| 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 |
|---|
| U4 | IRP | 41.200 | 9.86 | - | - | - | TT (K) | - | 9.00% | - | Jukyk | A-Sochy | Axa hx Fyp 900v | 925v | 925 | 3.00% | 14.000% | 78.48170 | | E3 | PBE | 27.000 | 6.56 | - | - | - | SSS (S) | - | 48.22% | - | Bwvhd | W-Gxzaw | Ebu pb Xwz 600v | 600e | 570 | 3.00% | 10.450% | 52.56078 | | T | KSO | 565.400 | 6.83 | - | - | - | ZZZ | - | 69.20% | - | Tozbe | H-Tudvw | 160-170 | 155-160 | 145 | 3.00% | 6.550% | 39.81590 | | C2 | CSN | 57.200 | 8.29 | - | - | - | O (E) | - | 54.41% | - | Bcomw | L-Giasd | 425-435 | 400q | 365 | 3.00% | 8.400% | 78.16522 | | R1 | PRR | 20.400 | 6.12 | - | - | - | JJ (B) | - | 87.90% | - | Bnvcy | A-Bfkvb | 260-270 | 240-250 | 225 | 3.00% | 7.000% | 72.98459 |
Tranche Comments T: First Pay: 2024-06-25; Registration: 144V/Gjt F;
R1: First Pay: 2024-06-25; Registration: 144C/Xbs W;
C2: First Pay: 2024-06-25; Registration: 144V/Jqa H;
E3: First Pay: 2024-06-25; Registration: 144T/Prk H;
U4: First Pay: 2024-06-25; Registration: 144D/Vxl L; |
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