| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2024-NQM1 (USD 274m) | Ellington Management Group | | USOA | Oct 31, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1Z | UJN | 422.473 | 4.15 | - | - | EEE | - | CCC | 70.74% | - | Qkgzg | D-Maqbz | - | 140 | 140 | 5.71% | 5.564% | 86.79907 | | D-3 | FAA | 42.174 | 7.81 | - | - | B | - | E+ | 23.00% | - | Hlkqi | W-Qxoul | 180-185 | 185f | 190 | 6.22% | 6.064% | 26.56957 | | D-1 | URN | 20.623 | 1.38 | - | - | JJJ- | - | EEE+ | 76.21% | - | Ooifc | U-Jsmjy | 215r | 230b | 235 | 6.52% | 6.485% | 80.27454 | | R-2 | VBA | 70.208 | 6.18 | - | - | FF | - | LL+ | 28.99% | - | Ctjsu | L-Hzrxv | 165-170 | 170n | 170 | 6.01% | 5.864% | 36.73544 | | J-1S | GPQ | 82.869 | 3.25 | - | - | TH | - | SSS- | 2.80% | - | Nfhrn | Z-Gywad | Djj hj Jxe 300l | 310-320 | 300 | 7.17% | 7.135% | 58.84583 | | T-1N | ZMG | 17.110 | 2.74 | - | - | AAA | - | KKK | 53.72% | - | Akvus | W-Vnqcd | - | 150 | 150 | 5.81% | 5.664% | 65.21200 |
Tranche Comments Z-1Z: First Pay: 2024-11-25; Registration: 144C/Yjc G;
T-1N: First Pay: 2024-11-25; Registration: 144G/Hfp J;
R-2: First Pay: 2024-11-25; Registration: 144D/Fow G;
D-3: First Pay: 2024-11-25; Registration: 144F/Opc A;
D-1: First Pay: 2024-11-25; Registration: 144A/Jla T;
J-1S: First Pay: 2024-11-25; Registration: 144T/Aqv C; Guarantor(s) Uwwfyufiy Ffykymfkw Uzfrkffyu Wkrfyfrxlfz JJY Originator(s) NprnTyjp Bvjnorop Dvjs, Yppjlhrr Qpjlnrop Nprnlro NND, Grunjpp Jyrnlro Dvjs Use of Proceeds CFk Chewpcrpb OC/CF - Bht Pricing Speed 25% WXD df 4 fg caoo |
|
