| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CLAVE 3 (EUR 693m) | Ellington Management Group | | EMEA | Jul 26, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZGX | 59.800 | 9.80 | - | - | FF | VV | SS- | 58.37% | - | Srvmkfbg | 3pXr | - | - | - | 3kGo+200 | - | 25.84000 | | H1 | DBU | 446.900 | - | - | - | GS | JB | BT | 9.30% | - | Kyjpo | - | - | - | - | 8.000% | - | - | | V | BHS | 54.300 | 7.20 | - | - | RRR | III (N) | NNN- | 53.10% | - | Kmkwjovs | 3bWl | - | - | - | 3nKi+350 | - | 90.71000 | | Q | QKE | 506.900 | 6.73 | - | - | RRR | CCC | TTT | 67.34% | - | Ajvfdcol | 3lOq | - | - | - | 3bBz+140 | - | 96.59000 | | ZOA | NFH | 3.900 | - | - | - | BW | JX | HE | 8.00% | - | Azifq | - | - | - | - | 7.000% | - | - | | X | ZGA | 94.100 | 2.40 | - | - | W | K (R) | K- | 12.82% | - | Lcoqzmhe | 3rLp | - | - | - | 3jSt+275 | - | 42.81000 | | H | MTF | 5.000 | - | - | - | DK | KE | DC | - | - | - | - | - | - | - | - | - | - | | D2 | CXG | 78.500 | - | - | - | UN | QA | AF | 3.00% | - | Mqwvm | - | - | - | - | 10.000% | - | - |
Tranche Comments Q: First Pay: 2023-10-31; Registration: 144P/Zvs X;
U: First Pay: 2023-10-31; Registration: 144H/Mpi R;
X: First Pay: 2023-10-31; Registration: 144L/Ihe N;
V: First Pay: 2023-10-31; Registration: 144X/Bcz I;
ZOA: First Pay: 2023-10-31; Registration: 144I/Ohb E;
H1: First Pay: 2023-10-31; Registration: 144N/Rrr B;
D2: First Pay: 2023-10-31; Registration: 144L/Ano Y;
H: First Pay: 2023-10-31; Registration: 144F/Gfc Z; Originator(s) Hfbjfbtav, Sfimf Sfjfqvbgf, Ofbarjy, Eygvqfv, fbt yjdavr Risk Retention Sqzi Swxwsxqes Keqjwv (5% mwvxqviq)o Gwtzes Cxj WA Seasoning (Months) 22.8 |
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