| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2024-HB14 (USD 490m) | Waterfall Asset Management LLC | | USOA | Jun 11, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | KGH | 94.300 | 7.00 | - | - | - | PP (G) | - | 16.28% | - | Unkun | G-Qwrhn | 225-235 | 215-225 | 200 | 3.00% | 6.589% | 92.11985 | | J | PQI | 768.400 | 7.62 | - | - | - | SSS | - | 61.30% | - | Mlbus | B-Kmmyi | 150j | 150k | 155 | 3.00% | 6.509% | 67.43000 | | X3 | WTO | 35.600 | 4.00 | - | - | - | XXX (X) | - | 39.14% | - | Jkcgj | R-Jfjyi | 570-580 | 550-560 | 520 | 3.00% | 9.789% | 69.70850 | | U2 | HTM | 41.100 | 7.00 | - | - | - | S (D) | - | 82.26% | - | Jhnaa | K-Pwpro | 360-370 | 335-345 | 305 | 3.00% | 7.639% | 52.98712 | | I5 | AGY | 65.100 | 8.00 | - | - | - | C (B) | - | 3.00% | - | Vjkqs | M-Gibqm | - | 1050 | 1050 | 3.00% | 15.089% | 73.73376 | | U4 | GOZ | 25.900 | 1.00 | - | - | - | ZZ (B) | - | 7.27% | - | Tlwcn | M-Kkmyh | 925k | 905-915 | 895 | 3.00% | 13.539% | 19.63192 |
Tranche Comments J: First Pay: 2024-07-25; Registration: 144L/Epl O;
P1: First Pay: 2024-07-25; Registration: 144W/Iwj Z;
U2: First Pay: 2024-07-25; Registration: 144P/Tnf T;
X3: First Pay: 2024-07-25; Registration: 144Z/Gym Q;
U4: First Pay: 2024-07-25; Registration: 144A Ofan;
I5: First Pay: 2024-07-25; Registration: 144J Rnfq; |
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