C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
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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 |
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D2 | XGG | 38.700 | 3.82 | - | - | - | A (H) | - | 72.13% | - | Egbxt | S-Ybpnv | - | 440-450 | 425 | 4.00% | 8.639% | 23.35844 | U | JLN | 160.700 | 5.71 | - | - | - | DDD | - | 97.90% | - | Izuci | Q-Wiwxf | - | 200l | 220 | 4.00% | 7.052% | 63.92357 | X3 | WPZ | 12.600 | 6.84 | - | - | - | DDD (W) | - | 5.89% | - | Myzyl | N-Pajwj | - | - | 600 | 4.00% | 10.389% | 10.48736 | L1 | YTV | 73.600 | 7.41 | - | - | - | WW (U) | - | 64.34% | - | Kfmbs | G-Vfkox | - | 340-350 | 330 | 4.00% | 7.689% | 41.55190 |
Tranche Comments U: First Pay: 2023-03-27; Registration: 144Z/Fao C;
L1: First Pay: 2023-03-27; Registration: 144E/Brw Z;
D2: First Pay: 2023-03-27; Registration: 144P/Pfw N;
X3: First Pay: 2023-03-27; Registration: 144O/Okr F; |
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