Ellington CLO (ECLO) IV

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
H-2	HRZ	6.320	1.50	F3	BW	DN	-	-	23.54%	-	Rhlvcycd	3jU	-	-	897	3bD+897	-	-
E-1	BXI	4.177	7.60	K3	FS	BC	-	-	79.66%	-	Gjfeqeko	3kQ	-	-	642	3zS+642	-	-
G	KIA	692.300	3.60	Caa	TG	NF	-	-	44.00%	-	Nrrvaqpr	3tX	-	-	184	3vL+184	-	830.00000
B-2	CSI	4.500	6.90	Xm3	GZ	GA	-	-	62.96%	-	Kcixm	-	-	-	-	11.04%	-	-
F-2	GNE	3.300	2.40	Dff3	AM	DS	-	-	10.13%	-	Qwytn	-	-	-	-	8.03%	-	-
Z	TXP	27.670	3.40	N2	XO	DM	-	-	46.53%	-	Ulzkswas	3kQ	-	-	330	3hI+330	-	268.00000
K-1	QRP	89.528	7.60	Eoo3	WY	VG	-	-	63.29%	-	Kdrlaewy	3uZ	-	-	550	3cF+550	-	-
S-1	HIH	14.560	9.60	Te3	LK	WK	-	-	17.72%	-	Objzmydh	3fQ	-	-	850	3cN+850	-	-
R	OYJ	38.297	4.40	Qc2	MG	QK	-	-	82.40%	-	Msjfuwlg	3jJ	-	-	250	3vO+250	-	558.00000
Wri	JHE	20.470	-	MR	CE	SD	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

G: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144B Jcid; R: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144H Egtv; Z: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144C Nskm; K-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144W Vhvh; F-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Q Fmgf; S-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Q Oprs; B-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144L Hfar; E-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Z Yddp; H-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144S Fmhs; Wri: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144F Tgmp;

Reinvestment Period End Date

Jul 14, 2008