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
K	KOL	65.900	8.90	-	-	T	C (Z)	D-	13.91%	-	Gfjajelg	3rMc	-	-	-	3qGj+275	-	19.87000
Y	JQK	24.200	4.80	-	-	LL	VV	KK-	20.79%	-	Efsvfjhf	3jXy	-	-	-	3sEr+200	-	71.35000
Z	AKB	39.500	5.40	-	-	YYY	TTT (V)	LLL-	86.75%	-	Eljaxhde	3zFo	-	-	-	3pPp+350	-	51.36000
BJN	HEH	2.500	-	-	-	OP	OF	KQ	5.00%	-	Znrgn	-	-	-	-	7.000%	-	-
V2	ILZ	92.800	-	-	-	LY	WR	YV	3.00%	-	Xbbrf	-	-	-	-	10.000%	-	-
A1	ILA	920.500	-	-	-	TD	XN	SG	1.40%	-	Qwyac	-	-	-	-	8.000%	-	-
D	FXZ	5.000	-	-	-	EB	SE	TT	-	-	-	-	-	-	-	-	-	-
P	NJJ	826.700	7.68	-	-	EEE	KKK	EEE	17.41%	-	Fjrodiix	3xNf	-	-	-	3zSn+140	-	24.23000

Filings

ABS-15G

Tranche Comments

P: First Pay: 2023-10-31; Registration: 144O/Lmt L; Y: First Pay: 2023-10-31; Registration: 144T/Nuf J; K: First Pay: 2023-10-31; Registration: 144E/Zab N; Z: First Pay: 2023-10-31; Registration: 144C/Nmt K; BJN: First Pay: 2023-10-31; Registration: 144X/Loa S; A1: First Pay: 2023-10-31; Registration: 144B/Dzs D; V2: First Pay: 2023-10-31; Registration: 144G/Gbt A; D: First Pay: 2023-10-31; Registration: 144E/Osy H;

Originator(s)

Xcgccgjaw, Acimc Acccvrgec, Jcgazcs, Hsjrvcw, cgj sceawz

Risk Retention

Wgzn Wowoswgbs Ubwkow (5% sowwgoew)t Qonzbs Kwk

# of Loans

1253

WA Seasoning (Months)

80.6