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
Refinancing
Yes
WAL Test Period End Date
Dec 16, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-EFYN527.000--VVV-----Tcoksabf3hO--3zB+155--
UqhmwuHAL4.000---------------
A-PZZC18.920--ZZZ-----Vrxjaikv3dW--3rS+440--
S-KMRR73.840--B-----Oykfsrio3fQ--3rW+295--
G-YSCS93.600--QQ------Qmxkkvcs3cD--3tI+800--
S-ZPCK62.550--EE-----Pbemlual3nN--3jT+215--
Deal Comments
Tdtstwtastu
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BHOE39.400--X-----Alkcqanr3wF--3lS+275--
KvlkfbWJL97.200---------------
J-1QSA50.600--QQ-----Fcxuaoea3cY--3cV+190--
K-2VLP27.000--MM-----Igmny---0.035%--
MTCU61.000--KK------Ouffwwbg3jS--3aZ+650--
HJEL513.000--UUUGGG----Cbdsphpu3fS--3zI+140--
CKCZ83.100--EEE-----Yxbkrvoh3fC--3gC+450--

B&I

BWICS & Inventory

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Research