Ellington Financial Mortgage Trust

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Ellington Management Group

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K-1K	LYP	230.104	5.80	-	-	JJJ	-	GGG	56.90%	-	Sttkd	X-Abyjx	U1-3	I1-3	142	5.49%	5.327%	288.48320
R-1L	IEV	12.627	7.50	-	-	III	-	SSS	42.20%	-	Dlxij	K-Cbrps	Z1+10	I1+10	155	5.49%	5.457%	26.49822
Y-1E	KMT	95.961	5.23	-	-	JJJ-	-	WWW+	2.25%	-	Muphu	L-Hxsqo	220-230	215h	210	6.05%	6.008%	61.18221
S-1	TTV	775.645	4.50	-	-	OOO	-	JJJ	29.90%	-	Sapvf	W-Rcmpu	150k	145-150	145	5.49%	5.357%	25.45518
L-3	BXY	85.258	6.10	-	-	B	-	V+	17.20%	-	Ukint	N-Pxrwl	180c	180	180	5.85%	5.707%	87.54370
M-1	COS	7.754	3.70	-	-	GH	-	YY	6.54%	-	QUB	G-Uhcdv	350x	350	350	-	7.408%	87.87406
D-1M	XUQ	85.900	1.82	-	-	AX	-	UUU-	9.80%	-	Tfxva	V-Fiosf	275-285	260-270	250	6.45%	6.408%	69.37504
F-2	UGX	64.800	9.90	-	-	XX	-	SS+	97.50%	-	Cbgnj	M-Mxqfx	170y	170a	170	5.75%	5.607%	16.79403
F-2	MHB	7.448	1.77	-	-	EJ	-	X+	4.10%	-	OFG	B-Cjhcu	450p	450k	465	-	8.558%	37.67835

Filings

ABS-15G

Tranche Comments

K-1K: First Pay: 2025-08-25; Registration: 144Z/Zur H; R-1L: First Pay: 2025-08-25; Registration: 144V/Mfh H; S-1: First Pay: 2025-08-25; Registration: 144P/Kbq X; F-2: First Pay: 2025-08-25; Registration: 144W/Let P; L-3: First Pay: 2025-08-25; Registration: 144U/Ctx B; Y-1E: First Pay: 2025-08-25; Registration: 144M/Taj I; D-1M: First Pay: 2025-08-25; Registration: 144Q/Oil A; M-1: First Pay: 2025-08-25; Registration: 144H/Iqp A; F-2: First Pay: 2025-08-25; Registration: 144N/Xfv N;

Guarantor(s)

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Originator(s)

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Risk Retention

UP - Zxqpkogf

Expected Settlement Date

2025-07-31

Pricing Speed

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Refinancing

Yes