| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2021-HB5 (USD 750m) | Waterfall Asset Management LLC | | USOA | Feb 5, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | HJG | 50.900 | 7.50 | - | - | - | BBB (Y) | - | 7.68% | - | Lobwz | Hqekx | - | 250-260 | 260 | 2.91% | 2.928% | 95.14382 | | D | VYU | 502.000 | 9.64 | - | - | - | LLL | - | 48.60% | - | Pufhq | EGSJ | - | 65-70 | 62 | 0.80% | 0.802% | 81.63792 | | S2 | OOI | 29.000 | 2.99 | - | - | - | F (U) | - | 7.59% | - | Tpsna | Plwre | - | 165r | 155 | 1.85% | 1.854% | 35.50616 | | G1 | NEU | 76.100 | 4.55 | - | - | - | HH (C) | - | 42.55% | - | Tnjfc | Jegvx | - | 120j | 110 | 1.37% | 1.378% | 60.29172 | | U4 | OXD | 62.383 | 2.14 | - | - | - | BB | - | 7.00% | - | Lsjvc | FOX | - | 5.8-5.9% | - | 5.68% | 5.750% | 97.14258 |
Tranche Comments D: First Pay: 2021-03-25; Registration: 144F/Emc P;
G1: First Pay: 2021-03-25; Registration: 144V/Clh V;
S2: First Pay: 2021-03-25; Registration: 144K/Bzi E;
Q3: First Pay: 2021-03-25; Registration: 144D/Rpa N;
U4: First Pay: 2021-03-25; Registration: 144L Bfrz; |
|
