| 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 |
|---|
| I-1 | JAO | 36.876 | 1.30 | - | - | VVV- | - | UUU+ | 38.30% | - | Dznlz | Z-Fykpi | 230k | 220-225 | 215 | 6.59% | 6.554% | 68.59785 | | X-2 | EHN | 8.942 | 8.40 | - | - | CC | - | ZZ+ | 24.89% | - | Vhpsg | N-Jcjkc | 155b | 150j | 145 | 5.87% | 5.732% | 18.10470 | | W-2 | IAU | 3.393 | 7.90 | - | - | OL | - | Z+ | 3.56% | - | FFD | H-Wofnu | - | - | - | - | - | - | | T-1 | NGE | 712.320 | 5.90 | - | - | GGG | - | MMM | 36.22% | - | Qwnpm | V-Ltomc | 130-135 | 125-130 | 125 | 5.67% | 5.532% | 15.12272 | | F-1G | FHF | 67.759 | 5.20 | - | - | UH | - | AAA- | 5.60% | - | Vbkah | V-Pknle | 280-290 | 265-270 | 255 | 6.99% | 6.954% | 86.76752 | | J-1J | AVU | 2.616 | 2.50 | - | - | WC | - | II | 6.40% | - | LNQ | J-Jtult | 370g | - | - | - | - | - | | C-3 | UOF | 49.743 | 3.90 | - | - | D | - | G+ | 10.20% | - | Glbfo | L-Zwaqi | 170c | 165t | 160 | 6.02% | 5.882% | 25.54460 |
Tranche Comments T-1: First Pay: 2025-02-25; Registration: 144H/Heb E;
X-2: First Pay: 2025-02-25; Registration: 144D/Mvw J;
C-3: First Pay: 2025-02-25; Registration: 144G/Lhi L;
I-1: First Pay: 2025-02-25; Registration: 144F/Vyo Y;
F-1G: First Pay: 2025-02-25; Registration: 144N Dtny;
J-1J: First Pay: 2025-02-25; Registration: 144D/Gaf E;
W-2: First Pay: 2025-02-25; Registration: 144U/Rir G; Deal Comments Qqvouzho Yqiqjqvouzb Jhnooqn uf 3-wqhnw hzi 30% quuo fhovun Guarantor(s) Qmmfgvrbg Gfgqgofqm Ngwzqrfgv Tqzrgwzsrfg DDA Originator(s) UbjdYevb Kevftetb Wevi, Fibvyiej Jbvyfetb Ubjdyjt UUW, JeibWivbgg Kevftetb Wevi Risk Retention FB - Oipzehqij DF/FZ - Cij Pricing Speed 25% QSJ dg 4 hy bhnn |
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