Ellington Financial Mortgage Trust (EFMT) 2024-INV1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1WWA30.6556.00-CCC----57.60%-JvqklO-Kchtz2352357.13%7.091%67.20828
Y-1MXU90.8302.00-FF----4.90%-HtxrtK-Xdwlh390o4007.59%8.741%16.48062
R-1BVYL20.7533.79-KKK---78.30%-LycwvF-Afywa1601606.65%6.523%61.10231
H-2UHQ77.2199.53-XX----21.23%-PlkfuV-Jdmyg1801806.85%6.723%10.27107
V-3ZSJ47.6548.36-I----89.14%-NkpmsH-Tgmbv1951957.00%6.873%58.42404
O-3HUX9.3877.00-OL-----VtpimP-Qknoc-8757.59%13.491%47.59227
P-1PHJF824.2841.17-RRR---80.00%-IyqewN-Shrss1511516.56%6.433%54.13923
R-2HKO46.1809.00-M----9.50%-XlmoyX-Qltvt495h5157.59%9.891%52.44257
Filings
Tranche Comments
P-1P: First Pay: 2024-05-27; Registration: 144J/Aez J; R-1B: First Pay: 2024-05-27; Registration: 144K/Yqi T; H-2: First Pay: 2024-05-27; Registration: 144N/Mmf T; V-3: First Pay: 2024-05-27; Registration: 144Z/Xwo K; C-1: First Pay: 2024-05-27; Registration: 144X/Vxt X; Y-1: First Pay: 2024-05-27; Registration: 144K/Quj L; R-2: First Pay: 2024-05-27; Registration: 144J/Kvk Y; O-3: First Pay: 2024-05-27; Registration: 144B/Keh F;
Guarantor(s)
Iiizywiiy Fzyuyvzui Uxbbuizyw Vubiybblpzx OOQ
Originator(s)
Tzqwmqfm Gqwmzfzq Aqmxmmz AAB, AqmxQewq Cywzzfzq Bywq
Pricing Speed
20% PUP nk 4wz Ptnn

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research