| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2023-HB11 (USD 339m) | Waterfall Asset Management LLC | | USOA | Feb 24, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | XNY | 49.400 | 7.32 | - | - | - | KKK (E) | - | 4.63% | - | Eoatj | E-Xbwtj | - | - | 600 | 4.00% | 10.389% | 90.56513 | | U1 | MHQ | 15.100 | 2.11 | - | - | - | JJ (L) | - | 50.88% | - | Wakzs | R-Spjgm | - | 340-350 | 330 | 4.00% | 7.689% | 37.75876 | | Z2 | QHO | 31.200 | 9.74 | - | - | - | N (C) | - | 47.88% | - | Pjfll | B-Vpltj | - | 440-450 | 425 | 4.00% | 8.639% | 64.69046 | | W | WPJ | 279.900 | 9.38 | - | - | - | ZZZ | - | 74.63% | - | Zavcu | P-Qgmrx | - | 200i | 220 | 4.00% | 7.052% | 53.13586 |
Tranche Comments W: First Pay: 2023-03-27; Registration: 144Y/Mma K;
U1: First Pay: 2023-03-27; Registration: 144F/Coa I;
Z2: First Pay: 2023-03-27; Registration: 144D/Rpk T;
A3: First Pay: 2023-03-27; Registration: 144K/Efc O; |
|
