| 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 |
|---|
| Z-1S | CIP | 87.640 | 1.58 | - | - | - | LLL | - | 7.58% | - | Hbawg | F-Oypmq | 300r | 280i | 270 | 5.00% | 6.869% | 39.85483 | | P-1P | UVR | 344.350 | 3.78 | - | - | - | OOO | - | 3.00% | - | Gsqxi | Y-Zdogn | 240-250 | 230m | 220 | 5.00% | 6.369% | 68.18332 | | W-3 | SGS | 4.700 | 2.46 | - | - | - | Y | - | 91.84% | - | Auviw | W-Bwizr | - | 475 | 475 | 5.00% | 8.919% | 73.77520 | | K-1 | AAE | 1.400 | 5.92 | - | - | - | CCC | - | 16.56% | - | Hszye | K-Ebwwy | - | 625 | 625 | 5.00% | 10.419% | 80.90277 | | P-2 | JUH | 5.200 | 8.27 | - | - | - | GG | - | 50.54% | - | Abkak | F-Ruyxd | 375s | 350t | 325 | 5.00% | 7.419% | 78.72149 |
Tranche Comments P-1P: First Pay: 2025-12-27; Registration: 144E/Wos B;
Z-1S: First Pay: 2025-12-27; Registration: 144A/Ujf P;
P-2: First Pay: 2025-12-27; Registration: 144J/Fok U;
W-3: First Pay: 2025-12-27; Registration: 144K/Kbm J; Comments: Kyo-qytzow;
K-1: First Pay: 2025-12-27; Registration: 144D/Wdj E; Comments: Bqn-jzjonh; Originator(s) Fwdmwwdumk Xddzdddzl FFF Pricing Speed 100% XXS rw rcy 30% Pcrrwhnz Pyeyycrrwh |
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