Ellington Financial Mortgage Trust (EFMT) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-3ROT41.4481.60--G-T+45.60%-TulmnSljer160-1701653.25%3.218%26.23215
X-1LCN36.7291.60--FFF-TTT+1.31%-GmxzcWueys200l1903.50%3.468%49.98850
W-1MZK9.8405.50--NN-EEE-4.30%-CcmbwBlwvi 300v3003.90%4.568%11.23535
W-1VCR315.6708.12--FFF-ZZZ44.19%-KtjzrRGWO100l972.21%2.140%30.51504
N-2XBE6.8077.20--L-BB7.50%-YcyesIfora400t4003.90%5.568%50.79006
P-2MLQ13.7682.30--PP-LL+95.62%-WhotxGehww1401403.00%2.968%74.51640
Filings
Tranche Comments
W-1: First Pay: 2022-02-25; Registration: 144E/Hwe O; P-2: First Pay: 2022-02-25; Registration: 144Z/Ihf N; E-3: First Pay: 2022-02-25; Registration: 144M/Put G; X-1: First Pay: 2022-02-25; Registration: 144J/Oat R; W-1: First Pay: 2022-02-25; Registration: 144T/Vke R; N-2: First Pay: 2022-02-25; Registration: 144K/Ohh A;
Pricing Speed
25% TLV se 30% Bushebrn Vvsveusheb

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