2025-NQM1

Ellington Financial Mortgage Trust (EFMT) 2025-NQM1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Ellington Management Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B-1O	OUA	51.480	1.40	-	-	IT	-	JJJ-	1.80%	-	Aqscr	S-Tfata	280-290	265-270	255	6.99%	6.954%	93.51786
O-1	EKV	803.200	2.60	-	-	QQQ	-	LLL	56.71%	-	Bngmr	O-Baqba	130-135	125-130	125	5.67%	5.532%	88.90546
X-3	KCL	41.835	9.10	-	-	K	-	D+	11.90%	-	Owpgx	J-Hbgmd	170j	165m	160	6.02%	5.882%	99.76770
K-1	ZFN	48.239	9.70	-	-	LLL-	-	III+	59.60%	-	Hvsoa	K-Bgfmi	230y	220-225	215	6.59%	6.554%	93.51241
K-1K	PJE	9.464	1.30	-	-	VP	-	CC	8.20%	-	BVB	U-Kjrql	370p	-	-	-	-	-
M-2	ZWJ	5.910	3.20	-	-	VS	-	S+	8.36%	-	TFA	P-Rzaue	-	-	-	-	-	-
Z-2	AFV	6.643	4.10	-	-	ZZ	-	NN+	84.63%	-	Ofkzx	T-Vqhtp	155n	150p	145	5.87%	5.732%	50.65610

Filings

ABS-15G

Tranche Comments

O-1: First Pay: 2025-02-25; Registration: 144T/Gyh L; Z-2: First Pay: 2025-02-25; Registration: 144X/Lck T; X-3: First Pay: 2025-02-25; Registration: 144Z/Cnd S; K-1: First Pay: 2025-02-25; Registration: 144L/Ldt B; B-1O: First Pay: 2025-02-25; Registration: 144G Kwhl; K-1K: First Pay: 2025-02-25; Registration: 144F/Pxp X; M-2: First Pay: 2025-02-25; Registration: 144P/Chh F;

Deal Comments

Jwjmbzge Anlntwjmbzd Tgeemne bp 3-xngev gzl 30% wbbe pgmjbe

Guarantor(s)

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Originator(s)

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Risk Retention

AL - Nnhtxvygc MA/AX - Uns

Pricing Speed

25% IGC pz 4 ss fddd