| 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 |
|---|
| R1 | EWW | 55.300 | 9.40 | - | - | - | DD (O) | - | 92.60% | - | Ebxuh | V-Mlcjb | 365-375 | - | 365 | 4.25% | 7.344% | 71.85077 | | W2 | VAX | 56.800 | 4.00 | - | - | - | T (I) | - | 15.80% | - | Jluro | M-Zwsdj | 475-485 | - | 475 | 4.25% | 8.407% | 25.33389 | | M | PNE | 650.600 | 3.72 | - | - | - | HHH | - | 63.97% | - | Xtglu | R-Mbwmn | 260-270 | - | 260 | 4.25% | 6.943% | 65.55408 | | K3 | TZI | 22.200 | 1.00 | - | - | - | NNN (A) | - | 17.77% | - | Ngqwe | U-Xpcgm | 675-695 | - | 700 | 4.25% | 10.657% | 47.80905 |
Tranche Comments M: First Pay: 2023-05-25; Registration: 144L/Hbw I;
R1: First Pay: 2023-05-25; Registration: 144A/Lxa W;
W2: First Pay: 2023-05-25; Registration: 144F/Eqg N;
K3: First Pay: 2023-05-25; Registration: 144C/Wmx J; Deal Comments Fys qsdb ldn wbnsasq cbby ZA$309.05y vb ZA$450y |
|
