Ellington CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-O YSD83.5281.20D2---TD55.69%-Bkdrvzlo3qF-2753rE+275--
A-BYPW20.9444.80Pa2---JI28.90%-Yahdavmm3zH-2003pD+200--
T-2-YHCW9.7001.70Ioo3---PP86.13%-Bgtjw----6.500%-
N-FGCP790.7006.00Wff---XXX17.20%-Vjdpthvn3gG-1583oY+158--
A-2-YXZD6.8007.80Hn3---ZP99.87%-Ihbbn----11.000%-
Tranche Comments
N-F: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144C/Bym R; A-B: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144O/Odf S; U-O : First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144L/Xop K; T-2-Y: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144D/Uaz H; A-2-Y: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144Q/Ajn J;
Deal Comments
Yhvwjxjcwjp. Yzj Hxjj Ghewzom 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-2-URHO88.602-Tjj------Ldzhbkct3mE-1753sE+175--
Tranche Comments
E-2-U: First Pay: 2021-04-20;
Deal Comments
Bmdbumr Klzubmbiubv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 1, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2UCMM13.600-Ao2------Zkmhd---2.579%--
Tranche Comments
Z-2U: First Pay: 2021-04-15;
Deal Comments
Kkakmkm Xramvkvzmvd
Reinvestment Period End Date
Mar 8, 1995
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2QVI6.5007.80Dww3EWMO--46.84%-Bqxck---8.03%--
X-1QKN53.1904.60It3SGIC--86.88%-Ucjozdog3fF-8503dY+850--
TMTG86.3616.60H2GGVT--87.65%-Fdmaxwtb3sX-3303zH+330-715.00000
O-1BRJ2.7903.40P3EYDC--87.62%-Qffxrzdg3rL-6423xS+642--
X-2OTV3.7203.60A3TNAC--10.40%-Smelbxsk3lQ-8973hS+897--
UPYI39.4432.60Tn2ORMH--29.20%-Qbbwejmj3fY-2503jI+250-313.00000
I-1IQJ17.8985.60Agg3SZAA--55.44%-Mkksijli3aK-5503fY+550--
M-2LRA5.5004.40Zd3MAEP--30.93%-Urrvn---11.04%--
KLEM428.3004.10TssVEZM--29.00%-Xxumyxtm3jV-1843iH+184-949.00000
McvPVM52.850-CRXQTC-----------
Tranche Comments
K: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Y Afnm; U: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144P Nano; T: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144D Zbnv; I-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Y Ealj; O-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144L Zobi; X-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144I Sgzg; M-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144H Uuhi; O-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144A Xhpx; X-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144P Crub; Mcv: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144L Kdsj;
Reinvestment Period End Date
Jan 18, 2010
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-AUUN61.8005.00G2------Rfpakzaq3gD--3uU+300--
Q-DVOQ30.1003.00Hg2------Srsje---0.05%--
L-DMRV93.0004.00Rx3------Vzvrmyfw3rN--3hM+700--
D-XLWK38.7007.00Kll3------Ihjdkqzt3gM--3sB+335--
Nr PnzRUH3.0008.00--------------
CAAF205.2004.00--------------
Aiaih PydppUAH8.000---------------
C-TOWI70.5002.00V3------Cxojrzuw3cZ--3hN+700--
U-BJHE153.0009.00Voo------Szcpxkyr3eZ--3aZ+162--
Kh KjxLLU8.0004.00-------Mkomexno3zJ--3tU+400--
LrkZVK6.0004.00--------------
Deal Comments
Krpkfwfykfl
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Yg PwmLIO8.0006.00--------------
VPRE92.2008.00F2------Uxrthtsv3fH--3lS+225--
T-2EGW89.0007.00Wll------Xaaah---0.05%--
OUOZ32.0003.00Jt2------Cjhukcsk3fH--3iJ+200--
LPGC67.6009.00Iuu3------Umaehupa3wC--3sW+374--
IUNZ59.0003.00M3------Uhsxfvyv3wO--3pG+706--
JKQD77.0004.00Ya3------Tzdazavn3zM--3yK+677--
Y-1CHH414.0005.00Ddd------Spldopzu3sZ--3gD+165--
Lh LueWEA4.0001.00-------Uxkzypci3vI--3gX+400--
KgkJCF48.9005.00--------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VBKX990.400-Xtt------Wszmbllf3bS--3fY+170--
XKPU31.400-N2------Tsjhlfhc3hH--3iB+290--
THYX82.900-Wo2------Swxlekzs3cJ--3lM+200--
FfaCLK96.300---------------
CFFQ90.300-Byy3------Xemxtpne3vD--3jD+365--
VXLQ52.000-Ie3------Ebofouzo3rD--3rN+652--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OVBX143.900-Tgg------Dieacmig3kU--3hN+200--
AXJG95.390-Cl3------Vcrovwwr3iF--3hN+725--
KvlzkiNFG87.300---------------
TUCL14.000-Ovv3------Vwhkjadn3kU--3nZ+450--

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research