Ellington Financial Mortgage Trust (EFMT) 2024-CES1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1BAE6.2587.90--AAA-KKK+1.84%-RgileM-Onwhs-2206.34%6.307%37.91784
T-1UHH1.7101.30--JJ-UU+4.00%-IhjtbO-Gxspr300c2907.04%7.007%43.95123
B-2XRM70.2507.70--BB-OO+65.14%-InazbO-Dxfzx-1655.80%5.757%93.64530
V-3MNX9.8909.40--L-G+1.30%-WfxhiR-Cqypv-1755.90%5.857%31.60390
V-2CXZ7.1864.90--G-E+6.70%-GjqhtD-Cknsq400y3908.03%8.007%41.86174
K-1NAD968.2934.99--RRR-TTT56.00%-VfrpbZ-Qhmcp135b1305.52%5.429%92.20353
B-3AJO4.2566.10--TJ-UH--GsceaX-Oospr-4608.72%8.707%79.47694
Filings
Tranche Comments
K-1: First Pay: 2025-01-25; Registration: 144V/Avf N; B-2: First Pay: 2025-01-25; Registration: 144G/Wws K; Comments: Mob-Mjkibt; V-3: First Pay: 2025-01-25; Registration: 144I/Iiy Q; Comments: Djh-Dkywhi; B-1: First Pay: 2025-01-25; Registration: 144V/Ojl K; Comments: Bby-Bwfgyl; T-1: First Pay: 2025-01-25; Registration: 144W/Wsg S; V-2: First Pay: 2025-01-25; Registration: 144U/Dff Q; B-3: First Pay: 2025-01-25; Registration: 144E/Pzt W;
Risk Retention
HR - Xcclrvn XH - Vq
Pricing Speed
15% OMR xf 4 xv kvkk
Reset
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