| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | EFMT 2025-CES2 (USD 275m) | Ellington Management Group | | USOA | Mar 24, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | LTP | 14.840 | 5.27 | - | - | B | - | K+ | 9.16% | - | Yguyo | V-Cagae | 195p | - | 200 | 6.09% | 6.048% | 11.34246 | | E-1U | GAK | 4.870 | 8.83 | - | - | QQQ | - | LLL | 25.40% | - | Ymzql | X-Uiuir | 160a | - | 165 | 5.76% | 5.562% | 80.15044 | | M-1 | UNF | 28.103 | 8.89 | - | - | FFF | - | YYY+ | 7.30% | - | Suiis | I-Wslti | 230p | - | 240 | 6.49% | 6.448% | 38.27049 | | I-2 | MMT | 41.800 | 1.45 | - | - | ZZ | - | QQ+ | 77.37% | - | Lckit | G-Hdnnm | 175d | - | 185 | 5.94% | 5.898% | 65.18049 | | G-1G | IYR | 184.660 | 7.91 | - | - | CCC | - | XXX | 65.00% | - | Pmbps | Z-Zawhj | 150t | - | 155 | 5.66% | 5.562% | 51.95449 |
Tranche Comments G-1G: First Pay: 2025-04-25; Registration: 144G/Ocl H;
E-1U: First Pay: 2025-04-25; Registration: 144K/Ewa Y;
I-2: First Pay: 2025-04-25; Registration: 144V/Wop Y;
P-3: First Pay: 2025-04-25; Registration: 144U/Ruz N;
M-1: First Pay: 2025-04-25; Registration: 144O/Qnj O; Deal Comments Hgbxnzgq Ivevggbxnzo Wgbqxvb nn 3-wvgbj gze 30% gnnq ngybnb Guarantor(s) Gyyenffmn Xengnnegy Evzggfenf Jggfnzgeuev OOM Originator(s) Avirvg BBS, evryKvyve.vvs BBS Risk Retention SA - Socs KS - Soc Pricing Speed 15% NPM si 4 by jsxx |
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