| 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 |
|---|
| O-2 | BXC | 47.327 | 3.30 | - | - | SS | - | EE+ | 49.86% | - | Hrcfx | X-Oakqy | 165-170 | 170w | 170 | 6.01% | 5.864% | 74.46835 | | W-1V | BMJ | 85.136 | 6.41 | - | - | AX | - | MMM- | 2.80% | - | Gzgvf | Q-Yosps | Aoq xo Xyi 300u | 310-320 | 300 | 7.17% | 7.135% | 11.35750 | | A-1Z | PZB | 37.190 | 6.52 | - | - | PPP | - | EEE | 86.24% | - | Ahlgb | N-Uyjck | - | 150 | 150 | 5.81% | 5.664% | 24.42717 | | I-1 | YHV | 81.861 | 9.46 | - | - | RRR- | - | WWW+ | 94.27% | - | Bupyo | W-Pcqho | 215s | 230y | 235 | 6.52% | 6.485% | 24.20454 | | B-3 | MVE | 19.525 | 4.43 | - | - | W | - | P+ | 23.00% | - | Lrzjq | Y-Gourx | 180-185 | 185a | 190 | 6.22% | 6.064% | 72.72920 | | T-1T | ZCB | 234.682 | 1.17 | - | - | III | - | TTT | 51.78% | - | Otayl | B-Iooik | - | 140 | 140 | 5.71% | 5.564% | 19.97746 |
Tranche Comments T-1T: First Pay: 2024-11-25; Registration: 144V/Jkd N;
A-1Z: First Pay: 2024-11-25; Registration: 144F/Tqq X;
O-2: First Pay: 2024-11-25; Registration: 144Y/Zpb H;
B-3: First Pay: 2024-11-25; Registration: 144U/Tyy U;
I-1: First Pay: 2024-11-25; Registration: 144V/Kiq N;
W-1V: First Pay: 2024-11-25; Registration: 144A/Bsr J; Guarantor(s) Xvvugzffg Nugigjuiv Jtvyifugz Tiyfgvyvgut RRF Originator(s) YbyjLslb Gblhfbfb Tblx, Lhbljuby Hbljhbfb Ybyjjyf YYT, Ybvhlbb Usyjjyf Tblx Use of Proceeds GAp Pzwjvizgq DG/GT - Fzo Pricing Speed 25% EQX ns 4 hp pbbb |
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