Ellington Financial Mortgage Trust (EFMT) 2024-CES1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-3HOV2.1658.50--UT-FA--QorpaY-Udhny-4608.72%8.707%76.41678
N-2RIM56.7102.80--LL-VV+15.14%-FcvqlF-Ywafv-1655.80%5.757%16.40179
G-3PPK6.9603.80--Q-L+6.70%-JamlqH-Hhyrz-1755.90%5.857%65.56020
Y-2MFD5.1984.10--R-F+1.90%-LwsgwF-Xfdtg400e3908.03%8.007%45.69601
U-1ALC967.3506.66--EEE-PPP38.00%-BlwqgZ-Ycool135z1305.52%5.429%26.88037
S-1ENL8.9781.10--FFF-TTT+6.77%-QvujzS-Fpptn-2206.34%6.307%71.54251
P-1NJU2.1404.90--MM-VV+9.00%-KjqwyS-Pason300w2907.04%7.007%37.65132
Tranche Comments
U-1: First Pay: 2025-01-25; Registration: 144C/Eqw J; N-2: First Pay: 2025-01-25; Registration: 144E/Jau U; Comments: Cuv-Csrovc; G-3: First Pay: 2025-01-25; Registration: 144H/Blp S; Comments: Cwb-Clysbr; S-1: First Pay: 2025-01-25; Registration: 144Z/Deo K; Comments: Xpi-Xvtric; P-1: First Pay: 2025-01-25; Registration: 144Z/Icu H; Y-2: First Pay: 2025-01-25; Registration: 144J/Bfx W; B-3: First Pay: 2025-01-25; Registration: 144E/Owa E;
Risk Retention
LD - Exjselm EL - Fr
Pricing Speed
15% NMA zf 4 qx kqii

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