| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2021-1 (USD 251m) | Ellington Management Group | | USOA | Feb 18, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | AWX | 6.449 | 5.40 | - | R | - | - | R | 6.60% | - | Mhuer | Oevty | - | 360 | 360 | 4.14% | 4.103% | 48.71263 | | U-1 | TUV | 207.630 | 4.28 | - | FFF | - | - | VVV | 27.20% | - | Muncm | Sjirc | - | 55-60 | 55 | 0.80% | 0.775% | 74.55969 | | L-2 | KLP | 23.360 | 2.67 | - | KK | - | - | UU | 12.80% | - | Mkvuz | Pzind | - | 75-80 | 75 | 1.00% | 0.975% | 89.70815 | | N-3 | KOZ | 98.498 | 3.11 | - | Q | - | - | B | 1.45% | - | Livmf | Nofqy | - | 85-90 | 85 | 1.11% | 1.075% | 95.37416 | | L-1 | NOH | 4.213 | 8.20 | - | AA | - | - | KK | 7.00% | - | Nvzuo | Gjojs | - | 260 | 260 | 3.14% | 3.103% | 57.32361 | | L-1 | UEP | 2.745 | 6.10 | - | OOO | - | - | EEE | 9.10% | - | Hcsfp | Neoat | - | 170 | 170 | 2.23% | 2.203% | 94.81166 |
Tranche Comments U-1: First Pay: 2021-03-25; Registration: 144E/Ulf M;
L-2: First Pay: 2021-03-25; Registration: 144O/Cmv H;
N-3: First Pay: 2021-03-25; Registration: 144D/Dkl X;
L-1: First Pay: 2021-03-25; Registration: 144G/Ywc F;
L-1: First Pay: 2021-03-25; Registration: 144Z/Kcq U;
Y-2: First Pay: 2021-03-25; Registration: 144N/Udi L; Pricing Speed 25% YEY sg 30% Ygii |
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