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
X	GPB	306.700	7.50	Fvv	AW	QN	-	-	94.00%	-	Qlqcrfwi	3aX	-	-	184	3oU+184	-	889.00000
Y-2	LBJ	4.390	6.40	I3	HT	QK	-	-	55.30%	-	Spdymivu	3kP	-	-	897	3uP+897	-	-
P	ZIJ	37.828	5.60	Jz2	UQ	NI	-	-	43.90%	-	Ceuayjic	3nE	-	-	250	3mT+250	-	765.00000
X-1	EMH	34.982	4.40	Vzz3	EF	OH	-	-	62.11%	-	Yjrwarnb	3gD	-	-	550	3vM+550	-	-
T-2	HLR	3.200	8.70	Xff3	WM	CU	-	-	54.71%	-	Uicra	-	-	-	-	8.03%	-	-
S-1	XKO	21.980	1.50	Fu3	LQ	EG	-	-	84.50%	-	Vflshhoy	3hH	-	-	850	3fK+850	-	-
D-2	GNZ	4.200	6.60	Df3	WQ	NP	-	-	32.77%	-	Uzcmc	-	-	-	-	11.04%	-	-
O-1	GMZ	9.833	4.30	W3	EL	IW	-	-	31.53%	-	Bhhrcppq	3nR	-	-	642	3rY+642	-	-
S	ACX	58.770	1.80	Q2	XE	XU	-	-	78.58%	-	Wxxjxdhf	3iY	-	-	330	3iZ+330	-	338.00000
Ean	FBA	30.420	-	GE	IS	OR	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

X: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144E Nxbf; P: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Z Pejb; S: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144P Izgy; X-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144S Hhsc; T-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144Q Bbpz; S-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144I Egoj; D-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144J Ltou; O-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144V Tabi; Y-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144T Vasj; Ean: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144N Gkmk;

Reinvestment Period End Date

Jun 13, 1992

Reset

Yes