| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2024-INV2 (USD 282m) | Ellington Management Group | | USOA | Sep 27, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | BCO | 719.661 | 8.48 | - | III | - | - | - | 13.80% | - | Gyvcm | J-Ghfcw | 145-150 | 140-145 | 135 | 5.04% | 4.929% | 13.34746 | | J-3 | HYM | 27.345 | 2.37 | - | X- | - | - | - | 26.40% | - | Vbroi | N-Ecasu | 180y | 180t | 175 | 5.44% | 5.329% | 35.71500 | | L-2 | CXP | 62.819 | 1.91 | - | CC- | - | - | - | 44.79% | - | Fcgfc | W-Rsjlh | 170-175 | 165-170 | 160 | 5.29% | 5.179% | 14.62440 | | M-1 | EKT | 53.950 | 6.88 | - | TTT- | - | - | - | 47.00% | - | Mbnjc | A-Rgltd | 215-220 | 215o | 215 | 5.73% | 5.685% | 87.53818 | | O-1 | AHL | 86.712 | 6.64 | - | RR- | - | - | - | 2.36% | - | Cvyeo | R-Shoju | 400j | 380x | 360 | 7.17% | 7.135% | 66.51661 | | U-2 | EXO | 13.636 | 8.55 | - | L- | - | - | - | 4.56% | - | BVL | O-Lurzm | 500n | 490g | 480 | - | 8.335% | 53.72656 |
Tranche Comments S-1: First Pay: 2024-10-25; Registration: 144D/Ubr R;
L-2: First Pay: 2024-10-25; Registration: 144D/Yyy G;
J-3: First Pay: 2024-10-25; Registration: 144M/Cze G;
M-1: First Pay: 2024-10-25; Registration: 144U/Inw W;
O-1: First Pay: 2024-10-25; Registration: 144C/Rkp C;
U-2: First Pay: 2024-10-25; Registration: 144J/Tod S; Deal Comments Pkgtzaug Fpwpvkgtzao Auegtpe zb 3-apuej uaw 30% kzzg buzgze Guarantor(s) Nyyiqmkvq Diqiqliiy Kpezikiqm Hizkqeztqip FFF Originator(s) Wwecfiyy Eecfcyre Ieyafyr, EjweDgceff Jjccryre Tjcg, IeyaWdce Jjccryre Tjcg Risk Retention PC - Lvlt ZP/PE - Lvl Pricing Speed 20% LJI mf 4 he mqzz |
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