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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-1S	TFG	361.610	1.22	-	-	-	UUU	-	3.00%	-	Eavvp	A-Shfwo	-	210-215	205	5.00%	6.230%	64.91798
V-1Z	ROY	42.990	1.61	-	-	-	DDD	-	-	-	Lwgjo	Q-Apjqw	-	250-260	265	5.00%	6.830%	59.83760
U-2	VBS	8.160	1.65	-	-	-	KK	-	-	-	Xkrll	T-Fxkku	-	315-325	330	5.00%	7.480%	76.41083
H-1	JZC	78.800	8.45	-	-	-	HHH	-	-	-	Zyykn	A-Ghxbc	-	500	500	5.00%	9.180%	95.48426
O-3	JIF	2.360	3.18	-	-	-	M	-	-	-	Ukclv	X-Rzkgv	-	400-425	425	5.00%	8.430%	54.70586

Tranche Comments

S-1S: Registration: 144B/Bom P; V-1Z: Registration: 144K/Yrn I; Comments: GCa -7.38%; U-2: Registration: 144L/Pks W; Comments: MYw -12.14%; O-3: Registration: 144X/Oph P; Comments: CEv -17.00%; H-1: Registration: 144L/Ooi K; Comments: RNn -22.34%;

Collateral

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Pricing Speed

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