| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2021-HB7 (USD 741m) | Waterfall Asset Management LLC | | USOA | Oct 22, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P3 | NBE | 63.400 | 1.70 | - | - | - | AAA (U) | - | 6.50% | - | Gqfti | Eedtt | - | 300-310 | 290 | 3.85% | 3.880% | 26.77910 | | P1 | AMB | 36.100 | 5.22 | - | - | - | KK (Y) | - | 85.34% | - | Zkkeh | Egxfb | - | 130-135 | 125 | 2.12% | 2.134% | 74.93500 | | Z5 | HJD | 88.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | P4 | VBN | 17.100 | 4.15 | - | - | - | TT (D) | - | 2.15% | - | Qyajd | ZGW | - | - | - | 5.07% | 5.125% | 47.52411 | | G | PXZ | 544.800 | 4.46 | - | - | - | KKK | - | 56.18% | - | Pnrww | MUEH | - | 80-85 | 75 | 1.15% | 1.154% | 79.63048 | | M2 | RRI | 69.200 | 3.30 | - | - | - | E (Y) | - | 14.41% | - | Wyrcu | Goebq | - | 175-180 | 175 | 2.68% | 2.694% | 63.85773 |
Tranche Comments G: First Pay: 2021-12-27; Registration: 144D/Lsm O;
P1: First Pay: 2021-12-27; Registration: 144X/Qyc C;
M2: First Pay: 2021-12-27; Registration: 144D/Olt K;
P3: First Pay: 2021-12-27; Registration: 144G/Ffe L;
P4: First Pay: 2021-12-27; Registration: 144T Ovfv;
Z5: First Pay: 2021-12-27; Registration: 144C Mswk; |
|
