| 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 |
|---|
| J-2 | WNS | 87.900 | 8.49 | - | - | TT | - | MM+ | 51.26% | - | Hrqps | A-Hlbgv | 170e | - | 170 | 5.80% | 5.667% | 99.37982 | | S-1 | QIC | 436.147 | 2.73 | - | - | AAA | - | III | 42.50% | - | Lrvxl | V-Qblgd | 150n | 150r | 150 | 5.60% | 5.467% | 68.51886 | | O-1Z | EGO | 3.000 | 5.34 | - | - | CCC | - | MMM | 25.40% | - | Hppfa | J-Jptms | - | - | 160 | 5.60% | 5.567% | 94.70692 | | G-1I | KVZ | 61.127 | 6.00 | - | - | VVV- | - | CCC+ | 7.90% | - | Owiyd | V-Qzafe | 225i | 225b | 225 | 6.27% | 6.230% | 25.85882 | | Z-1Z | PPD | 1.000 | 9.69 | - | - | OOO | - | QQQ | 99.93% | - | Crgij | E-Dolba | - | - | 147 | 5.60% | 5.437% | 872.49420 | | V-3 | MSF | 46.785 | 1.10 | - | - | O | - | Z+ | 60.94% | - | Slfvq | S-Kyzhd | 185d | - | 185 | 5.95% | 5.817% | 13.46227 | | H-1H | GXD | 69.900 | 3.00 | - | - | DK | - | QQQ- | 6.94% | - | Hvzxe | Y-Xgqfs | 290v | 290c | 290 | 6.92% | 6.880% | 69.13316 |
Tranche Comments S-1: First Pay: 2025-07-25; Registration: 144D/Mkp L;
Z-1Z: First Pay: 2025-07-25; Registration: 144C/Fps P;
O-1Z: First Pay: 2025-07-25; Registration: 144V/Kry V;
J-2: First Pay: 2025-07-25; Registration: 144I/Gtg X;
V-3: First Pay: 2025-07-25; Registration: 144C/Phl M;
G-1I: First Pay: 2025-07-25; Registration: 144N/Czn H;
H-1H: First Pay: 2025-07-25; Registration: 144E/Upz A; Deal Comments Iextgbol Juauuextgbk Loiltui gq 3-huoix oba 30% eggl qoexgi Guarantor(s) Njjdxfdjx Sdxqxwdqj Xqyuqddxf Dqudxyudydq HHF Originator(s) WxseYxfx Plfqbdbx Mlfa, Ldqqfxx Vxsejsb, Bqxfjyds Wxfjqdbx Wxsejsb, Ahx Wlds Yqlfx Ssy Risk Retention BP - Uzda RB/BE - Kn Pricing Speed 25% WPM kg 4 tm rvvv |
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