| 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 |
|---|
| Z3 | PLQ | 51.700 | 4.93 | - | - | - | III (V) | - | 3.15% | - | Nwrmp | F-Ilufv | - | - | 600 | 4.00% | 10.389% | 28.83308 | | V2 | KTE | 72.900 | 8.71 | - | - | - | I (K) | - | 88.83% | - | Tqsyn | P-Lbfjv | - | 440-450 | 425 | 4.00% | 8.639% | 38.77846 | | L1 | REI | 82.900 | 7.67 | - | - | - | NN (A) | - | 91.34% | - | Qfcjj | Y-Cwtsv | - | 340-350 | 330 | 4.00% | 7.689% | 19.47827 | | H | ZKL | 374.600 | 3.86 | - | - | - | ZZZ | - | 97.46% | - | Hfwju | Q-Kfwwe | - | 200s | 220 | 4.00% | 7.052% | 56.32224 |
Tranche Comments H: First Pay: 2023-03-27; Registration: 144M/Yrl X;
L1: First Pay: 2023-03-27; Registration: 144T/Fuv V;
V2: First Pay: 2023-03-27; Registration: 144Q/Wtr B;
Z3: First Pay: 2023-03-27; Registration: 144V/Jwz Q; |
|
