| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2024-CES1 (USD 199m) | Ellington Management Group | | USOA | Dec 10, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | IYN | 33.540 | 9.20 | - | - | MM | - | SS+ | 38.38% | - | Bnser | M-Kqbsp | - | - | 165 | 5.80% | 5.757% | 34.63223 | | B-3 | ZLF | 2.128 | 2.30 | - | - | UV | - | QJ | - | - | Zfxmi | J-Ahotp | - | - | 460 | 8.72% | 8.707% | 36.93253 | | U-1 | XZG | 2.833 | 9.10 | - | - | YYY | - | ZZZ+ | 3.26% | - | Aufyq | H-Azuto | - | - | 220 | 6.34% | 6.307% | 70.99566 | | O-1 | ENJ | 403.694 | 7.62 | - | - | UUU | - | XXX | 78.00% | - | Ijlrf | A-Qzrhb | 140-145 | 135y | 130 | 5.52% | 5.429% | 37.69274 | | J-2 | HQB | 4.155 | 6.10 | - | - | U | - | H+ | 8.30% | - | Ebsjl | M-Gdnro | Kqi 400w | 400b | 390 | 8.03% | 8.007% | 41.61122 | | J-3 | OGN | 7.330 | 3.40 | - | - | Z | - | G+ | 3.90% | - | Uymnj | J-Muirs | - | - | 175 | 5.90% | 5.857% | 73.86750 | | L-1 | XLM | 6.380 | 4.40 | - | - | ZZ | - | JJ+ | 5.00% | - | Dvuet | W-Oijce | Yxf 300g | 300l | 290 | 7.04% | 7.007% | 95.12570 |
Tranche Comments O-1: First Pay: 2025-01-25; Registration: 144B/Yqs I;
V-2: First Pay: 2025-01-25; Registration: 144M/Dim C; Comments: Qpe-Qyyleg;
J-3: First Pay: 2025-01-25; Registration: 144T/Wee S; Comments: Ogm-Oloomy;
U-1: First Pay: 2025-01-25; Registration: 144F/Lqv L; Comments: Rkb-Rnzcbi;
L-1: First Pay: 2025-01-25; Registration: 144L/Dix H;
J-2: First Pay: 2025-01-25; Registration: 144G/Qxp V;
B-3: First Pay: 2025-01-25; Registration: 144P/Hig O; Risk Retention HO - Fdjzqrg FH - Vg Pricing Speed 15% XFC hn 4 sd fnee |
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