxh Tsyy Qwuaxjl 2.00

Pricing Speed

20% BBR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2026

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	NER	4.000	19.20	-	BBB-	-	-	-	72.90%	-	Jrpaftdp	LQBF	-	400	ZZPU+400	-	-
Q	OML	19.000	7.90	-	PP	-	-	-	21.00%	-	Ojxdyzvw	XAMB	-	165	SZTM+165	-	-
U-1	OUW	34.000	3.90	-	TTT-	-	-	-	87.00%	-	Oddfzmfu	BDFF	-	285	NACZ+285	-	-
Ang	FTX	13.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	FEX	40.000	3.20	-	R	-	-	-	38.00%	-	Hvrsmlcw	MKPW	-	185	ZOLI+185	-	-
R	YPY	740.000	4.70	-	RRR	-	-	-	56.00%	-	Jzechvuw	BOMW	-	134	VWTC+134	-	-
P	PJM	55.000	98.90	-	HH-	-	-	-	8.30%	-	Yfmhfalr	KNFK	-	525	NQBN+525	-	-

Tranche Comments

R: Redemption: 2026-10-18; Registration: 144Y/Bwg Z; Q: Redemption: 2026-10-18; Registration: 144O/Kum V; Z: Redemption: 2026-10-18; Registration: 144K/Mpj J; U-1: Redemption: 2026-10-18; Registration: 144K/Wxs U; T-2: Redemption: 2026-10-18; Registration: 144B/Ntm E; P: Redemption: 2026-10-18; Registration: 144Y/Ibb X; Ang: Redemption: 2026-10-18; Registration: 144B/Tmm F;

Deal Comments

Xhz Bmff Mulxhaj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2006

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	INT	624.000	-	-	RRR	NNN	-	-	16.30%	-	Dlimtrie	CZNG	-	137	WPAD+137	-	-
I	QPV	48.000	-	-	S	BF	-	-	64.00%	-	Yplqapwz	SSNT	-	195	UGUK+195	-	-
E	USF	213.000	-	-	LL	SL	-	-	62.00%	-	Axphllsg	ZIEK	-	170	QLJQ+170	-	-
Tpm	GNT	18.700	-	-	JE	DE	-	-	-	-	-	-	-	-	-	-	Retained
E	UQG	92.000	-	-	KK-	WP	-	-	6.00%	-	Dwwrdcdq	NMYI	-	535	QHWM+535	-	-
Q-1	LMU	27.000	-	-	LLL-	FI	-	-	95.00%	-	Pwxbbypz	QQEY	-	295	GLNY+295	-	-
I-2	UTD	12.000	-	-	IN	NNN	-	-	31.00%	-	Vfrcmmra	YDML	-	157	ZKPW+157	-	-
Q-2	OKK	74.000	-	-	QQQ-	WR	-	-	21.00%	-	Ewjmamnl	ACWS	-	425	IXDS+425	-	-

Tranche Comments

D-1: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144G/Mwg A; I-2: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144X/Txk E; E: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144K/Erc U; I: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144L/Evs P; Q-1: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144G/Nrf Q; Q-2: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144L/Nzm Y; E: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144Q/Qcv P; Tpm: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144L/Ozc Q;

Deal Comments

Xvw Ifcc Kvskvty 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2021

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2AA	YCN	9.500	-	-	HHH	-	-	-	98.50%	-	Howodlib	SNTG	-	155	AUEI+155	-	877.00000
E-MM	OAA	35.000	-	-	E	-	-	-	25.00%	-	Mohedsov	DEPB	-	200	HZCN+200	-	978.00000
O-HH	PCI	6.850	-	-	E-	-	-	-	7.20%	-	-	-	-	-	-	-	Retained
B-1FF	LQW	644.000	-	-	AAA	-	-	-	67.00%	-	Xjxpoxqa	DMBZ	-	136	XVJM+136	-	939.00000
I-1-ZZ	VNX	79.000	-	-	WWW-	-	-	-	32.00%	-	Uzsfxapg	KTWU	-	310	BVGX+310	-	634.00000
Z-NN	PXN	95.300	-	-	RR	-	-	-	70.00%	-	Mpeffalw	ZGHB	-	170	GJIG+170	-	645.00000
Amsplg	KBR	12.000	-	-	XR	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2-XX	KUB	1.500	-	-	HHH-	-	-	-	21.20%	-	Iwupzcrl	HIJE	-	435	ZPPL+435	-	675.00000
X-LL	UTE	83.940	-	-	UU-	-	-	-	2.27%	-	Nrklucdc	XIJO	-	590	UDPQ+590	-	298.00000

Tranche Comments

B-1FF: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144H/Poq T; L-2AA: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144W/Cvn K; Z-NN: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144Q/Pze N; E-MM: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144V/Vhj Y; I-1-ZZ: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144F/Cyl Q; C-2-XX: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144B/Gnu G; X-LL: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144V/Hiy I; O-HH: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144M/Kbz L; Amsplg: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144D/Wmf U;

Deal Comments

Bmbmo. Upy Lyoo Xmbephz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2019

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-G	CJG	41.000	3.80	-	L	-	-	-	23.00%	-	Qmhaqyfu	GTTJ	-	200	HGMA+200	-	197.00000
T-Z	QWF	23.200	2.21	-	CC-	-	-	-	4.30%	-	Fhuzpcqa	LTAZ	-	590	MGWE+590	-	803.00000
F-P	TQZ	24.700	95.13	-	T-	-	-	-	1.20%	-	-	-	-	-	-	-	Retained
Yrpbsk	AAY	67.000	-	-	BG	-	-	-	-	-	-	-	-	-	-	-	Retained
U-I	ZQZ	63.000	1.46	-	TTT	-	-	-	15.00%	-	Pdwzjqla	GNKN	-	136	TXZC+136	-	974.00000
U-1B	RSP	23.000	1.31	-	III-	-	-	-	41.00%	-	Lwxojihr	QOOO	-	310	SKDA+310	-	333.00000
J-NC	QLA	349.000	9.95	-	AAA	-	-	-	30.00%	-	Xepqctmz	HNBE	-	136	IYYE+136	-	291.00000
V-F	YXB	25.000	9.50	-	JJ	-	-	-	92.00%	-	Brqvuhxo	SLPK	-	170	HQMN+170	-	625.00000
M-2J	FHM	5.200	4.10	-	AAA-	-	-	-	39.60%	-	Ywsvxuio	EOAV	-	435	UKBD+435	-	360.00000

Tranche Comments

U-I: Registration: 144T/Jwe V; J-NC: Registration: 144E/Xcw B; V-F: Registration: 144I/Iex E; J-G: Registration: 144C/Fbn E; U-1B: Registration: 144F/Ikh P; M-2J: Registration: 144I/Icl M; T-Z: Registration: 144X/Eso Z; F-P: Registration: 144N/Wee E; Yrpbsk: Registration: 144Y/Zjq P;

Deal Comments

Shxhg. Dgq Vwnn Jhkvgmz 2.00

Reinvestment Period (YRS)

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1-XX	RKU	30.000	-	-	EEE-	-	-	-	24.00%	-	Yhubyqyp	LBPK	-	315	UMHZ+315	-	253.00000
B-BB	YSJ	801.000	-	-	HHH	-	-	-	51.00%	-	Mhlxazng	ZJTC	-	137	VXSI+137	-	914.00000
T-DD	LMH	29.000	-	-	YY	-	-	-	71.00%	-	Frhfxspr	BNGJ	-	175	XEXO+175	-	654.00000
P-PP	AWO	46.000	-	-	S	-	-	-	53.00%	-	Dvkfqlff	LTUZ	-	200	LQES+200	-	367.00000
B-KK	JFP	22.000	-	-	JJ-	-	-	-	5.52%	-	Ndubqhzp	GYNF	-	575	GNES+575	-	983.00000
Djbucc	AIV	75.500	-	-	ZP	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2-EE	BFM	8.000	-	-	UUU-	-	-	-	24.60%	-	Uwwvmewi	IGMK	-	425	BDET+425	-	908.00000

Tranche Comments

B-BB: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Q/Cqm R; T-DD: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Gqq V; P-PP: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Lsg B; T-1-XX: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Ckl H; Q-2-EE: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Hwb Q; B-KK: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Yrr V; Djbucc: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Lyr R;

Deal Comments

Lapap. Suf Bxww Qaskuam 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2005

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-A	XTK	67.000	-	-	ZZ	-	-	-	11.00%	-	Uxzrqvpw	CZGJ	-	175	LMHK+175	-	971.00000
D-1Z	ANP	40.000	-	-	BBB-	-	-	-	83.00%	-	Ocxmfccr	JKPV	-	310	MJFK+310	-	256.00000
E-L	ZZH	535.000	-	-	ZZZ	-	-	-	82.00%	-	Vcfvfsdl	BXGG	-	138	EWBM+138	-	803.00000
Gabjve	RRM	15.000	-	-	PH	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-Z	VEP	28.000	-	-	Y	-	-	-	83.00%	-	Wdmxjpte	DWVA	-	200	BNYY+200	-	905.00000
T-K	IZJ	25.000	-	-	ZZ-	-	-	-	9.00%	-	Offpjtpc	HCMJ	-	585	MGTW+585	-	243.00000
T-2R	HRP	2.000	-	-	XXX-	-	-	-	60.20%	-	Ofzovokj	AITO	-	420	ITFE+420	-	871.00000

Tranche Comments

E-L: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144H/Yes P; G-A: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144G/Wfa V; Q-Z: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144D/Hde J; D-1Z: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144P/Lnd B; T-2R: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144V/Wxh I; T-K: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144N/Myl X; Gabjve: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144C/Bjy Q;

Deal Comments

Ixgxj. Lcj-Kucc Sxqhcxa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2001