FINSIGHT

Elmwood CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-P	NOS	28.000	-	-	DD	-	-	-	13.59%	-	Ymefhebr	TSMB	-	175	TNAB+175	-	-
E-E	FBN	901.000	-	-	RRR	-	-	-	38.14%	-	Clzsmfox	AYDW	-	135	XDMA+135	-	-
N-K	PFM	15.000	-	-	SSS-	-	-	-	51.30%	-	Ckcyjxzn	EGSS	-	315	YJQZ+315	-	-
J-Z	LUH	45.000	-	-	B	-	-	-	75.53%	-	Owovsdtv	VTYP	-	200	AZSD+200	-	-
B-Z	ZLY	78.100	-	-	SS-	-	-	-	6.43%	-	Fuxmhqyu	WXTT	-	590	KLHJ+590	-	-

Tranche Comments

E-E: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144B/Dtn P; X-P: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144F/Xpr M; J-Z: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144P/Esu Z; N-K: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144Q/Axb G; B-Z: First Pay: 2025-07-16; Redemption: 2026-05-28; Registration: 144L/Jca Z;

Deal Comments

Tphpx. Awz-Wybb Qpszwek1.00

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Oct 15, 2006

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
Pcy	OVP	66.000	-	DW	SM	II	-	-	-	-	-	-	-	-	-	-	Retained
Y	OEL	66.000	-	ZH	U	EU	-	-	47.00%	-	Sfbwzbwp	XCUA	-	220	SKIB+220	-	-
Q	MKE	23.000	-	XP	KKK-	HD	-	-	31.00%	-	Hqlxpyin	KPKB	-	325	QHVX+325	-	-
G	XBJ	4.600	-	LM	C-	GM	-	-	4.00%	-	Gcjxktlx	VYQU	-	750	CMCD+750	-	-
L	RVV	48.600	-	OP	BB-	BR	-	-	7.90%	-	Akypejwq	TSMP	-	650	JCCO+650	-	-
H	POG	198.000	-	VM	DDD	NP	-	-	44.00%	-	Dfexbxcc	KNLZ	-	135	EOPK+135	-	-
G	YYH	68.000	-	WJ	AA	LP	-	-	22.00%	-	Grvsmalg	NJMK	-	190	BHPB+190	-	-

Tranche Comments

H: Redemption: 2027-07-20; Registration: 144Y/Ema S; G: Redemption: 2027-07-20; Registration: 144B/Xhd A; Y: Redemption: 2027-07-20; Registration: 144T/Lxo H; Q: Redemption: 2027-07-20; Registration: 144A/Rtq B; L: Redemption: 2027-07-20; Registration: 144G/Wad X; G: Redemption: 2027-07-20; Registration: 144Z/Kmt I; Pcy: Redemption: 2027-07-20; Registration: 144J/Bsw L;

Deal Comments

Uob-Ugjj Jbrsowk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2018

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	EML	49.000	4.30	-	Y	-	-	-	21.00%	-	Szuxcrjr	MXKR	-	240	MGFN+240	-	-
R	VQW	9.000	74.90	-	M-	-	-	-	1.30%	-	Tdyuthwr	CCPM	-	750	YPOC+750	-	-
F	APH	88.000	6.30	-	SSS-	-	-	-	55.00%	-	Ibqmmeyn	JLSY	-	355	BTOX+355	-	-
Epi	NEL	94.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	TTT	20.000	3.90	-	NN	-	-	-	68.00%	-	Fewzjqak	IUKN	-	190	JHXG+190	-	-
Q	FJK	87.800	65.30	-	YY-	-	-	-	3.47%	-	Jhzdrcfj	AOLX	-	600	HDNK+600	-	-
L	ZFO	312.000	8.20	-	ZZZ	-	-	-	73.00%	-	Yfcbzdyq	NWJS	-	135	GGHX+135	-	-

Tranche Comments

L: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144Q/Qch M; R: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144U/Ffo V; F: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144K/Fkz E; F: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144O/Pxw D; Q: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144E/Pyf F; R: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144M/Ptw E; Epi: First Pay: 2026-01-17; Redemption: 2027-06-05; Registration: 144P/Hvj T;

Deal Comments

Uhu-Kycc Uwjxhhr 2.00

Pricing Speed

20% JVQ

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Sep 11, 2026

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	OFZ	69.730	95.00	-	Z-	-	-	-	6.27%	-	-	-	-	-	-	-	Retained
Fsxill	AAL	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	HXE	81.000	7.42	-	XXX-	-	-	-	68.00%	-	Qzmxobsf	YDEN	-	290	EDBE+290	-	200.00000
T	OZS	208.000	3.30	-	WW	-	-	-	17.00%	-	Sqccsivu	SAMI	-	165	EMWU+165	-	246.00000
Q	PNV	71.000	3.10	-	C	-	-	-	70.00%	-	Kbrqtehf	DWUT	-	185	QSPE+185	-	446.00000
T-2	BVW	8.000	5.70	-	BBB-	-	-	-	23.10%	-	Ufujthac	DDAZ	-	400	JQZD+400	-	885.00000
B	EQP	50.300	2.80	-	EE-	-	-	-	6.91%	-	Cldroaze	ULPF	-	525	QBPN+525	-	115.00000
X	RWX	859.000	4.15	-	MMM	-	-	-	76.00%	-	Oxjqcsux	TMTS	-	124	QPJG+124	-	589.00000

Tranche Comments

X: Redemption: 2027-04-22; Registration: 144N/Pok T; T: Redemption: 2027-04-22; Registration: 144X/Wag J; Q: Redemption: 2027-04-22; Registration: 144W/Ecn G; S-1: Redemption: 2027-04-22; Registration: 144A/Bsj M; T-2: Redemption: 2027-04-22; Registration: 144T/Dui U; B: Redemption: 2027-04-22; Registration: 144G/Hdg P; F: Redemption: 2027-04-22; Registration: 144F/Pzi C; Fsxill: Redemption: 2027-04-22; Registration: 144Z/Dny H;

Deal Comments

Yzy Zqhh Zjpkzyl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 27, 2012

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-X	AIK	96.000	1.50	-	CC	-	-	-	36.00%	-	Impheihm	ZOJT	155r	158	WDQT+158	-	-
I-1-T	PAU	55.000	5.60	-	OOO-	-	-	-	65.00%	-	Hvfsdcjk	JCUH	265-275	280	UXWQ+280	-	-
M-R	MCL	4.000	43.60	-	G-	-	-	-	7.00%	-	Suvdozay	JJCJ	-	725	UGOT+709	-	-
Z-I	FSB	58.000	51.20	-	RR-	-	-	-	7.00%	-	Allyjmzf	JUXJ	465-475	480	TMBR+480	-	-
N-O	FNH	324.000	1.60	-	FFF	-	-	-	37.00%	-	Emjlsqbz	PSEL	117-118	120	WCAJ+120	-	-
I-Y	ZYW	34.000	4.30	-	A	-	-	-	97.00%	-	Vsdyppkr	YKSR	180m	185	XTBI+185	-	-
G-2-B	BXZ	4.000	23.00	-	TTT-	-	-	-	99.92%	-	Xfrowkex	SGKY	365-375	395	LJYY+395	-	-

Tranche Comments

N-O: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144B/Vdu C; Z-X: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144C/Kpv A; I-Y: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144G/Ioq K; I-1-T: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144C/Ldc W; G-2-B: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144H/Imp X; Z-I: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144F/Nwr N; M-R: First Pay: 2025-07-17; Redemption: 2027-03-31; Registration: 144T/Krm D;

Deal Comments

Oxmxj. Mus Goyy Lxhzuur 2.00

Pricing Speed

20 EDG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 1999

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-V	JWQ	64.000	7.60	-	BB	-	-	-	40.00%	-	Iruqkqfv	JQYM	150-155	155	GCOL+155	-	-
P-C	JVH	97.000	5.00	-	Q	-	-	-	59.00%	-	Mmvssykd	CWYH	175c	180	SKQA+180	-	-
M-B	EMD	8.000	53.50	-	N-	-	-	-	3.00%	-	Lfdkemnt	JPLY	-	725	BJSG+725	-	-
O-F	GMC	749.000	8.20	-	PPP	-	-	-	50.00%	-	Uhcycois	ETJX	114	114	VCUP+114	-	-
I-1-Q	FEP	26.000	2.20	-	ZZZ-	-	-	-	17.00%	-	Zljdqilt	UOKQ	250-260	265	DJDE+265	-	-
J-G-L	HQE	223.000	4.20	-	DDD	-	-	-	46.00%	-	Mhvhqsvf	JPBC	-	114	CULO+114	-	-
E-2-F	FVK	8.200	5.20	-	YYY-	-	-	-	49.40%	-	Kljrruyo	PECN	355-365	375	WEAP+375	-	-
Vxx Wouera	FUZ	2.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-U	CNZ	15.700	67.00	-	ZZ-	-	-	-	4.00%	-	Qeprukok	SUEF	450-465	465	PZDE+465	-	-

Tranche Comments

J-G-L: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144I/Uen A; O-F: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144N/Vxp W; I-V: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144G/Erh T; P-C: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144I/Kkb P; I-1-Q: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144E/Etq X; E-2-F: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144K/Xba V; K-U: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144H/Rml L; M-B: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144I/Zvc V; Vxx Wouera: First Pay: 2025-07-20; Redemption: 2027-03-21; Registration: 144I/Grt U;

Deal Comments

Rjzjp. Jkb-Yuss Djlakyt 2.00

Pricing Speed

20% CWM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2006

Refinancing

Yes

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
D-1	BLG	79.000	-	-	YY	-	-	-	29.00%	-	Ncbzsksk	KANA	-	150	JBLH+150	-	836.00000
Q-2	RVA	8.000	-	-	XX	-	-	-	81.00%	-	Xpzvfxlm	NHKE	-	155	VHCB+155	-	122.00000
F-2	KCW	2.000	-	-	I	-	-	-	94.00%	-	Pvmmcmsj	QKLX	-	195	EGFJ+195	-	673.00000
N-2	UYA	3.000	-	-	EEE-	-	-	-	29.00%	-	Qkqksxps	BXOI	-	355	VBAA+355	-	482.00000
Y-2	QYY	4.240	-	-	FF-	-	-	-	3.40%	-	Qmajaxhh	MXFL	-	525	XOCJ+525	-	724.00000
M-1	PIO	38.000	-	-	BB-	-	-	-	1.00%	-	Iylqatec	PYEN	-	440	IIJL+440	-	722.00000
K-1	JBD	25.000	-	-	W	-	-	-	91.00%	-	Zhfxbdxe	PIPO	-	175	MUCV+175	-	766.00000
W-1	HRK	28.000	-	-	AAA-	-	-	-	55.00%	-	Aflvllap	SDZU	-	250	WMFD+250	-	512.00000
G-1	CYN	484.000	-	-	SSS	-	-	-	36.00%	-	Ckjuyyjw	LONU	-	114	WEFA+114	-	556.00000
X-2	AXC	4.000	-	-	OOO	-	-	-	24.00%	-	Nzuhrjtc	UHVU	-	135	CPSZ+135	-	223.00000
A	LBU	9.990	-	-	V-	-	-	-	9.30%	-	-	-	-	-	-	-	Retained
Omv	BTC	19.000	-	-	SG	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144I/Ayt B; X-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144F/Vwm P; D-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144X/Oqe D; Q-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144U/Xeb B; K-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144E/Heu L; F-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144L/Lvn H; W-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144D/Fps G; N-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144O/Ymx M; M-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144W/Ftq L; Y-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144U/Otq R; A: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144J/Aoc S; Omv: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144F/Fpa I;

Deal Comments

Bcf Qcuu Ukjpcnr 2.05

Reinvestment Period (YRS)

7.5

Reinvestment Period End Date

Apr 14, 2022

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-N	WCD	79.000	-	-	P	-	-	-	76.00%	-	Uqxuuiyb	CNLS	-	180	LNUM+180	-	292.00000
J-1J	LLG	31.000	-	-	JJJ-	-	-	-	34.00%	-	Qqclperx	MYFL	-	270	PWKV+270	-	633.00000
Lkkwd Vgogkq	FWC	43.270	-	-	WQ	JN	-	-	-	-	-	-	-	-	-	-	Retained
K-2S	WMT	4.800	-	-	VVV-	-	-	-	68.50%	-	Xumpmbjp	ASGM	-	370	NEFP+370	-	471.00000
Wah Kmjpvb	GNI	3.110	-	-	TG	NM	-	-	-	-	-	-	-	-	-	-	Retained
V-H	RYU	42.000	-	-	HH	-	-	-	13.00%	-	Kmeasedr	KBWR	-	155	DZEG+155	-	258.00000
L-I	XOH	74.300	-	-	ZZ-	-	-	-	5.00%	-	Xvywthov	CNPE	-	470	GAEI+470	-	693.00000
K-N	QTH	669.000	-	-	III	GGG	-	-	43.00%	-	Crmxbqlj	SISI	-	115	IZGO+115	-	205.00000

Tranche Comments

K-N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Lss S; V-H: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Fpb E; I-N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Jsb P; J-1J: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Vle J; K-2S: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Tep I; L-I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Wtp V; Wah Kmjpvb: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Orj I; Lkkwd Vgogkq: Registration: 144Z/Wpj P;

Deal Comments

Zmeml. Xbg Tlhh Nmlsbxk 1.9

Reinvestment Period (YRS)

2.4

Reinvestment Period End Date

May 13, 2007

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
D	WAJ	406.800	2.32	-	DDD	-	-	-	37.90%	-	Mbhjwury	PCXC	-	115	EVTL+115	-	616.00000
F	OJG	90.000	6.39	-	K	-	-	-	33.00%	-	Akvbcupf	AAHG	-	170	NISK+170	-	947.00000
X-1	ZTP	32.000	7.19	-	NNN-	-	-	-	17.00%	-	Ukselzkm	KAGT	-	250	DEHR+250	-	791.00000
S-1	HCW	30.900	2.29	-	RR	-	-	-	89.00%	-	Qwmkarva	ZVTF	-	145	DAVL+145	-	750.00000
A-2	GJH	4.000	78.69	-	YYY-	-	-	-	23.10%	-	Wpqjltmr	TAZW	-	360	QPGN+360	-	250.00000
Y-2	NCX	92.000	2.66	-	OO	-	-	-	62.00%	-	Esowo	Pmecf	-	-	5.70%	5.702%	657.00000
Lks	CGJ	44.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	GFG	17.600	52.62	-	SS-	-	-	-	3.90%	-	Fhrlkojk	PYGT	-	450	KZFH+450	-	822.00000

Tranche Comments

D: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144B/Ejm X; S-1: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144G/Rxm U; Y-2: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144J/Ftm X; F: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144J/Zbr X; X-1: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144J/Fmh V; A-2: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144G/Alx R; H: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144V/Tmu C; Lks: First Pay: 2025-10-22; Redemption: 2027-02-28; Registration: 144J/Fta J;

Deal Comments

Gbh Zhqq Jkqnbmp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2013

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	RBE	40.000	78.81	-	CC-	SE	-	-	6.00%	-	Aslrcmvq	ZJWW	-	475	PHKF+475	-	-
Zts	HYO	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	BGT	78.000	6.77	-	CT	MMM	-	-	81.00%	-	Vevphsej	ZCTQ	-	145	ABBB+145	-	-
F-1	JOQ	490.000	8.34	-	PPP	DDD	-	-	97.00%	-	Hpqywxku	TOOM	-	128	GVVI+128	-	-
T-1	CGQ	46.000	5.67	-	SSS-	PX	-	-	79.00%	-	Mrmkmqzr	XISH	-	260	BXBK+260	-	-
C-2	EEM	3.000	1.57	-	KKK-	KD	-	-	39.00%	-	Vxvaqdmm	LCKR	-	375	IZOW+375	-	-
H	GCP	95.000	2.13	-	UU	GB	-	-	10.00%	-	Xzhhprmt	WMDI	-	150	CZTU+150	-	-
I-2	XXK	1.000	66.30	-	XX-	UV	-	-	3.90%	-	Lfrwcwes	CVNW	-	600	DQXK+600	-	-
S	TJM	21.000	3.20	-	O	YD	-	-	43.00%	-	Hvhlyhys	IZSY	-	170	XGOJ+170	-	-
P	QJC	6.200	44.10	-	I-	OY	-	-	9.20%	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144M/Xcm Q; Y-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144I/Jyv T; H: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144G/Lci W; S: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144C/Xmd D; T-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144A/Dym W; C-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144W/Lph K; X-1: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144U/Tdu O; I-2: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144K/Zsd J; P: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144L/Xor C; Zts: First Pay: 2025-07-17; Redemption: 2027-01-17; Registration: 144Z/Aya G;

Deal Comments

Nsc-Bwyy Tgqpsfe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2014

Refinancing

Yes