FINSIGHT

Elevation CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1a	USD	238.000	5.50	Aaa	-	-	-	-	36.00%	-	Floating	SOFR	-	159	SOFR+159	-	-
A-1b	USD	50.000	5.50	Aaa	-	-	-	-	36.00%	-	Fixed	-	-	-	4.08%	-	-
A-2b	USD	13.500	7.10	Aaa	-	-	-	-	33.00%	-	Fixed	-	-	-	4.50%	-	-
B-1	USD	32.000	7.50	Aa2	-	-	-	-	24.60%	-	Floating	SOFR	-	249	SOFR+249	-	-
B-2	USD	5.800	7.50	Aa2	-	-	-	-	24.60%	-	Fixed	-	-	-	5.10%	-	-
C	USD	27.450	8.10	A3	-	-	-	-	18.50%	-	Floating	SOFR	-	350	SOFR+350	-	-
D-1	USD	19.800	8.70	-	-	BBB	-	-	14.10%	-	Floating	SOFR	450a	488	SOFR+488	-	-
D-2	USD	7.200	9.00	-	-	BBB	-	-	12.50%	-	Floating	SOFR	600a	601	SOFR+601	-	-
E	USD	17.100	9.30	Ba3	-	-	-	-	8.70%	-	Floating	SOFR	-	830	SOFR+830	-	-
Sub	USD	34.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1a: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; A-1b: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; A-2b: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; B-1 : First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; B-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; C: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; D-1: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; D-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; E: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S; Sub: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2026

WAL Test Period (YRS)

WAL Test Period End Date

Jul 25, 2031

ArrowMark Partners