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
N	HNX	916.400	2.10	Jmm	CY	JJ	-	-	34.00%	-	Yhmuuexj	3gG	-	-	184	3yM+184	-	301.00000
T-2	XAY	5.600	1.90	Uee3	UG	LW	-	-	55.30%	-	Yncsm	-	-	-	-	8.03%	-	-
A-2	MTU	1.600	9.80	Le3	KF	YZ	-	-	72.26%	-	Zmkao	-	-	-	-	11.04%	-	-
I	RGK	48.294	7.50	M2	SC	VT	-	-	22.69%	-	Hzvdqufq	3rN	-	-	330	3jN+330	-	148.00000
T-2	VMR	3.720	6.10	O3	TY	VP	-	-	45.76%	-	Amqedzwy	3tR	-	-	897	3aL+897	-	-
Z-1	IRY	59.490	1.90	Gxx3	DD	KU	-	-	85.53%	-	Jbkkyomn	3dN	-	-	550	3iY+550	-	-
Z	UKQ	78.103	2.90	Kt2	VS	PQ	-	-	22.80%	-	Bubbvqhu	3kK	-	-	250	3wV+250	-	733.00000
L-1	OZV	22.500	1.20	Nw3	VY	KB	-	-	76.37%	-	Qdlemjyv	3aR	-	-	850	3pL+850	-	-
R-1	TFC	7.157	2.80	Q3	LW	ZU	-	-	57.18%	-	Irflxqyx	3eH	-	-	642	3mN+642	-	-
Wak	FIR	10.600	-	HJ	XN	JW	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

N: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144H Kvsm; Z: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144F Jcxs; I: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144T Poeq; Z-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144K Ugzc; T-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144G Ehca; L-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144N Xcol; A-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144J Gsjl; R-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144T Xzaf; T-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144U Mvev; Wak: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144A Grlb;

Reinvestment Period End Date

May 16, 2000