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Market Overview
Parent Companies
Ellington Management Group
Consumer Installment Loan Trust
Consumer Installment Loan Trust
ABS
HYC
IGC
APAC
EMEA
LATM
USOA
Deals
ABS
ESOT
CILO 2016-LD1 (USD 87m)
Ellington Management Group
CSG
USOA
Aug 19, 2016
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A
USD
87.000
1.18
-
-
-
-
-
-
-
Fixed
YLD
-
300
3.96%
4.000%
99.99219
B
USD
18.650
3.13
-
-
-
-
-
-
-
Fixed
-
-
-
-
-
Retained
More Details
Tranche Comments
A: Registration: 144A Only; Comments: 10% Clean-Up Call; B: Registration: 144A Only; Comments: 10% Clean-Up Call;
Collateral
Originated by Loan Depot;
Pricing Speed
20% CPR to Call
B&I
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