2021-1

Ellington Financial Mortgage Trust (EFMT) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	188.702	2.24	-	AAA	-	-	AAA	25.05%	-	Fixed	Swaps	55-60	55	0.80%	0.775%	99.99826
A-2	USD	13.470	2.24	-	AA	-	-	AA	19.70%	-	Fixed	Swaps	75-80	75	1.00%	0.975%	99.99918
A-3	USD	28.324	2.24	-	A	-	-	A	8.45%	-	Fixed	Swaps	85-90	85	1.11%	1.075%	99.99974
M-1	USD	9.442	4.09	-	BBB	-	-	BBB	4.70%	-	Fixed	Swaps	170	170	2.23%	2.203%	99.99983
B-1	USD	6.797	4.09	-	BB	-	-	BB	2.00%	-	Fixed	Swaps	260	260	3.14%	3.103%	99.99745
B-2	USD	3.777	4.09	-	B	-	-	B	0.50%	-	Fixed	Swaps	360	360	4.14%	4.103%	99.99698

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Tranche Comments

A-1: First Pay: 2021-03-25; Registration: 144A/Reg S; A-2: First Pay: 2021-03-25; Registration: 144A/Reg S; A-3: First Pay: 2021-03-25; Registration: 144A/Reg S; M-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-2: First Pay: 2021-03-25; Registration: 144A/Reg S;

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