| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2025-NQM1 (USD 264m) | Ellington Management Group | | USOA | Jan 15, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | JWX | 33.805 | 4.70 | - | - | AAA- | - | FFF+ | 13.10% | - | Eropd | N-Mamcq | 230q | 220-225 | 215 | 6.59% | 6.554% | 63.55003 | | B-1H | MMP | 38.789 | 6.20 | - | - | KZ | - | XXX- | 9.20% | - | Oumxp | B-Doutu | 280-290 | 265-270 | 255 | 6.99% | 6.954% | 57.30424 | | V-2 | JYV | 7.403 | 5.40 | - | - | FF | - | CC+ | 61.96% | - | Lciok | S-Lkdmn | 155r | 150d | 145 | 5.87% | 5.732% | 60.83920 | | E-3 | UJZ | 80.622 | 7.50 | - | - | Y | - | X+ | 21.10% | - | Etzkd | H-Ifuia | 170s | 165m | 160 | 6.02% | 5.882% | 91.36420 | | Z-1Z | CFK | 9.757 | 4.10 | - | - | CN | - | LL | 7.40% | - | WTQ | D-Tcydo | 370u | - | - | - | - | - | | X-2 | CTF | 6.362 | 7.50 | - | - | WU | - | Y+ | 6.12% | - | OGI | O-Ftwfo | - | - | - | - | - | - | | Y-1 | KXI | 693.840 | 3.20 | - | - | VVV | - | YYY | 85.71% | - | Tttrd | A-Hqmdh | 130-135 | 125-130 | 125 | 5.67% | 5.532% | 12.57792 |
Tranche Comments Y-1: First Pay: 2025-02-25; Registration: 144N/Mkl C;
V-2: First Pay: 2025-02-25; Registration: 144G/Mah U;
E-3: First Pay: 2025-02-25; Registration: 144E/Hnl S;
V-1: First Pay: 2025-02-25; Registration: 144B/Mvu A;
B-1H: First Pay: 2025-02-25; Registration: 144Y Uhvg;
Z-1Z: First Pay: 2025-02-25; Registration: 144Z/Trb N;
X-2: First Pay: 2025-02-25; Registration: 144X/Lzd F; Deal Comments Vuueiave Ynvnauueiah Hvneenn ii 3-onvne vav 30% uiie iveuin Guarantor(s) Zxxubycnb Tubjbtujx Mxjcjcuby Gjccbjcqzux MMR Originator(s) BenuQkwe Tuwqguge Nuwb, Sjewxqun Pewxquge Benuxng BBN, PujeQbwett Tuwqguge Nuwb Risk Retention LS - Lvgjxqdmw EL/LM - Pvr Pricing Speed 25% VBW qp 4 kz ikdd |
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