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
U-1	OKK	96.680	9.10	Am3	JX	KE	-	-	81.34%	-	Yprzhlzf	3pE	-	-	850	3gG+850	-	-
C-2	QFR	1.300	2.20	Xn3	ZW	IE	-	-	35.43%	-	Vzuak	-	-	-	-	11.04%	-	-
W	ZUE	33.609	2.90	P2	SQ	SY	-	-	54.85%	-	Yccsqwth	3oK	-	-	330	3gW+330	-	117.00000
V-1	MAA	6.784	9.50	M3	QF	DY	-	-	79.13%	-	Xhyccofh	3lK	-	-	642	3qA+642	-	-
M-2	YZO	2.470	7.90	D3	GD	IL	-	-	73.47%	-	Ijxodauo	3eD	-	-	897	3vO+897	-	-
U	NSW	50.820	7.60	Mu2	VZ	IJ	-	-	80.50%	-	Fpkretzf	3dE	-	-	250	3dN+250	-	793.00000
U-1	WMM	14.870	1.60	Xgg3	NI	GI	-	-	59.79%	-	Iboshfxv	3xK	-	-	550	3sP+550	-	-
R	QHW	657.400	5.10	Hcc	QX	PR	-	-	38.00%	-	Mrvcjvlt	3uV	-	-	184	3rW+184	-	849.00000
F-2	RMO	9.700	2.40	Gkk3	CW	WF	-	-	72.11%	-	Hubug	-	-	-	-	8.03%	-	-
Dpu	CGE	99.220	-	WT	FJ	TY	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

R: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144L Dajs; U: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144B Ycrq; W: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144T Qxkx; U-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144U Zoul; F-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144W Zktu; U-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144J Npqo; C-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144A Hpbw; V-1: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144W Nfsm; M-2: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144U Pavu; Dpu: First Pay: 2019-07-15; Redemption: 4/15/2020; Registration: 144L Xmoa;

Reinvestment Period End Date

Dec 11, 2016

Reset

Yes