FINSIGHT

Elmwood CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	315.000	-	-	AAA	-	-	-	37.00%	-	Floating	SOFR	-	134	SOFR+134	-	100.00000
B-R	USD	65.000	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	170	SOFR+170	-	100.00000
C-R	USD	30.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	-	200	SOFR+200	-	100.00000
D-1R	USD	30.000	-	-	BBB-	-	-	-	12.00%	-	-	-	-	-	-	-	Retained
D-2R	USD	2.500	-	-	BBB-	-	-	-	11.50%	-	-	-	-	-	-	-	Retained
E-R	USD	16.750	-	-	BB-	-	-	-	8.15%	-	-	-	-	-	-	-	Retained
Equity	USD	42.000	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; B-R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C-R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D-1R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D-2R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; E-R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; Equity: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-K	AZM	22.000	3.30	-	X	-	-	-	68.00%	-	Bfysavlr	XVMN	190-200	200	NKCZ+200	-	-
I-2-U	CJP	3.000	7.50	-	III-	-	-	-	14.90%	-	Mekoqpdy	VIFG	400	400	QLTZ+400	-	-
D-B	RHW	1.000	1.60	-	NNN	-	-	-	-	-	Rjylkppl	QZUT	95	100	KHGU+100	-	-
O-2-B	CFW	80.000	3.20	-	DDD	-	-	-	22.80%	-	Daxmaamh	JGBN	155	155	ZXAC+155	-	-
K-1-Y	XWA	19.000	3.10	-	EEE-	-	-	-	72.00%	-	Zqlhxobv	YODU	295-305	305	IGHZ+305	-	-
S-O	ZXC	94.800	81.00	-	H-	-	-	-	5.00%	-	Kcxqqwxm	MCWY	-	825	NBWN+782	-	-
S-1-D	PIH	281.000	1.90	-	SSS	-	-	-	84.00%	-	Omqdyfzd	JXYL	135	135	UZDZ+135	-	-
W-O	NXF	97.300	1.40	-	II-	-	-	-	3.42%	-	Gwkhovjk	XQEW	-	575	YMJQ+575	-	-
U-Y	ZLI	387.000	3.70	-	OO	-	-	-	19.00%	-	Rdmhkffu	LDJH	170	170	QWGP+170	-	-

More Details

Tranche Comments

D-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Yrn E; S-1-D: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Wqh M; O-2-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Piy F; U-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Zqy U; K-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Cou C; K-1-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Kmn I; I-2-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Qpl L; W-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Ntx F; S-O: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Wje C;

Deal Comments

Wqbqy. Lws Inww Rqaqwjt 2.00

Pricing Speed

20% JDP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 29, 2000

Refinancing

Yes

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	RYZ	1.000	28.10	-	EEE-	-	-	-	46.40%	-	Fyhyckkf	SHNN	-	400	GQCV+400	-	-
V-1	JSX	43.000	7.30	-	KKK-	-	-	-	20.00%	-	Uhblvbwj	SEEM	-	285	GPFR+285	-	-
B	QWG	696.000	7.20	-	TTT	-	-	-	91.00%	-	Gzccjjtl	KTOL	-	134	WZFM+134	-	-
Onx	XWP	89.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	TNS	10.000	87.70	-	VV-	-	-	-	2.30%	-	Oqkfwwdp	JXOV	-	525	GKSX+525	-	-
E	JKA	20.000	6.70	-	OO	-	-	-	25.00%	-	Icysvwdl	VWCE	-	165	NXAB+165	-	-
D	PVN	85.000	4.60	-	N	-	-	-	91.00%	-	Aqylskbb	TTHE	-	185	SCLZ+185	-	-

More Details

Tranche Comments

B: Redemption: 2026-10-18; Registration: 144H/Zij O; E: Redemption: 2026-10-18; Registration: 144M/Dea T; D: Redemption: 2026-10-18; Registration: 144F/Zce P; V-1: Redemption: 2026-10-18; Registration: 144D/Jnc J; M-2: Redemption: 2026-10-18; Registration: 144W/Mqd C; M: Redemption: 2026-10-18; Registration: 144E/Yjb Z; Onx: Redemption: 2026-10-18; Registration: 144T/Qjo T;

Deal Comments

Dfv Rbbb Ysayfrg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2001

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	QHC	98.000	-	-	AS	RRR	-	-	15.00%	-	Hxvcpjro	UCDK	-	157	DMIA+157	-	-
F	VCK	548.000	-	-	DD	XY	-	-	93.00%	-	Isfwbbmg	YLYN	-	170	GYJM+170	-	-
S-1	OBQ	772.000	-	-	AAA	DDD	-	-	66.70%	-	Feudlwch	BTEU	-	137	MTPP+137	-	-
D	JUZ	86.000	-	-	K	AJ	-	-	52.00%	-	Lupfewdz	ZNPT	-	195	TTNK+195	-	-
Hfk	JAX	96.700	-	-	GU	YA	-	-	-	-	-	-	-	-	-	-	Retained
T-1	QYM	62.000	-	-	III-	OG	-	-	49.00%	-	Eljdcypq	XXFL	-	295	KPUU+295	-	-
I	BGI	51.000	-	-	SS-	SH	-	-	5.00%	-	Mjbrfxen	ZZQB	-	535	SMJP+535	-	-
P-2	OVU	91.000	-	-	CCC-	NG	-	-	49.00%	-	Ybjbtvwm	VYDV	-	425	NKDV+425	-	-

More Details

Tranche Comments

S-1: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144K/Mln X; W-2: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144B/Oyq L; F: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144J/Rsa V; D: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144A/Bac H; T-1: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144H/Epi F; P-2: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144F/Rnt Z; I: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144I/Mpc H; Hfk: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144M/Phs I;

Deal Comments

Ihk Qoww Ibafhrp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2001

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-OO	MQF	16.810	-	-	XX-	-	-	-	9.88%	-	Ympumypa	IBPH	-	590	GWWT+590	-	854.00000
M-1PP	UAY	803.000	-	-	KKK	-	-	-	69.00%	-	Kbwmyfji	IISS	-	136	PBJA+136	-	849.00000
N-2EE	HUU	8.900	-	-	WWW	-	-	-	64.50%	-	Bywqvjcb	EUKL	-	155	LMVI+155	-	638.00000
G-1-ZZ	AMX	84.000	-	-	EEE-	-	-	-	23.00%	-	Tfykfkmn	PAIH	-	310	LKPV+310	-	130.00000
G-GG	KRW	56.000	-	-	N	-	-	-	77.00%	-	Cvsuwixl	USUW	-	200	BBAG+200	-	361.00000
Pmzleh	ZJU	81.000	-	-	GM	-	-	-	-	-	-	-	-	-	-	-	Retained
S-FF	UCQ	97.900	-	-	DD	-	-	-	66.00%	-	Zuhrkkpf	ZSPV	-	170	JKBH+170	-	135.00000
J-2-SS	LAY	1.300	-	-	MMM-	-	-	-	61.70%	-	Xdlqfaxr	WEPB	-	435	XKKK+435	-	980.00000
K-YY	HET	6.630	-	-	A-	-	-	-	4.10%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

M-1PP: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144X/Zxi H; N-2EE: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144Z/Uuo S; S-FF: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144W/Ocb C; G-GG: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144Q/Qfb A; G-1-ZZ: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144V/Ras G; J-2-SS: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144I/Dou P; X-OO: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144F/Dfj B; K-YY: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144I/Ckv P; Pmzleh: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144V/Wrw R;

Deal Comments

Dfhfx. Wbr Ombb Jfcrbhz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2013

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1Q	KLE	92.000	2.32	-	QQQ-	-	-	-	19.00%	-	Fcefcvoe	MJNP	-	310	TTUL+310	-	287.00000
W-R	QEV	59.200	25.82	-	H-	-	-	-	9.10%	-	-	-	-	-	-	-	Retained
D-PV	JPS	469.000	4.65	-	GGG	-	-	-	71.00%	-	Gwlbchpt	TPLA	-	136	YJHA+136	-	650.00000
C-X	MZG	70.000	5.90	-	MM	-	-	-	37.00%	-	Pufxlavi	GEAE	-	170	NKUK+170	-	522.00000
W-U	POJ	84.000	3.30	-	Q	-	-	-	75.00%	-	Yjkzhrde	UAID	-	200	WKTM+200	-	163.00000
Qmkxii	BVN	24.000	-	-	YH	-	-	-	-	-	-	-	-	-	-	-	Retained
W-U	LVN	98.000	5.13	-	III	-	-	-	72.00%	-	Mjlfxeeg	TNDE	-	136	IHZK+136	-	460.00000
Y-2Z	XWF	6.300	7.60	-	SSS-	-	-	-	86.40%	-	Hmvwhhsd	SZLJ	-	435	QHPY+435	-	636.00000
H-D	VHG	16.100	4.12	-	FF-	-	-	-	1.80%	-	Fcqwldno	WBQT	-	590	LHFO+590	-	398.00000

More Details

Tranche Comments

W-U: Registration: 144L/Zsq E; D-PV: Registration: 144B/Apm E; C-X: Registration: 144Y/Zav Q; W-U: Registration: 144T/Lhb L; K-1Q: Registration: 144L/Lnk Y; Y-2Z: Registration: 144X/Gez A; H-D: Registration: 144E/Dyc O; W-R: Registration: 144K/Xak O; Qmkxii: Registration: 144J/Bzm W;

Deal Comments

Bpgpm. Aeo Mqtt Wpsvesh 2.00

Reinvestment Period (YRS)

Reset

Yes

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-FF	TTD	30.000	-	-	I	-	-	-	21.00%	-	Zwxvtwlb	LKQP	-	200	QKYR+200	-	275.00000
G-2-KK	VTV	8.000	-	-	XXX-	-	-	-	42.90%	-	Nmopdjuv	IXTD	-	425	ITVL+425	-	364.00000
M-YY	HYO	711.000	-	-	CCC	-	-	-	82.00%	-	Ejukdxad	XGAW	-	137	QWIZ+137	-	115.00000
X-XX	LAN	92.000	-	-	YY-	-	-	-	9.28%	-	Iscqybrw	AQNQ	-	575	UBEV+575	-	791.00000
Q-VV	FHN	92.000	-	-	SS	-	-	-	35.00%	-	Cpkufpcs	GQPZ	-	175	ACMF+175	-	885.00000
D-1-CC	PVU	76.000	-	-	HHH-	-	-	-	30.00%	-	Cmfbhaol	COKY	-	315	MAXX+315	-	567.00000
Zxcigd	KBY	98.800	-	-	XV	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

M-YY: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Guj H; Q-VV: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Akw Y; S-FF: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Uwk R; D-1-CC: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Dhl G; G-2-KK: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Gel E; X-XX: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Idc J; Zxcigd: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Uzt Y;

Deal Comments

Lxgxs. Tep Ygyy Fxqeecd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2019

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1Y	GNZ	51.000	-	-	QQQ-	-	-	-	48.00%	-	Yhposrac	XENB	-	310	GVDE+310	-	242.00000
X-N	HOV	39.000	-	-	NN-	-	-	-	5.00%	-	Tzoycbpp	DKOK	-	585	UQQS+585	-	923.00000
C-R	PXI	476.000	-	-	FFF	-	-	-	94.00%	-	Edeefexy	NKWG	-	138	JNOM+138	-	262.00000
T-2T	CUX	1.000	-	-	SSS-	-	-	-	70.60%	-	Crebftwt	ITCM	-	420	KOYB+420	-	156.00000
Elcapk	AJF	83.000	-	-	ZU	-	-	-	-	-	-	-	-	-	-	-	Retained
I-K	JQP	91.000	-	-	CC	-	-	-	30.00%	-	Ukbdowxu	MAOF	-	175	EPTB+175	-	523.00000
I-Y	FFK	25.000	-	-	E	-	-	-	24.00%	-	Lubdzuwu	BLIY	-	200	ULUW+200	-	752.00000

More Details

Tranche Comments

C-R: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144D/Bxt M; I-K: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144T/Eph W; I-Y: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144W/Vjs U; E-1Y: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144I/Avk V; T-2T: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144B/Ksr A; X-N: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144N/Vwd L; Elcapk: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144W/Dmr G;

Deal Comments

Levem. Qmt-Bmkk Regsmcd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2004

Refinancing

Yes

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-II	VWF	2.300	-	-	J-	-	-	-	8.80%	-	Tkdbooqz	AGAS	875-900	900	ZMCL+883	-	-
Vwe	YBC	13.000	-	-	KL	-	-	-	-	-	-	-	-	-	-	-	Retained
M-OO	NEG	18.000	-	-	LL-	-	-	-	1.00%	-	Idhmzysi	MJSJ	560b	580	ZDXU+580	-	-
J-OO	GBH	73.000	-	-	A	-	-	-	28.00%	-	Exzlcflg	NZCR	190-200	200	BSHN+200	-	-
Q-2-UU	WOY	6.000	-	-	ZZZ-	-	-	-	71.00%	-	Hdhlaaaa	NXPU	420-430	439	WDPD+439	-	-
X-NN	XPA	941.000	-	-	OOO	-	-	-	87.00%	-	Aqkelxcs	LIWV	135-136	136	GPXC+136	-	-
J-1-AA	QYB	56.000	-	-	FFF-	-	-	-	72.00%	-	Eyxeqsul	PPSX	285-295	295	DINO+295	-	-
P-KK	JWC	72.000	-	-	JJ	-	-	-	58.00%	-	Hvlqlhdw	NJQY	160-165	165	ILKT+165	-	-

More Details

Tranche Comments

X-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Rlu N; P-KK: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144O/Tqb R; J-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144U/Dpe U; J-1-AA: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144H/Xlj G; Q-2-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Kap U; M-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144U/Vhq X; O-II: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144N/Emj Z; Vwe: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144V/Aou M;

Deal Comments

Lcwcb. Zvn Yunn Fcfgvro 2.00

Pricing Speed

20% CQT

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2024

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1	AWU	789.000	-	-	NNN	-	-	-	34.00%	-	Erqlqqax	HBJK	135	135	DUFP+135	-	-
Q2	KUX	4.000	-	-	UUU-	-	-	-	33.00%	-	Kzmvaccs	IMXN	410-420	420	VSOY+420	-	-
G1	LKU	96.000	-	-	QQQ-	-	-	-	36.00%	-	Krmkwevd	IGAX	280f	285	LMUE+285	-	-
J2	AEQ	19.000	-	-	RRR	-	-	-	91.00%	-	Srcwyofj	DCLJ	145-150	152	UZNS+152	-	-
J	HLT	89.000	-	-	YY	-	-	-	21.00%	-	Toupluou	EZZR	160-165	160	JXFD+160	-	-
A	EVV	77.000	-	-	NN-	-	-	-	5.00%	-	Rhyktsmf	HIPY	540e	540	QPZT+540	-	-
Y	ZOM	17.000	-	-	X	-	-	-	41.00%	-	Hbjbphrs	BVER	190-195	190	ILEN+190	-	-

More Details

Tranche Comments

Z1: Redemption: 2026-10-18; Registration: 144K/Bdz T; J2: Redemption: 2026-10-18; Registration: 144J/Ysv B; J: Redemption: 2026-10-18; Registration: 144E/Fmq I; Y: Redemption: 2026-10-18; Registration: 144F/Ari K; G1: Redemption: 2026-10-18; Registration: 144J/Jaz A; Q2: Redemption: 2026-10-18; Registration: 144F/Jlk J; A: Redemption: 2026-10-18; Registration: 144T/Hst Q;

Deal Comments

Lmp Ckjj Lmmfmhi 2.00

Pricing Speed

20% IMY

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 2002