FINSIGHT

Ellington CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	237.500	1.00	Aaa	-	-	-	AAA	49.71%	-	Floating	3mL	-	158	3mL+158	-	-
B-R	USD	45.125	2.50	Aa2	-	-	-	NR	40.16%	-	Floating	3mL	-	200	3mL+200	-	-
C-R	USD	29.213	2.90	A2	-	-	-	NR	33.97%	-	Floating	3mL	-	275	3mL+275	-	-
D-2-R	USD	5.700	3.30	Baa3	-	-	-	NR	25.83%	-	Fixed	-	-	-	-	6.500%	-
E-2-R	USD	3.050	3.90	Ba3	-	-	-	NR	15.77%	-	Fixed	-	-	-	-	11.000%	-

More Details

Tranche Comments

A-R: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144A/Reg S; B-R: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144A/Reg S; C-R : First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144A/Reg S; D-2-R: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144A/Reg S; E-2-R: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 1.00

Refinancing

Yes

Ellington Management Group