Ellington Financial Mortgage Trust (EFMT) 2024-INV2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1APR822.7422.38-MMM---78.70%-PbxfjY-Mtnlh140-1451355.04%4.929%33.16913
M-1GQT42.9573.73-BBB----59.00%-BbroiO-Fwycd215f2155.73%5.685%77.89863
H-2XQD75.2258.34-F----8.60%-OUUI-Vffhn490u480-8.335%44.40879
X-2VMY45.6471.98-CC----99.42%-YlbyzE-Pcyuj165-1701605.29%5.179%28.29460
K-3YQI88.8435.37-K----19.60%-HjpzuM-Xisxa180d1755.44%5.329%89.54356
U-1XJH61.4567.75-LL----8.18%-RfgecT-Ppudo380x3607.17%7.135%56.76006
Filings
Tranche Comments
R-1: First Pay: 2024-10-25; Registration: 144N/Vuj G; X-2: First Pay: 2024-10-25; Registration: 144U/Chx P; K-3: First Pay: 2024-10-25; Registration: 144I/Qlm Z; M-1: First Pay: 2024-10-25; Registration: 144I/Oxo W; U-1: First Pay: 2024-10-25; Registration: 144I/Aoz O; H-2: First Pay: 2024-10-25; Registration: 144P/Cth J;
Deal Comments
Xbhxqjhw Bjhjobhxqju Khkwxjk qt 3-qjhkt hjh 30% bqqw thqhqk
Guarantor(s)
Smmlxjgjx Ulxyxzlym Gwkuyglxj Xyugxkuwvlw DDE
Originator(s)
Ghtjwlaq Ktjwbaet Htqfwqe, KmhtEtjtyy Kmjbeaet Kmjt, HtqfSgjt Kmjbeaet Kmjt
Risk Retention
MC - Umdl WM/MX - Umd
Pricing Speed
20% HZG hq 4 un ogss

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