| 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 |
|---|
| R-1 | ACE | 8.304 | 9.10 | - | - | AAA | - | PPP+ | 3.66% | - | Yjisk | A-Ryazr | - | - | 220 | 6.34% | 6.307% | 88.65604 | | I-1 | VRV | 276.501 | 7.53 | - | - | III | - | VVV | 96.00% | - | Wpzrh | N-Xutcp | 140-145 | 135w | 130 | 5.52% | 5.429% | 38.98755 | | F-3 | XFV | 1.840 | 1.90 | - | - | V | - | M+ | 6.80% | - | Tgkmz | J-Nxuhh | - | - | 175 | 5.90% | 5.857% | 66.20370 | | Y-1 | YMS | 4.750 | 6.80 | - | - | MM | - | BB+ | 5.00% | - | Ybuuu | E-Bzisc | Qla 300a | 300z | 290 | 7.04% | 7.007% | 54.36201 | | Z-2 | NVL | 1.232 | 6.30 | - | - | K | - | B+ | 5.40% | - | Bflke | R-Xijtv | Cog 400r | 400t | 390 | 8.03% | 8.007% | 51.18216 | | N-2 | VQV | 66.820 | 4.10 | - | - | MM | - | OO+ | 40.89% | - | Gijxt | M-Bnfjm | - | - | 165 | 5.80% | 5.757% | 23.82712 | | V-3 | RAP | 2.779 | 1.40 | - | - | CX | - | EL | - | - | Pzfef | B-Iiplk | - | - | 460 | 8.72% | 8.707% | 27.52061 |
Tranche Comments I-1: First Pay: 2025-01-25; Registration: 144A/Lxp Y;
N-2: First Pay: 2025-01-25; Registration: 144Q/Rue F; Comments: Cwh-Cjzlhp;
F-3: First Pay: 2025-01-25; Registration: 144A/Tnv Y; Comments: Qpn-Qszjnx;
R-1: First Pay: 2025-01-25; Registration: 144A/Fbi X; Comments: Cjx-Cvgrxr;
Y-1: First Pay: 2025-01-25; Registration: 144E/Qdi E;
Z-2: First Pay: 2025-01-25; Registration: 144V/Qud E;
V-3: First Pay: 2025-01-25; Registration: 144H/Arv V; Risk Retention BR - Piywjzp PB - Jz Pricing Speed 15% FUH gi 4 ko pohh |
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