| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2022-AB2 (USD 577m) | Waterfall Asset Management LLC | | USOA | Feb 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | HQY | 38.500 | 1.60 | - | - | - | B | - | - | - | Gnyoe | Ejuoi | - | - | 510 | 2.00% | 7.135% | 40.41342 | | F2 | YUR | 82.300 | 4.50 | - | - | - | B (W) | - | - | - | Lntug | Rkvkf | - | - | 400 | 2.00% | 6.035% | 66.89900 | | V5 | QXW | 69.100 | - | - | - | - | WW (M) | - | - | - | Vofpv | - | - | - | - | 2.000% | - | - | | K | HAR | 778.600 | 3.68 | - | - | - | III | - | - | - | Tikiq | Mwbok | - | - | 140 | 2.00% | 3.417% | 21.85422 | | M1 | EBY | 81.100 | 5.90 | - | - | - | PP | - | - | - | Ayjaz | Edenl | - | - | 275 | 2.00% | 4.785% | 10.65716 | | R4 | XIE | 63.000 | - | - | - | - | AAA | - | - | - | Dqqmb | - | - | - | - | 2.000% | - | - |
Tranche Comments K: First Pay: 2022-03-25; Registration: 144V/Cim Z;
M1: First Pay: 2022-03-25; Registration: 144Q/Nfk F;
F2: First Pay: 2022-03-25; Registration: 144D/Cee B;
G3: First Pay: 2022-03-25; Registration: 144T/Yqu Y;
R4: First Pay: 2022-03-25; Registration: 144T/Wqs Q;
V5: First Pay: 2022-03-25; Registration: 144A/Uwq B; Collateral Axnvjv ctbctn pvjvpxv fcpnrprvx |
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