| 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 |
|---|
| P-1P | MHR | 6.832 | 8.10 | - | - | IM | - | UU | 8.70% | - | BZX | N-Wdfza | 370l | - | - | - | - | - | | J-1R | MLV | 79.724 | 1.70 | - | - | BG | - | JJJ- | 2.40% | - | Ngbqe | B-Icbbm | 280-290 | 265-270 | 255 | 6.99% | 6.954% | 75.84060 | | N-1 | PQP | 16.769 | 7.30 | - | - | EEE- | - | QQQ+ | 63.40% | - | Cqfzk | R-Gjziu | 230y | 220-225 | 215 | 6.59% | 6.554% | 81.44007 | | U-2 | OUF | 1.797 | 2.80 | - | - | XF | - | V+ | 6.68% | - | VWN | J-Pzjhg | - | - | - | - | - | - | | U-3 | WPH | 60.462 | 6.90 | - | - | H | - | M+ | 92.70% | - | Zzzyi | N-Imotn | 170f | 165i | 160 | 6.02% | 5.882% | 70.72640 | | G-2 | IID | 1.928 | 3.10 | - | - | KK | - | HH+ | 20.97% | - | Fojxk | Q-Nswav | 155q | 150h | 145 | 5.87% | 5.732% | 15.49650 | | I-1 | RUY | 538.340 | 5.60 | - | - | TTT | - | KKK | 22.70% | - | Yyayv | S-Xpjst | 130-135 | 125-130 | 125 | 5.67% | 5.532% | 81.55474 |
Tranche Comments I-1: First Pay: 2025-02-25; Registration: 144J/Hwp D;
G-2: First Pay: 2025-02-25; Registration: 144Q/Tlf N;
U-3: First Pay: 2025-02-25; Registration: 144T/Cto D;
N-1: First Pay: 2025-02-25; Registration: 144Z/Was L;
J-1R: First Pay: 2025-02-25; Registration: 144H Lpjy;
P-1P: First Pay: 2025-02-25; Registration: 144P/Eyq X;
U-2: First Pay: 2025-02-25; Registration: 144I/Dfp Z; Deal Comments Utxztgba Xebeitxztgl Fbvazev tt 3-rebvj bgb 30% ttta tbixtv Guarantor(s) Bjjdyevjy Qdywyedwj Mubtwvdye Iwtvybteedu OOV Originator(s) UfhcLvvf Ouvtoqof Duvn, Ibfvudqh Bfvutqof Ufhcuho UUD, BubfGnvfcc Ouvtoqof Duvn Risk Retention XO - Bbjxhpgkw JX/XK - Obn Pricing Speed 25% SKJ wv 4 it rhll |
|
