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Market Overview
Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Ellington Management Group
Ellington CLO
I(R)
Ellington CLO (ECLO) I(R)
ABS
CLOS
PRCD
ECLO I(R) (USD 23m)
Ellington Management Group
CTI
USOA
Feb 26, 2021
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A-2L
HMV
12.200
-
Di2
-
-
-
-
-
-
Iapgo
-
-
-
2.579%
-
-
Tranche Comments
A-2L: First Pay: 2021-04-15;
Deal Comments
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Reinvestment Period End Date
Apr 9, 1995
Refinancing
Yes
Commentary
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