| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2024-HB13 (USD 508m) | Waterfall Asset Management LLC | | USOA | May 28, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | PAJ | 44.300 | 5.98 | - | - | - | HH (E) | - | 50.70% | - | Sgmws | J-Jobzj | 260-270 | 240-250 | 225 | 3.00% | 7.000% | 54.31232 | | A3 | POW | 71.000 | 6.38 | - | - | - | XXX (W) | - | 88.37% | - | Arlpe | I-Xukri | Bmh vm Wgv 600s | 600a | 570 | 3.00% | 10.450% | 70.93961 | | Z | JFF | 252.200 | 4.57 | - | - | - | PPP | - | 62.30% | - | Rptjc | Z-Yfpux | 160-170 | 155-160 | 145 | 3.00% | 6.550% | 47.82540 | | P2 | FYX | 64.500 | 2.80 | - | - | - | H (K) | - | 55.89% | - | Pmoxc | Q-Lptbb | 425-435 | 400u | 365 | 3.00% | 8.400% | 22.96976 | | R4 | UXG | 88.600 | 2.53 | - | - | - | OO (U) | - | 7.00% | - | Rmshw | E-Dnxsy | Jrl ur Omd 900n | 925v | 925 | 3.00% | 14.000% | 44.35300 |
Tranche Comments Z: First Pay: 2024-06-25; Registration: 144G/Bka Z;
L1: First Pay: 2024-06-25; Registration: 144D/Pxx L;
P2: First Pay: 2024-06-25; Registration: 144H/Qqg P;
A3: First Pay: 2024-06-25; Registration: 144V/Gys J;
R4: First Pay: 2024-06-25; Registration: 144I/Efc I; |
|
