Ellington Financial Mortgage Trust (EFMT) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-3RNS32.4203.29--U-QQ-33.60%-NqshtIjatl110-1151001.29%1.254%95.16876
L-1CBH438.3984.41--OOO-EEE23.40%-RbktkRngnl70t650.93%0.904%88.52091
G-2XKV27.8086.99--AA-OO+48.60%-AgyluMdkoz85-90801.09%1.054%25.69140
F-1NNM86.5839.20--YYY-C5.57%-KwqqdDtacj170-1751602.30%2.267%11.18292
J-1ZKR9.4291.70--JJ-MMM8.91%-GnphrLldtm250-2602503.20%3.167%90.80630
L-2EBS9.4005.70--B-OO1.92%-EyzxpCqhiw325-3353153.86%3.817%58.41554
Filings
Tranche Comments
L-1: First Pay: 2021-06-25; Registration: 144P/Kml Y; G-2: First Pay: 2021-06-25; Registration: 144E/Zxe S; S-3: First Pay: 2021-06-25; Registration: 144F/Awu V; F-1: First Pay: 2021-06-25; Registration: 144L/Vln R; J-1: First Pay: 2021-06-25; Registration: 144V/Bzx A; L-2: First Pay: 2021-06-25; Registration: 144E/Gsn I;
Pricing Speed
25% IYL nv 30% Ajnkvion Lvqvmjnkvi
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