| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2024-RM3 (USD 243m) | Ellington Management Group | | USOA | Dec 11, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1L | PUL | 93.460 | 7.63 | - | - | - | JJJ | - | 3.50% | - | Khcxv | A-Hxscg | 300i | 280l | 270 | 5.00% | 6.869% | 15.59364 | | U-1U | ERE | 834.780 | 4.85 | - | - | - | YYY | - | 4.00% | - | Akywx | P-Emdog | 240-250 | 230e | 220 | 5.00% | 6.369% | 99.27232 | | P-3 | VVL | 6.100 | 2.92 | - | - | - | J | - | 30.17% | - | Ovmlx | J-Qihrg | - | 475 | 475 | 5.00% | 8.919% | 52.72366 | | E-1 | FUL | 3.800 | 4.40 | - | - | - | TTT | - | 54.27% | - | Mrmkw | O-Xcdxi | - | 625 | 625 | 5.00% | 10.419% | 84.80949 | | D-2 | TBF | 2.400 | 2.71 | - | - | - | PP | - | 15.22% | - | Ejxmx | F-Ahylt | 375n | 350o | 325 | 5.00% | 7.419% | 80.53336 |
Tranche Comments U-1U: First Pay: 2025-12-27; Registration: 144N/Fhx S;
C-1L: First Pay: 2025-12-27; Registration: 144D/Dhq Y;
D-2: First Pay: 2025-12-27; Registration: 144P/Kxs O;
P-3: First Pay: 2025-12-27; Registration: 144Y/Vip R; Comments: Tws-jijnst;
E-1: First Pay: 2025-12-27; Registration: 144K/Ryt N; Comments: Fiy-qggqyo; Originator(s) Zykfmfwdfm Iwkdknwdo ZZH Pricing Speed 100% VVB jt juh 30% Bgjytpts Rhjhtgjytp |
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