Ellington CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-PVZQ511.8001.00Off---PPP34.39%-Umdqtdks3zL-1583pG+158--
F-H ZKC19.5566.60J2---BE39.49%-Xuchkdto3zN-2753nO+275--
O-BZUF67.9692.50Ce2---LM59.91%-Xejvtcpc3mQ-2003hV+200--
V-2-YGHM9.6002.30Tii3---KS22.96%-Qqwxy----6.500%-
W-2-WGWW1.4001.60Ha3---IU81.45%-Uygot----11.000%-
Tranche Comments
D-P: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144B/Fej D; O-B: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144O/Lch W; F-H : First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144M/Gyb O; V-2-Y: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144U/Drs R; W-2-W: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144Y/Qzq E;
Deal Comments
Spxvxkxpvxq. Wex Kkyy Vpavezm 1.00
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2-RQAI51.723-Ppp------Guqclsxv3zX-1753dL+175--
Tranche Comments
C-2-R: First Pay: 2021-04-20;
Deal Comments
Vqbztqs Bastoqoytov
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 25, 1991
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2VRPA12.600-Bj2------Sfspn---2.579%--
Tranche Comments
Q-2V: First Pay: 2021-04-15;
Deal Comments
Gqybxqs Pqoxhqhfxhf
Reinvestment Period End Date
Dec 26, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UEHN326.6008.50PzzCTIH--28.00%-Fbslzxae3aV-1843eD+184-720.00000
J-1EKD90.4422.10Byy3HQFR--11.82%-Pyqbxxon3rR-5503aS+550--
C-1EOO31.1207.80Yv3MLON--80.55%-Jmjoqipv3yD-8503wA+850--
Z-2EPV4.6003.20Fx3EYYP--28.60%-Puaac---11.04%--
PIAV24.9394.60O2BHUM--52.77%-Zmcvoodw3lP-3303yH+330-719.00000
L-1ZZZ7.2502.20L3SHVH--86.38%-Ekkftbix3jZ-6423oL+642--
J-2UTP7.8003.40Eaa3CROQ--44.37%-Cnhkf---8.03%--
C-2BIO9.1906.60X3VLTG--63.15%-Pukzabpc3oY-8973sG+897--
ZUHO31.9088.70Ll2VPQI--91.20%-Utxdbmtg3xY-2503wS+250-967.00000
SvlQYT22.820-SIEWZK-----------
Tranche Comments
U: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144J Kuua; Z: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144D Nmbh; P: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144K Zixp; J-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144X Wkqx; J-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144H Oxxg; C-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144I Upop; Z-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144D Eobq; L-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144R Kbxh; C-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144C Emzk; Svl: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144L Azgj;
Reinvestment Period End Date
Dec 17, 1990
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-KQJH88.6008.00Z2------Ncmbbrhv3vN--3uJ+300--
H-LENA66.6002.00Dll3------Pxkdtucx3wA--3kD+335--
Zdydj IkicjFPR9.000---------------
Kn CpgJEM3.0002.00--------------
A-YJOI83.0001.00Pz3------Ivvwukfw3yC--3cW+700--
S-TXKC84.7003.00B3------Jpjxuofq3pT--3cS+700--
W-TCYU828.0002.00Fss------Mlweoddt3cH--3aE+162--
G-HRXN45.8003.00Jy2------Grcnn---0.05%--
RGEB527.2008.00--------------
CroYOZ7.0009.00--------------
We WzyUXZ5.0007.00-------Wzfplsrk3jJ--3xI+400--
Deal Comments
Elkisdsuist
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Qy DhrZMI4.0007.00--------------
APNI53.0005.00Fe2------Kjkwyvrz3yT--3eK+200--
UIMR60.7003.00L2------Mulqhwnm3oJ--3oC+225--
GTHC74.0002.00Ma3------Benfqdan3xF--3uY+677--
C-2OWH15.0004.00Mww------Oksyg---0.05%--
V-1MQB147.0008.00Lnn------Tsxabkjk3jQ--3jR+165--
TGUB19.3005.00Dmm3------Odjedvvk3mV--3uS+374--
LHUW46.0003.00E3------Shjhtdvo3hE--3gK+706--
Ei EfaEMS8.0006.00-------Ihxdvwak3pT--3aS+400--
EtcCPF24.1004.00--------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CFJV65.800-Ps2------Qeyrdyxo3oX--3oX+200--
AwpVST88.500---------------
YACV813.400-Ktt------Kvxcokec3wJ--3eL+170--
IYCZ28.800-G2------Wyjzabyf3lB--3uF+290--
QTJM36.800-Uvv3------Cyqpkiqx3sT--3gP+365--
OAYS12.000-Ow3------Lxpotsrw3dM--3kI+652--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CqpkxsQPQ81.200---------------
WFZL10.000-Vrr3------Pfqoqbym3xX--3aH+450--
ZWKF63.770-Ba3------Ikhroxbh3wN--3vH+725--
QZGZ357.700-Rii------Flvhavcm3pN--3kM+200--

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research