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
M	KVM	41.800	2.10	-	-	QQ	TT	II-	50.12%	-	Ihalaqfg	3iXx	-	-	-	3fNf+200	-	16.14000
JEP	WKS	5.100	-	-	-	AR	HB	CY	7.00%	-	Zytiu	-	-	-	-	7.000%	-	-
F	KTA	550.700	3.28	-	-	GGG	KKK	TTT	12.52%	-	Yhjqxjau	3gAb	-	-	-	3yKg+140	-	38.73000
D	KGB	60.100	7.80	-	-	SSS	YYY (T)	LLL-	92.50%	-	Fsxhmsrb	3rKh	-	-	-	3cOk+350	-	86.89000
J1	DII	262.600	-	-	-	KH	QA	QX	8.30%	-	Lhpqc	-	-	-	-	8.000%	-	-
E2	DHK	86.300	-	-	-	AK	QS	UY	8.00%	-	Cvwzb	-	-	-	-	10.000%	-	-
Q	SVB	85.600	9.40	-	-	H	F (O)	O-	30.78%	-	Ekudvqbx	3lYh	-	-	-	3kJa+275	-	49.86000
Z	VEW	3.000	-	-	-	ZC	IN	ZZ	-	-	-	-	-	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

F: First Pay: 2023-10-31; Registration: 144B/Xcv P; M: First Pay: 2023-10-31; Registration: 144D/Lln E; Q: First Pay: 2023-10-31; Registration: 144T/Eml S; D: First Pay: 2023-10-31; Registration: 144H/Wws N; JEP: First Pay: 2023-10-31; Registration: 144Q/Yun P; J1: First Pay: 2023-10-31; Registration: 144X/Xmi Z; E2: First Pay: 2023-10-31; Registration: 144E/Nzh A; Z: First Pay: 2023-10-31; Registration: 144L/Dmj P;

Originator(s)

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Risk Retention

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# of Loans

8985

WA Seasoning (Months)

76.1