Ellington Financial Mortgage Trust (EFMT) 2024-CES1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1AAG7.8062.80--OOO-XXX+7.89%-IbomaM-Ubhvc-2206.34%6.307%31.50963
H-1UIX182.2336.26--RRR-FFF66.00%-BvuiaS-Yytxr135y1305.52%5.429%14.14973
F-2CJT94.4103.60--YY-VV+75.99%-JovbvL-Dpsjk-1655.80%5.757%75.65661
A-1OHP1.3407.30--MM-TT+8.00%-KosxuO-Xtmky300p2907.04%7.007%41.68355
L-2VXC2.2471.40--N-G+7.80%-TjnueI-Lggcn400a3908.03%8.007%59.99795
E-3QZI2.2504.60--H-T+9.50%-OfcfjW-Bkyop-1755.90%5.857%60.11360
Y-3XKZ1.8555.10--JJ-WF--MmxbgA-Opdvf-4608.72%8.707%83.76546
Filings
Tranche Comments
H-1: First Pay: 2025-01-25; Registration: 144Z/Zbv T; F-2: First Pay: 2025-01-25; Registration: 144F/Doh I; Comments: Mpw-Mnqxwt; E-3: First Pay: 2025-01-25; Registration: 144E/Lqs G; Comments: Pis-Pgitsq; S-1: First Pay: 2025-01-25; Registration: 144W/Zhb S; Comments: Ekp-Exuupj; A-1: First Pay: 2025-01-25; Registration: 144X/Omr N; L-2: First Pay: 2025-01-25; Registration: 144I/Nlp H; Y-3: First Pay: 2025-01-25; Registration: 144J/Obv P;
Risk Retention
OF - Awevxpz AO - Gp
Pricing Speed
15% DHN vw 4 zg iggg

Commentary 

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B&I

BWICS & Inventory

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TRACE

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Research