| 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 |
|---|
| E-3 | OLY | 1.958 | 9.20 | - | - | LC | - | CQ | - | - | Wwltd | H-Mckyv | - | - | 460 | 8.72% | 8.707% | 93.44010 | | B-2 | BYJ | 6.697 | 4.40 | - | - | X | - | D+ | 5.40% | - | Xcaem | S-Tfbxa | Uku 400w | 400h | 390 | 8.03% | 8.007% | 63.79330 | | T-3 | OOR | 3.950 | 3.30 | - | - | R | - | U+ | 7.60% | - | Nfwpl | Z-Qdatr | - | - | 175 | 5.90% | 5.857% | 72.73060 | | X-1 | WMU | 269.643 | 5.78 | - | - | BBB | - | EEE | 89.00% | - | Bmore | E-Wwslv | 140-145 | 135r | 130 | 5.52% | 5.429% | 97.34903 | | T-1 | POI | 6.190 | 9.30 | - | - | JJ | - | EE+ | 1.00% | - | Aufcc | W-Ewxga | Lpl 300q | 300z | 290 | 7.04% | 7.007% | 53.84801 | | D-1 | ASD | 2.677 | 1.30 | - | - | VVV | - | SSS+ | 8.87% | - | Wcprn | R-Dmgps | - | - | 220 | 6.34% | 6.307% | 67.56012 | | L-2 | VLS | 53.960 | 7.20 | - | - | YY | - | RR+ | 59.36% | - | Czaxy | T-Dpgzp | - | - | 165 | 5.80% | 5.757% | 72.48181 |
Tranche Comments X-1: First Pay: 2025-01-25; Registration: 144Y/Rxl M;
L-2: First Pay: 2025-01-25; Registration: 144P/Vwo Q; Comments: Bvr-Bovfrm;
T-3: First Pay: 2025-01-25; Registration: 144Y/Gvg Y; Comments: Ybh-Ysekhw;
D-1: First Pay: 2025-01-25; Registration: 144F/Wle F; Comments: Rtz-Revlzn;
T-1: First Pay: 2025-01-25; Registration: 144G/Zmn E;
B-2: First Pay: 2025-01-25; Registration: 144P/Mym R;
E-3: First Pay: 2025-01-25; Registration: 144V/Tno X; Risk Retention BD - Dyfkslm DB - Yf Pricing Speed 15% AUY fu 4 hg frpp |
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