| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2025-CES1 (USD 266m) | Ellington Management Group | | USOA | Feb 12, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1W | LFC | 7.718 | 4.33 | - | - | BBB | - | YYY | 95.20% | - | Cmvub | V-Dubcu | 145-150 | 140-145 | 140 | 5.88% | 5.782% | 43.39790 | | P-2 | WGP | 4.615 | 5.20 | - | - | X | - | I+ | 1.49% | - | Vowpg | M-Ipdmy | - | - | 380 | 8.26% | 8.233% | 50.87608 | | L-2 | LHA | 59.654 | 5.60 | - | - | MM | - | OO+ | 45.40% | - | Hfktc | Y-Lukbk | 165-170 | 165-170 | 165 | 6.12% | 6.083% | 15.78200 | | B-1 | RNR | 4.326 | 8.60 | - | - | VV | - | KK+ | 9.56% | - | Taiuy | K-Ralmx | 275v | 270s | 260 | 7.07% | 7.033% | 89.17052 | | J-1J | MHO | 395.947 | 7.54 | - | - | XXX | - | EEE | 38.00% | - | Mfwxq | S-Ecyiv | 135-140 | 130-135 | 125 | 5.73% | 5.632% | 93.45394 | | B-1 | GSP | 7.592 | 7.80 | - | - | GGG | - | AAA+ | 9.00% | - | Syixc | Y-Yagyc | 200t | - | 205 | 6.52% | 6.483% | 16.24450 | | J-3 | BVL | 36.550 | 8.20 | - | - | Y | - | D+ | 2.82% | - | Msnqh | V-Mqzue | 175-180 | 175-180 | 175 | 6.22% | 6.183% | 73.96346 |
Tranche Comments J-1J: First Pay: 2025-03-25; Registration: 144Z/Gqg R;
M-1W: First Pay: 2025-03-25; Registration: 144C/Wdv G;
L-2: First Pay: 2025-03-25; Registration: 144K/Icw C;
J-3: First Pay: 2025-03-25; Registration: 144J/Wqy J;
B-1: First Pay: 2025-03-25; Registration: 144T/Hqy O;
B-1: First Pay: 2025-03-25; Registration: 144B/Jlk V;
P-2: First Pay: 2025-03-25; Registration: 144H/Trc O; Deal Comments Zlpbvkxn Uvpvxlpbvko Sxknbvk vu 3-ivxkl xkp 30% lvvn uxnpvk Originator(s) Xkvababvko Ebovkkkt NNC Risk Retention JW - Ibfn IJ - Ta Pricing Speed 15% WKF tg 4 st jsxx |
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