| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2022-EBO2 (USD 407m) | Waterfall Asset Management LLC | | USOA | Apr 12, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UNQ | 754.327 | 4.90 | - | - | - | - | MMM | 60.50% | - | Sfkkw | J-Saqcb | - | 140-145 | 140 | 3.17% | 3.190% | 73.41411 | | K1 | ZCQ | 90.354 | 3.40 | - | - | - | - | WW | 92.40% | - | Cwuye | H-Gmpkp | - | 170-180 | 200 | 4.35% | 4.387% | 65.89435 | | C2 | OMC | 22.493 | 2.70 | - | - | - | - | B | 2.51% | - | Kavsk | D-Pgyzl | - | 210-220 | 220 | 4.54% | 4.587% | 58.99771 | | F3 | NSV | 4.203 | 7.50 | - | - | - | - | FFF | 5.00% | - | Jbkui | K-Lxgyx | - | 290-300 | 300 | 5.33% | 5.387% | 89.26540 |
Tranche Comments G: First Pay: 2022-05-25; Registration: 144X/Yli A;
K1: First Pay: 2022-05-25; Registration: 144E/Oat C;
C2: First Pay: 2022-05-25; Registration: 144N/Kxb C;
F3: First Pay: 2022-05-25; Registration: 144J/Ksu V; Pricing Speed 100% EEI sg a 20% Qosbgrao Daoo |
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