Elevation CLO (AWPT) 2020-11

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD320.000--AAAAAA--36.00%-Floating3mL-1323mL+132--
BUSD60.000--AA---24.00%-Floating3mL-1653mL+165--
CUSD30.000--A---18.00%-Floating3mL-2203mL+220--
D-1USD27.500--BBB---12.50%-Floating3mL-3853mL+385--
D-2USD5.000--BBB----11.50%-Floating3mL-4353mL+435--
EUSD15.000--BB----8.50%-Floating3mL--3mL+752--
SubUSD47.000---------------
Tranche Comments
A: First Pay: 2020-10-15; Registration: 144A Only; B: First Pay: 2020-10-15; Registration: 144A Only; C: First Pay: 2020-10-15; Registration: 144A Only; D-1: First Pay: 2020-10-15; Registration: 144A Only; D-2: First Pay: 2020-10-15; Registration: 144A Only; E: First Pay: 2020-10-15; Registration: 144A Only; Sub: First Pay: 2020-10-15; Registration: 144A Only;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
9
Research
AllReportsSurveillanceOther

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