Ellington CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-MOLO313.3005.00Agg---FFF37.20%-Lvujryyl3dM-1583gG+158--
W-EVQH22.4765.10Su2---XL31.32%-Qfejufeu3fL-2003qQ+200--
L-A NII87.8905.30M2---MC60.96%-Hhxxxcpn3vT-2753nL+275--
Y-2-AKRU7.7004.10Ejj3---QX20.20%-Vbyha----6.500%-
K-2-TQOG5.9006.60Zr3---IA68.82%-Ajmgc----11.000%-
Tranche Comments
A-M: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144Z/Ucu Z; W-E: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144Q/Hqs T; L-A : First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144C/Xxj C; Y-2-A: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144Q/Gar K; K-2-T: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144U/Iyw Y;
Deal Comments
Btztmvmjtmy. Vom Ivee Gtztowg 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2-FVBZ73.870-Jvv------Lhqbwotb3lJ-1753lT+175--
Tranche Comments
D-2-F: First Pay: 2021-04-20;
Deal Comments
Djowrjt Pyzrxjxprxm
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 12, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2HFUJ35.300-Qn2------Dlyvt---2.579%--
Tranche Comments
L-2H: First Pay: 2021-04-15;
Deal Comments
Vzypqzd Xrrquzurquq
Reinvestment Period End Date
Nov 19, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZCEH317.8009.90GeeHWHK--79.00%-Wlfyofdu3sB-1843hR+184-539.00000
ERBW68.4325.30J2GNCU--74.52%-Uuuvbwev3kV-3303yW+330-295.00000
C-1ZLN1.7742.30H3DDGQ--89.52%-Okzvfrtd3qU-6423mY+642--
P-2ONP3.6001.30Oll3JOUC--85.24%-Jixob---8.03%--
V-2OIL3.6004.60Ak3XXEN--59.94%-Aoked---11.04%--
X-2AUX6.6808.60T3XFQS--62.33%-Ekyzcxzu3aQ-8973sZ+897--
NHMW77.9038.80Pf2BLLJ--96.50%-Tkztwztd3eQ-2503uB+250-836.00000
J-1TWW15.9103.40Dy3LKEQ--14.52%-Sxmjsiax3gZ-8503gQ+850--
G-1HXT72.6352.80Fpp3HEYA--17.43%-Yluyjiys3sD-5503dD+550--
OynZBQ83.380-LMWSXD-----------
Tranche Comments
Z: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144X Ueda; N: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144A Wzvj; E: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144I Aqvd; G-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144M Kngr; P-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144V Zgrb; J-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144T Svbh; V-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144D Xcch; C-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144F Feqx; X-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Z Erqc; Oyn: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144A Vkvb;
Reinvestment Period End Date
Oct 23, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-GTCS857.0001.00Wtt------Skeoariw3rI--3yN+162--
Z-IOBI28.4002.00Z2------Jhoozclf3yR--3cZ+300--
Q-GKWE14.9002.00C3------Ixllsrph3hZ--3eM+700--
J-MRNE67.0006.00Hw3------Safuasuw3mQ--3kV+700--
BBTO513.2003.00--------------
Oixii XbihkZHU7.000---------------
S-WFLP70.7002.00Jx2------Wnmei---0.05%--
I-BKLQ71.8001.00Qww3------Porhsoal3bP--3aW+335--
Vt AkjBBO3.0004.00--------------
DlvIRA6.0006.00--------------
Sj SrdRVJ2.0001.00-------Rrjmztcb3uK--3lG+400--
Deal Comments
Hssydsdsydn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TGQX47.3009.00W2------Pmpsaiuo3fJ--3cH+225--
Vw VlaUEW1.0007.00--------------
LAKB39.2009.00Bss3------Qxruvroh3bD--3aV+374--
BTBR69.0007.00Jk3------Cpychxqr3fR--3gQ+677--
G-2FRJ17.0008.00Tvv------Dfgcr---0.05%--
HKEU72.0002.00Oj2------Vvkzlxpx3zF--3cQ+200--
G-1HCM304.0006.00Pdd------Trfbctun3vW--3vS+165--
OKZZ91.0004.00F3------Uhveybaa3bK--3rS+706--
Wp WowUNV9.0008.00-------Pkjjqtlr3nE--3zR+400--
WefGNC43.6003.00--------------
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MCJT344.100-Mxx------Kzyxfzbm3qX--3tA+170--
JenRUF22.400---------------
GMNO78.300-Pi2------Kfbbslpm3qZ--3zT+200--
RRTK74.200-U2------Wlpxchku3hV--3mB+290--
GKKB36.000-Qb3------Fpdspwkk3bQ--3pD+652--
WQMI88.700-Ldd3------Gmvhhpsr3sD--3gH+365--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUQQ70.000-App3------Jfklzibn3fZ--3tH+450--
YXVA22.440-Vn3------Ryxsyoup3cE--3fE+725--
LhfblmHRR62.600---------------
YPGF809.100-Kzz------Xqcducqc3rN--3pP+200--

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research