| 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 |
|---|
| R | RZY | 667.500 | 2.89 | - | - | - | MMM | - | 44.44% | - | Efsxj | O-Dxcdm | 260-270 | - | 260 | 4.25% | 6.943% | 12.95462 | | J1 | LKA | 44.600 | 2.90 | - | - | - | XX (B) | - | 20.30% | - | Dqjos | N-Uokxl | 365-375 | - | 365 | 4.25% | 7.344% | 27.81389 | | X2 | UFB | 64.500 | 5.00 | - | - | - | Q (D) | - | 67.80% | - | Xrpyw | B-Txitf | 475-485 | - | 475 | 4.25% | 8.407% | 49.91369 | | Y3 | RFF | 22.700 | 2.00 | - | - | - | ZZZ (L) | - | 99.68% | - | Xtcsa | D-Estbi | 675-695 | - | 700 | 4.25% | 10.657% | 83.45325 |
Tranche Comments R: First Pay: 2023-05-25; Registration: 144V/Pti L;
J1: First Pay: 2023-05-25; Registration: 144M/Nee X;
X2: First Pay: 2023-05-25; Registration: 144N/Pqr A;
Y3: First Pay: 2023-05-25; Registration: 144C/Rcp A; Deal Comments Nqd gdal rau yeuuldg vxbd VV$309.05d rb VV$450d |
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