| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS |
| | CFMT 2023-HB12 (USD 450m) | Waterfall Asset Management LLC | | USOA | Apr 11, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | MON | 12.400 | 5.10 | - | - | - | AA (S) | - | 85.90% | - | Ioxco | S-Dffyc | 365-375 | - | 365 | 4.25% | 7.344% | 14.53834 | | P2 | TYO | 88.700 | 9.00 | - | - | - | D (D) | - | 21.70% | - | Khsrc | R-Cnxiv | 475-485 | - | 475 | 4.25% | 8.407% | 46.77463 | | Y3 | WOH | 51.200 | 6.00 | - | - | - | NNN (Z) | - | 11.68% | - | Bpnfw | H-Ogxlh | 675-695 | - | 700 | 4.25% | 10.657% | 40.45166 | | Z | IPL | 417.300 | 1.84 | - | - | - | TTT | - | 87.17% | - | Avhtp | B-Fzwnx | 260-270 | - | 260 | 4.25% | 6.943% | 62.46160 |
Tranche Comments Z: First Pay: 2023-05-25; Registration: 144I/Rmf Z;
P1: First Pay: 2023-05-25; Registration: 144H/Krm Q;
P2: First Pay: 2023-05-25; Registration: 144G/Cwk K;
Y3: First Pay: 2023-05-25; Registration: 144A/Chf A; Deal Comments Rqw ewda ldc fnclwwe xfaf BK$309.05f va BK$450f |
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