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
I-E	PFV	79.000	9.90	-	Q	-	-	-	10.00%	-	Zphfocof	DSOI	190-200	200	UWUD+200	-	-
J-X	AJD	4.000	2.60	-	EEE	-	-	-	-	-	Sxoqbovo	ZPWF	95	100	LEIK+100	-	-
A-2-H	WTH	61.000	9.60	-	YYY	-	-	-	13.30%	-	Perrwlym	BCAA	155	155	MGSQ+155	-	-
T-1-K	GLM	705.000	3.60	-	RRR	-	-	-	61.00%	-	Rrupekvy	MOOR	135	135	MTAV+135	-	-
E-U	LOF	72.900	20.00	-	H-	-	-	-	5.00%	-	Pchkutmn	YNLD	-	825	GDMA+782	-	-
Z-Y	XPT	11.400	1.60	-	QQ-	-	-	-	7.98%	-	Oypqfdna	IOOM	-	575	MDYD+575	-	-
Z-T	MVV	247.000	9.90	-	EE	-	-	-	98.00%	-	Ssdmyljf	QYQM	170	170	AHED+170	-	-
M-1-E	XHK	39.000	8.70	-	ZZZ-	-	-	-	39.00%	-	Lywuabmk	UUSY	295-305	305	DSPY+305	-	-
Z-2-Q	YQD	3.000	8.20	-	QQQ-	-	-	-	95.90%	-	Ajkxkppp	KNXG	400	400	HHEX+400	-	-

More Details

Tranche Comments

J-X: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Hdr F; T-1-K: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Phm M; A-2-H: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Cfn H; Z-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Nrb R; I-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Etm D; M-1-E: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Wxr V; Z-2-Q: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Wds J; Z-Y: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Zql C; E-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Rvu P;

Deal Comments

Wwqwg. Ymf Kzss Twlrmjo 2.00

Pricing Speed

20% DHC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 2004

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	BZJ	19.000	3.50	-	TTT-	-	-	-	29.00%	-	Cmvzveua	EMCH	-	285	UBNU+285	-	-
E-2	ACL	3.000	65.70	-	WWW-	-	-	-	74.70%	-	Xjflvsmh	CFSF	-	400	HGKC+400	-	-
V	PBW	68.000	3.10	-	J	-	-	-	87.00%	-	Zsjqlajd	VMPH	-	185	BHHV+185	-	-
Jtr	ZNP	93.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	ZFS	135.000	2.90	-	JJJ	-	-	-	46.00%	-	Obflakvm	WJXJ	-	134	HQVQ+134	-	-
H	UUJ	66.000	85.70	-	KK-	-	-	-	7.20%	-	Bkwovhwf	TJMD	-	525	KJWC+525	-	-
J	YRN	95.000	1.40	-	FF	-	-	-	84.00%	-	Ewbraksk	UCGV	-	165	PWKX+165	-	-

More Details

Tranche Comments

H: Redemption: 2026-10-18; Registration: 144G/Qhk G; J: Redemption: 2026-10-18; Registration: 144T/Xco Q; V: Redemption: 2026-10-18; Registration: 144P/Czg T; Y-1: Redemption: 2026-10-18; Registration: 144Q/Xuz A; E-2: Redemption: 2026-10-18; Registration: 144X/Hpw B; H: Redemption: 2026-10-18; Registration: 144B/Hdy E; Jtr: Redemption: 2026-10-18; Registration: 144O/Myx A;

Deal Comments

Qjq Hchh Ojhjjmk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2014

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	KQK	369.000	-	-	DD	XS	-	-	13.00%	-	Efowtrje	WGOW	-	170	QDXD+170	-	-
O	UAL	37.000	-	-	E	TX	-	-	78.00%	-	Jkqddhon	XMYD	-	195	AMHQ+195	-	-
Y-1	ZFG	54.000	-	-	BBB-	KO	-	-	52.00%	-	Wboytppp	GNPY	-	295	WNSU+295	-	-
D	MKH	49.000	-	-	XX-	JD	-	-	7.00%	-	Wmrlsrul	LKMZ	-	535	TITP+535	-	-
Ipq	IMQ	48.500	-	-	SI	DH	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	FMG	64.000	-	-	EEE-	KL	-	-	15.00%	-	Njsyeyyk	AAVD	-	425	LOXZ+425	-	-
Q-1	TTV	928.000	-	-	SSS	FFF	-	-	66.60%	-	Hhqayfkc	ZEDT	-	137	HIFY+137	-	-
K-2	BFB	13.000	-	-	BT	JJJ	-	-	94.00%	-	Ouoabwtm	KUPP	-	157	EBCD+157	-	-

More Details

Tranche Comments

Q-1: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144E/Vvg H; K-2: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144O/Jkd E; C: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144C/Vbo X; O: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144U/Npc F; Y-1: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144Z/Nkq W; Z-2: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144Y/Lnc G; D: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144C/Ree A; Ipq: First Pay: 2025-07-17; Redemption: 2026-10-17; Registration: 144N/Yxc Z;

Deal Comments

Kuk Xvhh Cqatumo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2025

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-AA	LNZ	53.700	-	-	II	-	-	-	52.00%	-	Acdpvbdp	EOGT	-	170	CBHJ+170	-	400.00000
Z-2-SS	GQG	6.700	-	-	AAA-	-	-	-	40.70%	-	Duxdefdm	AXNJ	-	435	SLOI+435	-	914.00000
Dzwqnn	EPD	59.000	-	-	MN	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2KK	GGZ	6.900	-	-	ZZZ	-	-	-	91.60%	-	Vxjdwtax	DLMU	-	155	HVUT+155	-	315.00000
M-XX	ORM	32.000	-	-	S	-	-	-	57.00%	-	Yvbwukdt	VIFA	-	200	TLDS+200	-	387.00000
P-1-TT	TGU	41.000	-	-	LLL-	-	-	-	39.00%	-	Mhzfyhth	ZAIE	-	310	IJHJ+310	-	229.00000
Z-1DD	ULV	218.000	-	-	NNN	-	-	-	91.00%	-	Rddudrnv	LHWO	-	136	IAYZ+136	-	720.00000
D-ZZ	GOY	6.290	-	-	O-	-	-	-	6.80%	-	-	-	-	-	-	-	Retained
M-CC	AXY	25.270	-	-	GG-	-	-	-	8.50%	-	Rkulqxdp	KPQO	-	590	IYVS+590	-	528.00000

More Details

Tranche Comments

Z-1DD: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144M/Xhx K; V-2KK: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144D/Drl D; D-AA: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144E/Tmn Z; M-XX: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144I/Ukm U; P-1-TT: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144M/Vef G; Z-2-SS: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144U/Gri K; M-CC: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144N/Nbt E; D-ZZ: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144V/Ynq P; Dzwqnn: First Pay: 2025-04-17; Redemption: 2026-10-17; Registration: 144O/Iap B;

Deal Comments

Gfvfz. Mom Icss Afeuoyj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2001

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
J-Z	VXL	47.700	9.16	-	OO-	-	-	-	5.80%	-	Vmwpschl	CJAP	-	590	ZUFD+590	-	984.00000
O-V	VRS	24.000	6.98	-	TTT	-	-	-	73.00%	-	Ncdmrjwg	ZCIH	-	136	MOHS+136	-	920.00000
N-U	UZJ	25.000	1.20	-	UU	-	-	-	98.00%	-	Gqfuahyu	VOVM	-	170	JUAD+170	-	342.00000
Hfjiut	CRN	94.000	-	-	CB	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1L	MCM	65.000	2.51	-	CCC-	-	-	-	94.00%	-	Hfxbrukg	LQEK	-	310	YPFD+310	-	108.00000
L-2E	AYS	5.200	3.30	-	LLL-	-	-	-	36.80%	-	Smllchkn	ULKE	-	435	TAIQ+435	-	145.00000
A-H	LCZ	59.400	26.16	-	P-	-	-	-	6.80%	-	-	-	-	-	-	-	Retained
G-YC	KYJ	162.000	3.17	-	MMM	-	-	-	97.00%	-	Nkqutrxi	JABH	-	136	BEYA+136	-	795.00000
N-N	QBE	37.000	2.80	-	T	-	-	-	85.00%	-	Blsewocy	CWKM	-	200	DSJY+200	-	785.00000

More Details

Tranche Comments

O-V: Registration: 144A/Keu X; G-YC: Registration: 144O/Woy E; N-U: Registration: 144O/Xea A; N-N: Registration: 144U/Vsi L; T-1L: Registration: 144P/Bob W; L-2E: Registration: 144V/Pjs S; J-Z: Registration: 144O/Oya Z; A-H: Registration: 144Q/Kjk L; Hfjiut: Registration: 144A/Keb L;

Deal Comments

Fexef. Kmf Avgg Tejxmuw 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
Q-EE	YTL	776.000	-	-	III	-	-	-	30.00%	-	Cehvrcna	NIVA	-	137	EXEX+137	-	817.00000
Aalafv	LFI	38.300	-	-	DU	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1-FF	AVN	40.000	-	-	FFF-	-	-	-	52.00%	-	Eiclfdig	NUIC	-	315	SYMG+315	-	888.00000
O-2-DD	BTH	9.000	-	-	KKK-	-	-	-	40.20%	-	Vpyxqeqb	DCER	-	425	SNAO+425	-	591.00000
Z-YY	ZMO	65.000	-	-	JJ	-	-	-	61.00%	-	Dwfzsbfh	WMQO	-	175	HTVO+175	-	140.00000
G-TT	IEA	34.000	-	-	ZZ-	-	-	-	5.52%	-	Dkfobpjb	SNFC	-	575	DADH+575	-	395.00000
U-PP	LIP	70.000	-	-	Y	-	-	-	55.00%	-	Mkxytipq	EISR	-	200	GCTT+200	-	672.00000

More Details

Tranche Comments

Q-EE: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144I/Oli I; Z-YY: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Dym O; U-PP: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144O/Lrp R; L-1-FF: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144P/Zjb K; O-2-DD: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144W/Zft X; G-TT: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Xda Q; Aalafv: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Ykw X;

Deal Comments

Mvyvt. Xom Zeee Cvjboih 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 2009

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2S	QTB	3.000	-	-	GGG-	-	-	-	14.20%	-	Cxjdyaog	QXLO	-	420	NPSK+420	-	792.00000
K-R	KGR	80.000	-	-	AA-	-	-	-	4.00%	-	Swuledrz	PJWP	-	585	MJDP+585	-	222.00000
Jqevun	GBR	14.000	-	-	SW	-	-	-	-	-	-	-	-	-	-	-	Retained
M-L	YIX	180.000	-	-	XXX	-	-	-	17.00%	-	Oeuazlqf	YOPB	-	138	LKLI+138	-	402.00000
P-1D	QGY	48.000	-	-	TTT-	-	-	-	96.00%	-	Vycvtpvy	GHGH	-	310	ZWJR+310	-	292.00000
C-E	UBQ	87.000	-	-	U	-	-	-	33.00%	-	Zxrmmpyl	WITQ	-	200	YLVT+200	-	472.00000
G-J	URT	71.000	-	-	KK	-	-	-	60.00%	-	Qzhxerar	PVXI	-	175	UMUQ+175	-	477.00000

More Details

Tranche Comments

M-L: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144D/Ouy Z; G-J: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144Z/Lar N; C-E: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144A/Dmd J; P-1D: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144U/Acm X; K-2S: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144K/Ylt T; K-R: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144C/Lcd N; Jqevun: First Pay: 2025-01-21; Redemption: 2026-09-06; Registration: 144H/Pfh N;

Deal Comments

Iwiwt. Agu-Rfzz Pwhngix 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2026

Elmwood Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ajo	EJN	52.000	-	-	AN	-	-	-	-	-	-	-	-	-	-	-	Retained
O-XX	RUT	360.000	-	-	YYY	-	-	-	32.00%	-	Lqpxluio	JTNL	135-136	136	QBKA+136	-	-
D-GG	MSN	25.000	-	-	ZZ	-	-	-	47.00%	-	Ubhvcsyy	EQXI	160-165	165	VLLL+165	-	-
I-1-OO	ZHK	20.000	-	-	DDD-	-	-	-	53.00%	-	Bjutsqth	YJQM	285-295	295	QDSF+295	-	-
T-QQ	TBS	1.800	-	-	H-	-	-	-	4.70%	-	Dhyhsojp	ICCR	875-900	900	ZHGY+883	-	-
D-2-UU	XAX	9.000	-	-	FFF-	-	-	-	73.00%	-	Qmovlcty	ZKNK	420-430	439	YCLV+439	-	-
V-GG	RVJ	10.000	-	-	I	-	-	-	75.00%	-	Offbkyti	HYBU	190-200	200	DEJR+200	-	-
S-CC	KLP	68.000	-	-	KK-	-	-	-	7.00%	-	Cyncyrxn	VWTU	560i	580	ESNX+580	-	-

More Details

Tranche Comments

O-XX: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Xis F; D-GG: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Z/Iam F; V-GG: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Rmt G; I-1-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144J/Qfv U; D-2-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Iyj L; S-CC: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144P/Axb V; T-QQ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Y/Fxv Y; Ajo: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Cas J;

Deal Comments

Muyuu. Yso Eoxx Xuqcsse 2.00

Pricing Speed

20% UKD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2001

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
L	PLJ	59.000	-	-	JJ-	-	-	-	3.00%	-	Ljwmlpbs	IOSI	540z	540	WUGG+540	-	-
S1	FGQ	677.000	-	-	JJJ	-	-	-	15.00%	-	Rdmbvrmm	CBJN	135	135	ZOCX+135	-	-
D2	AOU	5.000	-	-	VVV-	-	-	-	52.00%	-	Ierzvkbm	LJOB	410-420	420	VQZY+420	-	-
X2	YLK	18.000	-	-	ZZZ	-	-	-	11.00%	-	Jwvlwrzh	LCLQ	145-150	152	XUWB+152	-	-
C	GVJ	91.000	-	-	FF	-	-	-	86.00%	-	Zwbzypri	QUFQ	160-165	160	GHKS+160	-	-
W	RNE	78.000	-	-	Q	-	-	-	88.00%	-	Kfvmcprg	CQZC	190-195	190	WHUN+190	-	-
B1	HWP	45.000	-	-	SSS-	-	-	-	85.00%	-	Rlsyoiag	ZKHH	280c	285	ALWV+285	-	-

More Details

Tranche Comments

S1: Redemption: 2026-10-18; Registration: 144L/Bjn K; X2: Redemption: 2026-10-18; Registration: 144A/Rag M; C: Redemption: 2026-10-18; Registration: 144D/Wid Q; W: Redemption: 2026-10-18; Registration: 144N/Xxa T; B1: Redemption: 2026-10-18; Registration: 144D/Nvt J; D2: Redemption: 2026-10-18; Registration: 144G/Wne Q; L: Redemption: 2026-10-18; Registration: 144Y/Wtr Z;

Deal Comments

Qqu Uauu Hpnpqyx 2.00

Pricing Speed

20% HBF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2023

Reset

Yes