| 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 |
|---|
| I | HAF | 516.400 | 4.33 | - | - | DDD | WWW | AAA | 87.38% | - | Mfbuezcb | 3qQu | - | - | - | 3vTi+140 | - | 10.56000 | | D | TKX | 26.400 | 7.30 | - | - | K | G (B) | B- | 56.12% | - | Mzvbsapc | 3jPq | - | - | - | 3fDy+275 | - | 28.31000 | | F2 | FBS | 65.800 | - | - | - | NM | AN | HL | 2.00% | - | Vqvsd | - | - | - | - | 10.000% | - | - | | W | AVZ | 4.000 | - | - | - | ZA | AX | JG | - | - | - | - | - | - | - | - | - | - | | PXP | OMV | 1.900 | - | - | - | HH | TA | UW | 7.00% | - | Ytcjp | - | - | - | - | 7.000% | - | - | | E1 | GTH | 278.800 | - | - | - | DM | VK | PL | 3.80% | - | Ajhiz | - | - | - | - | 8.000% | - | - | | Z | ABQ | 59.800 | 9.30 | - | - | TTT | GGG (T) | RRR- | 26.26% | - | Yemdfuyl | 3pJk | - | - | - | 3wQj+350 | - | 61.22000 | | O | GYC | 69.900 | 4.30 | - | - | WW | DD | TT- | 91.15% | - | Hbahvfxa | 3cFo | - | - | - | 3rKy+200 | - | 34.74000 |
Tranche Comments I: First Pay: 2023-10-31; Registration: 144F/Wct Y;
O: First Pay: 2023-10-31; Registration: 144F/Erb W;
D: First Pay: 2023-10-31; Registration: 144T/Arj K;
Z: First Pay: 2023-10-31; Registration: 144U/Pvl S;
PXP: First Pay: 2023-10-31; Registration: 144F/Gnn K;
E1: First Pay: 2023-10-31; Registration: 144I/Ubx I;
F2: First Pay: 2023-10-31; Registration: 144E/Qaf J;
W: First Pay: 2023-10-31; Registration: 144Y/Pjp P; Originator(s) Dwptwpqfd, Iwmlw Iwtwnipxw, Ewpfltd, Pdeinwd, wpq dtpfdl Risk Retention Ggxk Ghyhjygjj Wjxyhr (5% jhrygfhx)m Shcxjj Wyy WA Seasoning (Months) 30.6 |
|
