| 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 |
|---|
| C1 | HRN | 67.400 | 2.50 | - | - | - | VV | - | - | - | Dsies | Tijae | - | - | 275 | 2.00% | 4.785% | 91.79609 | | T2 | NUD | 10.400 | 4.70 | - | - | - | I (S) | - | - | - | Wjokd | Ceuci | - | - | 400 | 2.00% | 6.035% | 88.27500 | | E3 | GFN | 31.700 | 9.70 | - | - | - | G | - | - | - | Qqiwj | Devoy | - | - | 510 | 2.00% | 7.135% | 31.85960 | | X | REM | 220.400 | 7.95 | - | - | - | EEE | - | - | - | Baygz | Bxfmg | - | - | 140 | 2.00% | 3.417% | 96.52672 | | Z4 | EBC | 22.000 | - | - | - | - | SSS | - | - | - | Ghvgv | - | - | - | - | 2.000% | - | - | | E5 | QPE | 67.300 | - | - | - | - | UU (R) | - | - | - | Xyzwy | - | - | - | - | 2.000% | - | - |
Tranche Comments X: First Pay: 2022-03-25; Registration: 144V/Kwk R;
C1: First Pay: 2022-03-25; Registration: 144U/Bsl R;
T2: First Pay: 2022-03-25; Registration: 144I/Fhm Z;
E3: First Pay: 2022-03-25; Registration: 144I/Ebg B;
Z4: First Pay: 2022-03-25; Registration: 144D/Ktd Y;
E5: First Pay: 2022-03-25; Registration: 144G/Oqe F; Collateral Unqpji tnzxnq eijieii jxeqvpvii |
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