IV(R)

Ellington CLO (ECLO) IV(R)

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
S-X	ZSX	79.510	1.40	Vi2	-	-	-	UT	71.86%	-	Rhkybfwj	3nK	-	-	200	3xZ+200	-	-
D-2-R	JFR	1.100	4.30	Mc3	-	-	-	DC	15.95%	-	Pscve	-	-	-	-	-	11.000%	-
E-2-T	JTN	4.100	3.60	Xgg3	-	-	-	IH	99.22%	-	Vusrb	-	-	-	-	-	6.500%	-
P-E	ZYO	362.400	7.00	Laa	-	-	-	XXX	43.20%	-	Wjsaslbc	3cQ	-	-	158	3eQ+158	-	-
V-A	IBV	63.945	1.80	S2	-	-	-	IE	91.26%	-	Tuselzud	3oE	-	-	275	3pB+275	-	-

Tranche Comments

P-E: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144E/Xzr Y; S-X: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144H/Qyd Z; V-A : First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144H/Qog J; E-2-T: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144E/Upy L; D-2-R: First Pay: 2021-07-15; Redemption: 2022-06-17; Registration: 144B/Osn X;

Deal Comments

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