Elevation CLO (AWPT) 2021-14

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD3.750-Aaa------Floating3mL85953mL+95-100.00000
A-1USD300.000-Aaa----40.00%-Floating3mL1201203mL+120-100.00000
A-2USD25.000-Aaa----35.00%-Floating3mL140-1451503mL+150-100.00000
BUSD53.250-Aa2----24.35%-Floating3mL1751753mL+175-100.00000
CUSD25.000-A2----19.35%-Floating3mL220-2252303mL+230-100.00000
D-1USD21.750-Baa3----15.00%-Floating3mL3253253mL+325-100.00000
D-2USD15.000-Ba1----12.00%-Floating3mL5205203mL+502-98.75000
EUSD20.000-Ba3----8.00%-Floating3mL700a7503mL+720-98.00000
SubUSD45.990--------------Retained
Tranche Comments
X: First Pay: 2022-04-20; Registration: 144A Only; A-1: First Pay: 2022-04-20; Registration: 144A Only; A-2: First Pay: 2022-04-20; Registration: 144A Only; B: First Pay: 2022-04-20; Registration: 144A Only; C: First Pay: 2022-04-20; Registration: 144A Only; D-1: First Pay: 2022-04-20; Registration: 144A Only; D-2: First Pay: 2022-04-20; Registration: 144A Only; E: First Pay: 2022-04-20; Registration: 144A Only; Sub: First Pay: 2022-04-20; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
9
Research
AllReportsSurveillanceOther

Explore all other research.