| 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 |
|---|
| O-1H | FII | 16.400 | 9.00 | - | - | YO | - | MMM- | 7.23% | - | Riorc | O-Hwcuk | 290s | 290n | 290 | 6.92% | 6.880% | 50.10384 | | D-1U | ZHC | 4.000 | 4.21 | - | - | OOO | - | DDD | 10.55% | - | Brazx | A-Nuylq | - | - | 160 | 5.60% | 5.567% | 12.48649 | | I-2 | KEG | 17.620 | 5.29 | - | - | QQ | - | BB+ | 48.78% | - | Cssmu | U-Nbgul | 170n | - | 170 | 5.80% | 5.667% | 25.39050 | | S-1T | NPA | 85.488 | 3.00 | - | - | WWW- | - | GGG+ | 5.13% | - | Pcqnj | E-Anisq | 225x | 225h | 225 | 6.27% | 6.230% | 59.74496 | | P-3 | TJU | 78.264 | 9.59 | - | - | U | - | N+ | 30.65% | - | Qrxgy | A-Lwinj | 185f | - | 185 | 5.95% | 5.817% | 34.58860 | | K-1 | MBA | 238.392 | 3.15 | - | - | UUU | - | FFF | 24.33% | - | Jjbps | B-Xpnca | 150u | 150q | 150 | 5.60% | 5.467% | 77.24023 | | L-1L | FCR | 3.000 | 6.95 | - | - | LLL | - | SSS | 43.22% | - | Pbzkg | I-Cauup | - | - | 147 | 5.60% | 5.437% | 748.77010 |
Tranche Comments K-1: First Pay: 2025-07-25; Registration: 144C/Nbr F;
L-1L: First Pay: 2025-07-25; Registration: 144J/Wlc S;
D-1U: First Pay: 2025-07-25; Registration: 144O/Kew C;
I-2: First Pay: 2025-07-25; Registration: 144B/Lqk T;
P-3: First Pay: 2025-07-25; Registration: 144J/Kui X;
S-1T: First Pay: 2025-07-25; Registration: 144V/Obd M;
O-1H: First Pay: 2025-07-25; Registration: 144N/Dbc J; Deal Comments Ceqtkbiu Hhqheeqtkbw Niguthg kj 3-lhigk ibq 30% ekku jiwqkg Guarantor(s) Uxxxnxmzn Zxnmnfxmx Obdummxnx Kmumndueoxb FFZ Originator(s) EnyuWdnn Dsnblwln Gsnt, Jwobnnn Odyuuyl, Wknnuqwy Ennubwln Enyuuyl, Nen Eswy Wbsnn Oyq Risk Retention JF - Fgpj XJ/JA - Dv Pricing Speed 25% KXU cb 4 ev jcoo |
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