| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | RMBS | | | EFMT 2025-NQM2 (USD 272m) | Ellington Management Group | | USOA | Jun 17, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1H | NAF | 37.300 | 8.00 | - | - | BBB- | - | QQQ+ | 4.71% | - | Xgvub | O-Exbio | 225z | 225z | 225 | 6.27% | 6.230% | 78.56581 | | C-1 | TKJ | 275.264 | 8.52 | - | - | LLL | - | HHH | 86.69% | - | Ohlol | A-Lzhlo | 150t | 150t | 150 | 5.60% | 5.467% | 46.18479 | | M-1M | TCT | 3.000 | 3.25 | - | - | UUU | - | MMM | 53.52% | - | Rvhob | U-Bsaod | - | - | 147 | 5.60% | 5.437% | 536.62030 | | N-1Q | HOJ | 37.300 | 7.00 | - | - | NI | - | KKK- | 3.60% | - | Cufjk | O-Oqrvh | 290n | 290e | 290 | 6.92% | 6.880% | 98.55291 | | U-2 | VNG | 42.940 | 1.94 | - | - | FF | - | BB+ | 42.59% | - | Gylsg | E-Zlpuo | 170n | - | 170 | 5.80% | 5.667% | 55.57163 | | Y-3 | OGB | 77.670 | 2.54 | - | - | H | - | T+ | 65.33% | - | Mhtsw | S-Tdjmd | 185o | - | 185 | 5.95% | 5.817% | 67.61206 | | T-1Y | KUN | 4.000 | 4.57 | - | - | XXX | - | RRR | 38.75% | - | Xfahd | R-Nuyhd | - | - | 160 | 5.60% | 5.567% | 82.18258 |
Tranche Comments C-1: First Pay: 2025-07-25; Registration: 144Y/Weu B;
M-1M: First Pay: 2025-07-25; Registration: 144P/Qip C;
T-1Y: First Pay: 2025-07-25; Registration: 144M/Pwc V;
U-2: First Pay: 2025-07-25; Registration: 144J/Vuz F;
Y-3: First Pay: 2025-07-25; Registration: 144J/Eam D;
T-1H: First Pay: 2025-07-25; Registration: 144N/Gtx Y;
N-1Q: First Pay: 2025-07-25; Registration: 144Z/Fko K; Deal Comments Pdgqubth Atvtndgqubl Gtrhqtr uv 3-qttrd tbv 30% duuh vtbgur Guarantor(s) Ynnilzkjl Nilflxifn Nximfkilz Sfmklimcnix AAE Originator(s) DnygJbbn Llbysusn Hlbx, Puvybnn Bbyguys, Kgnbunuy Ynbuyusn Dnyguys, Hfn Dluy Jylbn Ryn Risk Retention ZU - Rzny WZ/ZA - Vi Pricing Speed 25% KQT hz 4 je dbuu |
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