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
S	MHP	596.100	6.70	-	-	QQQ	NNN	MMM	38.98%	-	Zdvesljx	3bBp	-	-	-	3cFi+140	-	12.81000
V	FBY	56.500	6.30	-	-	UU	BB	EE-	43.81%	-	Cwqeeauw	3tVv	-	-	-	3hVm+200	-	40.77000
X	XBS	30.800	8.90	-	-	D	W (Z)	V-	30.63%	-	Fmozvyjw	3sIl	-	-	-	3oUw+275	-	44.33000
O	DQG	9.000	-	-	-	NG	FB	EP	-	-	-	-	-	-	-	-	-	-
B	QCF	69.600	4.80	-	-	LLL	FFF (Q)	OOO-	77.80%	-	Ayflvrrh	3vKw	-	-	-	3cNw+350	-	78.93000
V2	VQD	56.300	-	-	-	SE	AR	IO	1.00%	-	Uqvan	-	-	-	-	10.000%	-	-
JDU	CYK	7.600	-	-	-	MF	ZB	YT	9.00%	-	Aortk	-	-	-	-	7.000%	-	-
A1	FQP	902.600	-	-	-	TO	YH	XE	2.90%	-	Jzpoz	-	-	-	-	8.000%	-	-

Filings

ABS-15G

Tranche Comments

S: First Pay: 2023-10-31; Registration: 144C/Nrk D; V: First Pay: 2023-10-31; Registration: 144F/Lis T; X: First Pay: 2023-10-31; Registration: 144C/Dyc X; B: First Pay: 2023-10-31; Registration: 144X/Gfw X; JDU: First Pay: 2023-10-31; Registration: 144N/Tnc Q; A1: First Pay: 2023-10-31; Registration: 144A/Gox E; V2: First Pay: 2023-10-31; Registration: 144H/Psg P; O: First Pay: 2023-10-31; Registration: 144C/Mfn O;

Originator(s)

Jjmvjmvea, Ejxtj Ejvjxxmaj, Qjmefvm, Tmtxxja, jmv mvgeaf

Risk Retention

Qgjg Qwwwswgss Ksyswm (5% mwmwgjly)n Zwpjss Wws

# of Loans

6570

WA Seasoning (Months)

55.5