Ellington Financial Mortgage Trust (EFMT) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD188.7022.24-AAA--AAA25.05%-FixedSwaps55-60550.80%0.775%99.99826
A-2USD13.4702.24-AA--AA19.70%-FixedSwaps75-80751.00%0.975%99.99918
A-3USD28.3242.24-A--A8.45%-FixedSwaps85-90851.11%1.075%99.99974
M-1USD9.4424.09-BBB--BBB4.70%-FixedSwaps1701702.23%2.203%99.99983
B-1USD6.7974.09-BB--BB2.00%-FixedSwaps2602603.14%3.103%99.99745
B-2USD3.7774.09-B--B0.50%-FixedSwaps3603604.14%4.103%99.99698
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;
Pricing Speed
25% CPR to 30% Call
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