Clavel Residential DAC

Deals

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
VUY	JVJ	5.400	-	-	-	UP	MQ	SH	1.00%	-	Lzpgt	-	-	-	-	7.000%	-	-
G1	EPL	173.900	-	-	-	NT	PQ	DG	1.90%	-	Avasu	-	-	-	-	8.000%	-	-
D	ENW	55.700	4.80	-	-	V	J (D)	E-	84.53%	-	Zdbudqry	3rTw	-	-	-	3cVp+275	-	14.28000
Y	NVI	12.400	5.30	-	-	LL	GG	UU-	16.55%	-	Lqzxkcck	3oHn	-	-	-	3qMb+200	-	50.74000
B	JTM	377.600	1.28	-	-	GGG	TTT	CCC	23.20%	-	Uebrvkuk	3wDe	-	-	-	3aMx+140	-	90.86000
U	DZU	63.200	7.20	-	-	NNN	UUU (C)	GGG-	45.88%	-	Dpurlmev	3dFd	-	-	-	3pGg+350	-	24.21000
G2	YQW	77.500	-	-	-	PE	XG	VT	3.00%	-	Oyyoq	-	-	-	-	10.000%	-	-
M	EFS	5.000	-	-	-	VZ	UU	NF	-	-	-	-	-	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

B: First Pay: 2023-10-31; Registration: 144P/Bss H; Y: First Pay: 2023-10-31; Registration: 144U/Rxj K; D: First Pay: 2023-10-31; Registration: 144L/Zjz C; U: First Pay: 2023-10-31; Registration: 144K/Ueo F; VUY: First Pay: 2023-10-31; Registration: 144E/Ore G; G1: First Pay: 2023-10-31; Registration: 144L/Pyd M; G2: First Pay: 2023-10-31; Registration: 144E/Fyo K; M: First Pay: 2023-10-31; Registration: 144G/Uzo G;

Originator(s)

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Risk Retention

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# of Loans

1120

WA Seasoning (Months)

22.9