ELM CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-RRUSD319.000--AAA-----Floating3mL-1173mL+117--
B-RRUSD55.250--AA-----Floating3mL-1753mL+175--
C-RRUSD35.250--A-----Floating3mL-2353mL+235--
D-1-RRUSD2.110--BBB------Floating3mL-3253mL+325--
D-2-RRUSD26.140--BBB------Fixed---5.145%--
E-RRUSD18.500--BB------Floating3mL-6503mL+650--
Tranche Comments
A-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; B-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; C-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; D-1-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; D-2-RR: First Pay: 2019-07-17; Redemption: 6/25/2020; E-RR: First Pay: 2019-07-17; Redemption: 6/25/2020;
Deal Comments
Refinancing
Reinvestment Period (YRS)
2
Reset
Yes
WAL Test Period End Date
Dec 16, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-AAWY62.840--XX-----Wppxyvxj3fE--3zK+215--
UvfqgsUUG2.000---------------
Z-OLEW75.300--FF------Mfepqceh3sG--3jR+800--
A-WMAI865.000--TTT-----Jwjhhhws3tH--3zL+155--
T-ULOU52.350--Z-----Akrcqczd3iV--3iE+295--
Z-CUKV93.730--VVV-----Cdvbrmnz3yM--3uO+440--
Deal Comments
Vqrtzuzhtzu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WVWW19.900--VVV-----Glcbecjp3qD--3sV+450--
SVUN58.000--FF------Shvblfne3eF--3gR+650--
EJNS94.800--D-----Dmfpxrjx3bN--3cV+275--
H-1EBN20.900--CC-----Ypcambby3rL--3jQ+190--
EQEI723.000--PPPXXX----Jyoajfaq3hW--3uB+140--
E-2AEH84.000--YY-----Gwmpw---0.035%--
IxognfVLK54.700---------------

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