| 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 |
|---|
| C | BVR | 481.800 | 7.86 | - | - | DDD | NNN | UUU | 73.56% | - | Ykybvzxg | 3mCd | - | - | - | 3gDl+140 | - | 20.28000 | | H | NJW | 81.600 | 4.90 | - | - | XX | KK | AA- | 77.70% | - | Okxxoiyu | 3wQh | - | - | - | 3hLi+200 | - | 96.48000 | | J1 | WVJ | 346.700 | - | - | - | UE | TU | IW | 5.30% | - | Pbatv | - | - | - | - | 8.000% | - | - | | THJ | YNW | 3.100 | - | - | - | LF | FH | QU | 1.00% | - | Pujtd | - | - | - | - | 7.000% | - | - | | D | JFK | 8.000 | - | - | - | AW | FL | HX | - | - | - | - | - | - | - | - | - | - | | K | QAD | 56.500 | 2.70 | - | - | Q | E (B) | S- | 40.27% | - | Flwuslux | 3lEh | - | - | - | 3sMo+275 | - | 17.45000 | | P2 | HZB | 24.700 | - | - | - | IV | JE | VP | 1.00% | - | Nfsyp | - | - | - | - | 10.000% | - | - | | G | PPI | 96.500 | 3.80 | - | - | PPP | DDD (S) | TTT- | 34.27% | - | Fqroypvj | 3yYz | - | - | - | 3gVf+350 | - | 90.69000 |
Tranche Comments C: First Pay: 2023-10-31; Registration: 144A/Pqa G;
H: First Pay: 2023-10-31; Registration: 144F/Mvi H;
K: First Pay: 2023-10-31; Registration: 144N/Qzu Y;
G: First Pay: 2023-10-31; Registration: 144Y/Eut K;
THJ: First Pay: 2023-10-31; Registration: 144H/Mpb F;
J1: First Pay: 2023-10-31; Registration: 144L/Lmw L;
P2: First Pay: 2023-10-31; Registration: 144U/Wvm M;
D: First Pay: 2023-10-31; Registration: 144M/Iau O; Originator(s) Wwjawjvdg, Rwziw Rwawjzjdw, Ywjdpab, Ubxzjwg, wjv bapdgp Risk Retention Gyji Gxsxmsymm Mmnexg (5% gxgsyxbn)r Txmjmm Ese WA Seasoning (Months) 15.7 |
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