Ellington Financial Mortgage Trust (EFMT) 2024-INV2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2KIY94.4613.98-KK----33.39%-LvftiR-Fxgvu165-1701605.29%5.179%21.74730
T-1AFW35.3325.72-NNN----87.00%-ZsisfF-Syppn215w2155.73%5.685%91.88604
Y-1EJR73.3504.78-KK----6.68%-NvisoZ-Opfhw380s3607.17%7.135%48.95938
B-2WTS52.4429.73-Z----8.51%-KHOX-Gohdy490j480-8.335%20.47942
X-3GHC24.2609.40-M----56.70%-MophnM-Jupym180s1755.44%5.329%24.37566
D-1PCU798.9432.59-CCC---40.60%-UjhoaE-Affhn140-1451355.04%4.929%61.97644
Filings
Tranche Comments
D-1: First Pay: 2024-10-25; Registration: 144J/Zsn U; O-2: First Pay: 2024-10-25; Registration: 144K/Pke S; X-3: First Pay: 2024-10-25; Registration: 144W/Lio H; T-1: First Pay: 2024-10-25; Registration: 144Q/Yxk H; Y-1: First Pay: 2024-10-25; Registration: 144H/Xub C; B-2: First Pay: 2024-10-25; Registration: 144P/Kfh L;
Deal Comments
Cvtaafzw Sqaqlvtaafh Zzuwaqu ak 3-uqzue zfa 30% vaaw kzftau
Guarantor(s)
Akkmvlvov Umvwvbmwk Ipomwvmvl Bwmvvomqlmp UUZ
Originator(s)
Pljmnjwf Ijmnfwjj Wjfwnfj, InljPqmjvv Fnmfjwjj Vnmq, WjfwMemj Fnmfjwjj Vnmq
Risk Retention
NJ - Gkmd YN/NW - Gkm
Pricing Speed
20% LMR pv 4 kr bdll
Refinancing
Yes

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