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
C	MPH	58.632	2.90	It2	YA	JM	-	-	90.50%	-	Hcsoekla	3dV	-	-	250	3gG+250	-	451.00000
M-2	FXW	3.300	9.30	Wm3	ZB	VJ	-	-	86.50%	-	Hmfjz	-	-	-	-	11.04%	-	-
N-2	FXP	6.800	8.10	Pkk3	AO	AA	-	-	31.58%	-	Epyep	-	-	-	-	8.03%	-	-
T-2	QQI	9.570	5.70	Z3	BL	LG	-	-	61.56%	-	Yqbwpjcf	3yK	-	-	897	3bO+897	-	-
V-1	ZTU	10.870	8.10	Mh3	DY	LW	-	-	35.58%	-	Mlyefidr	3pS	-	-	850	3lM+850	-	-
Q	BXO	99.925	4.10	Y2	UP	NF	-	-	71.23%	-	Vkfdmcfd	3zB	-	-	330	3iW+330	-	919.00000
H	WKI	432.700	3.20	Rvv	DW	WU	-	-	45.00%	-	Grqshvon	3iN	-	-	184	3dC+184	-	650.00000
P-1	ZRN	44.646	4.60	Yuu3	GQ	MP	-	-	25.29%	-	Jvuuvkbl	3zK	-	-	550	3bC+550	-	-
O-1	VJU	8.752	5.60	R3	ZI	PW	-	-	15.82%	-	Xyllwmin	3vP	-	-	642	3mS+642	-	-
Yay	RNC	23.180	-	QS	ZK	EX	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

H: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144G Gpct; C: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144F Kxpw; Q: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144G Cmjw; P-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Z Seqk; N-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144X Mrzz; V-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144R Dpmr; M-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144W Uxxs; O-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144I Kegt; T-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144F Rsib; Yay: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144D Zirv;

Reinvestment Period End Date

Feb 26, 2017