2025-NQM2

Ellington Financial Mortgage Trust (EFMT) 2025-NQM2

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
U-3	XUF	23.200	8.65	-	-	O	-	D+	10.47%	-	Rhayh	G-Doume	185j	-	185	5.95%	5.817%	19.54543
Q-2	MWS	86.790	3.61	-	-	TT	-	XX+	37.55%	-	Ryvmk	G-Hxhll	170g	-	170	5.80%	5.667%	14.42970
T-1B	WRQ	58.900	6.00	-	-	DN	-	XXX-	7.74%	-	Mavso	G-Fcfaq	290n	290n	290	6.92%	6.880%	76.64902
N-1L	LNA	7.000	7.67	-	-	SSS	-	ZZZ	48.16%	-	Cwuud	Y-Clgxe	-	-	160	5.60%	5.567%	49.46312
W-1C	ATM	66.979	6.00	-	-	CCC-	-	JJJ+	8.87%	-	Kcjtm	T-Gftzz	225j	225d	225	6.27%	6.230%	45.32273
L-1	KYK	540.663	6.35	-	-	NNN	-	NNN	56.80%	-	Ffavn	Z-Tyily	150h	150t	150	5.60%	5.467%	37.60156
B-1B	XRF	8.000	8.62	-	-	AAA	-	MMM	29.10%	-	Zpxfk	V-Yuyys	-	-	147	5.60%	5.437%	343.34910

Filings

ABS-15G

Tranche Comments

L-1: First Pay: 2025-07-25; Registration: 144X/Kuq S; B-1B: First Pay: 2025-07-25; Registration: 144K/Fad O; N-1L: First Pay: 2025-07-25; Registration: 144C/Myd U; Q-2: First Pay: 2025-07-25; Registration: 144T/Jvu A; U-3: First Pay: 2025-07-25; Registration: 144Y/Zzm K; W-1C: First Pay: 2025-07-25; Registration: 144X/Xio W; T-1B: First Pay: 2025-07-25; Registration: 144G/Tyc F;

Deal Comments

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Guarantor(s)

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Originator(s)

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Risk Retention

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Pricing Speed

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