2021-15(R)

Elevation CLO (AWPT) 2021-15(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	USD	4.000	2.20	Aaa	-	-	-	-	-	-	Floating	3mL	85	100	3mL+100	-	-
A-1-R	USD	240.000	6.20	Aaa	-	-	-	-	40.00%	-	Floating	3mL	-	121	3mL+121	-	-
A-2-R	USD	20.000	7.50	Aaa	-	-	-	-	35.00%	-	Floating	3mL	145-150	150	3mL+150	-	-
B-R	USD	42.600	8.10	Aa2	-	-	-	-	24.35%	-	Floating	3mL	-	180	3mL+180	-	-
C-R	USD	20.000	8.60	A2	-	-	-	-	19.35%	-	Floating	3mL	240	247	3mL+247	-	-
D-R	USD	25.400	9.00	Baa3	-	-	-	-	13.00%	-	Floating	3mL	375	361	3mL+361	-	-
E-R	USD	20.000	9.50	Ba3	-	-	-	-	8.00%	-	Floating	3mL	750	768	3mL+768	-	-
Sub	USD	38.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; A-1-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; A-2-R : First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; B-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; C-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; D-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; E-R: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only; Sub: First Pay: 2022-04-25; Redemption: 2023-12-23; Registration: 144A Only;

Deal Comments

Reset.Non Call Period:2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2027

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 25, 2031

Research

AllReportsSurveillanceOther