Ellington Financial Mortgage Trust (EFMT) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-3TCS92.2242.30--G-J+39.70%-RbbupHwobb160-1701653.25%3.218%69.80197
H-2KCR39.3925.90--OO-JJ+60.70%-PoktaThgwn1401403.00%2.968%16.70223
F-2ZEQ6.3907.10--G-II6.40%-McjphVbjoo400o4003.90%5.568%87.51022
I-1QXM198.9302.12--NNN-QQQ60.78%-RhminMNSX100c972.21%2.140%26.82338
T-1IHQ17.2803.30--RRR-GGG+6.88%-DctniCfbvk200p1903.50%3.468%59.21292
O-1JIO9.1507.70--GG-TTT-3.10%-HrnaxWyqpq 300t3003.90%4.568%94.64506
Filings
Tranche Comments
I-1: First Pay: 2022-02-25; Registration: 144A/Mfh N; H-2: First Pay: 2022-02-25; Registration: 144N/Vky P; G-3: First Pay: 2022-02-25; Registration: 144C/Dof P; T-1: First Pay: 2022-02-25; Registration: 144N/Qns F; O-1: First Pay: 2022-02-25; Registration: 144U/Fks A; F-2: First Pay: 2022-02-25; Registration: 144B/Bpo S;
Pricing Speed
25% HFV xs 30% Gaxgszpa Vafagaxgsz
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Yes

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