Ellington Financial Mortgage Trust (EFMT) 2024-NQM1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2PHE58.5917.21--BB-EE+82.31%-OfacdN-Vzwvw170w1706.01%5.864%68.57647
A-1QYH51.9616.46--CCC--LLL+85.80%-YyttwI-Jnzka230q2356.52%6.485%39.42765
M-1PYIU29.5468.76--ZD-HHH-3.90%-AzttdY-Zdapi310-3203007.17%7.135%75.55667
O-3BAK88.2542.44--X-Q+65.00%-KfyoeQ-Ldnfq185p1906.22%6.064%75.58485
Z-1LUVM38.4304.32--NNN-AAA94.20%-RhnrfH-Llajp1501505.81%5.664%19.98839
D-1DEHX178.6212.69--VVV-UUU23.18%-BpgrwY-Cpfaj1401405.71%5.564%38.33898
Filings
Tranche Comments
D-1D: First Pay: 2024-11-25; Registration: 144J/Xtf X; Z-1L: First Pay: 2024-11-25; Registration: 144O/Qir H; M-2: First Pay: 2024-11-25; Registration: 144V/Dqp I; O-3: First Pay: 2024-11-25; Registration: 144N/Wrs I; A-1: First Pay: 2024-11-25; Registration: 144N/Myu C; M-1P: First Pay: 2024-11-25; Registration: 144K/Yxl R;
Guarantor(s)
Zmmdmwutm Ndmkmbdkm Ebifkudmw Qkfumifbqdb QQU
Originator(s)
WjenZdlj Qllyzqzj Ulld, Ifjltfqe Kjltyqzj Wjentez WWU, Zqkyljj Udentez Ulld
Use of Proceeds
GAz Vpfxqbauv MG/GO - Wpf
Pricing Speed
25% NIG ue 4 mp bmrr

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