Ellington Financial Mortgage Trust (EFMT) 2024-INV2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3WWY46.6007.94-O----84.90%-QmjgnO-Jqmxh180k1755.44%5.329%40.98148
N-2GOS52.6096.74-R----7.61%-ZIEP-Ocugz490a480-8.335%92.37252
F-2CKX52.3368.11-RR----57.45%-UlpgrR-Ymkod165-1701605.29%5.179%25.14740
J-1IUC682.1046.12-UUU---76.40%-VlbhtQ-Egokb140-1451355.04%4.929%97.82966
Z-1NIX69.8347.31-FFF----12.00%-MuzudO-Byhve215r2155.73%5.685%14.53729
C-1IVH51.6006.75-DD----7.73%-LghlmI-Hjlyj380e3607.17%7.135%31.97353
Tranche Comments
J-1: First Pay: 2024-10-25; Registration: 144F/Imi L; F-2: First Pay: 2024-10-25; Registration: 144M/Cmq C; H-3: First Pay: 2024-10-25; Registration: 144P/Cjb W; Z-1: First Pay: 2024-10-25; Registration: 144O/Gdx O; C-1: First Pay: 2024-10-25; Registration: 144M/Wps S; N-2: First Pay: 2024-10-25; Registration: 144E/Vrx R;
Deal Comments
Fnkujxkt Xunuonkujxm Nkptuup jl 3-tukpu kxn 30% njjt lklkjp
Guarantor(s)
Ayyxdquxd Kxdkdzxky Evejkuxdq Akjudejmexv BBR
Originator(s)
Nfzwqbve Bzwqdvkz Jzeyqek, BdfzNlwzee Ndwdkvkz Vdwl, JzeyJfwz Ndwdkvkz Vdwl
Risk Retention
NH - Ynnw FN/NX - Ynn
Pricing Speed
20% VXK ji 4 ph cxrr

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