FINSIGHT

Ellington CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Ellington Management Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S-U	OYN	66.261	7.50	X2	-	-	-	WK	59.32%	-	Tloybqkx	3vU	-	-	275	3tE+275	-	-
T-2-Y	BYW	3.600	5.40	Tf3	-	-	-	KE	88.83%	-	Ttubj	-	-	-	-	-	11.000%	-
Z-I	IQM	691.200	5.00	Huu	-	-	-	III	90.73%	-	Wiyctdix	3dW	-	-	158	3mG+158	-	-
J-L	FKX	74.378	2.70	Nk2	-	-	-	MZ	38.47%	-	Myfczwox	3nW	-	-	200	3jH+200	-	-
K-2-W	RVM	8.700	1.10	Ztt3	-	-	-	MD	32.78%	-	Tfatp	-	-	-	-	-	6.500%	-

Tranche Comments

Z-I: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144D/Vsf U; J-L: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144N/Mpa M; S-U : First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144W/Jse W; K-2-W: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144P/Qpq W; T-2-Y: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144B/Vmz T;

Deal Comments

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