C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
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N2 | AJN | 85.600 | 9.62 | - | - | - | D (D) | - | 86.92% | - | Xjsiw | J-Nqmxi | 425-435 | 400h | 365 | 3.00% | 8.400% | 46.76799 | R | PJW | 352.100 | 2.34 | - | - | - | UUU | - | 24.10% | - | Fhswg | B-Quwrp | 160-170 | 155-160 | 145 | 3.00% | 6.550% | 95.87750 | Y3 | ZUJ | 15.000 | 5.71 | - | - | - | UUU (N) | - | 59.81% | - | Ylkts | E-Yswwl | Vlv zl Qyw 600i | 600x | 570 | 3.00% | 10.450% | 55.47831 | W1 | FEZ | 11.400 | 8.37 | - | - | - | EE (Y) | - | 31.50% | - | Angbc | K-Jihlt | 260-270 | 240-250 | 225 | 3.00% | 7.000% | 56.95363 | H4 | OVA | 65.300 | 4.56 | - | - | - | TT (T) | - | 7.00% | - | Otlul | N-Rsccp | Awf ww Vve 900k | 925i | 925 | 3.00% | 14.000% | 23.64890 |
Tranche Comments R: First Pay: 2024-06-25; Registration: 144O/Yja Z;
W1: First Pay: 2024-06-25; Registration: 144F/Ibj S;
N2: First Pay: 2024-06-25; Registration: 144V/Deb I;
Y3: First Pay: 2024-06-25; Registration: 144U/Wvl Z;
H4: First Pay: 2024-06-25; Registration: 144D/Dcd L; |
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