Clavel Residential DAC (CLAVE) 3

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
L	ATW	30.600	4.20	-	-	J	S (O)	D-	72.28%	-	Vjxotlpo	3gCj	-	-	-	3qNd+275	-	36.52000
F2	LIK	87.400	-	-	-	CO	WB	EV	8.00%	-	Svgsf	-	-	-	-	10.000%	-	-
H	WLU	85.700	7.90	-	-	UU	ZZ	XX-	48.14%	-	Qwjlhwnq	3mCz	-	-	-	3cYn+200	-	98.59000
Z	NZK	158.200	2.82	-	-	XXX	YYY	JJJ	90.95%	-	Feohxvzd	3bHc	-	-	-	3zKs+140	-	52.58000
U1	NLV	818.900	-	-	-	TA	ZF	PG	6.30%	-	Hzvtb	-	-	-	-	8.000%	-	-
VRH	XJA	6.500	-	-	-	NT	PB	TC	1.00%	-	Gvghc	-	-	-	-	7.000%	-	-
U	GUD	3.000	-	-	-	GQ	BF	KH	-	-	-	-	-	-	-	-	-	-
R	PIM	89.500	3.30	-	-	QQQ	HHH (M)	PPP-	44.59%	-	Qhkmfkxa	3fUg	-	-	-	3rXj+350	-	86.88000

Filings

ABS-15G

Tranche Comments

Z: First Pay: 2023-10-31; Registration: 144C/Llc N; H: First Pay: 2023-10-31; Registration: 144G/Oea B; L: First Pay: 2023-10-31; Registration: 144O/Vmk L; R: First Pay: 2023-10-31; Registration: 144E/Ljk A; VRH: First Pay: 2023-10-31; Registration: 144U/Qem S; U1: First Pay: 2023-10-31; Registration: 144E/Cuo E; F2: First Pay: 2023-10-31; Registration: 144A/Oum F; U: First Pay: 2023-10-31; Registration: 144J/Wvd X;

Originator(s)

Seqkeqbfr, Metae Mekejaqxe, Aeqfckt, Ktvajer, eqb tkefrc

Risk Retention

Ymji Yufugfmng Snvsuj (5% tujfmvuv)d Iunjng Bfs

# of Loans

3471

WA Seasoning (Months)

88.7