| 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 |
|---|
| T5 | HBP | 78.100 | 1.00 | - | - | - | J (T) | - | 1.00% | - | Kaxzh | J-Wjyga | - | 1050 | 1050 | 3.00% | 15.089% | 45.81508 | | C1 | ZYT | 39.500 | 7.00 | - | - | - | GG (Y) | - | 81.34% | - | Ztqxq | A-Gctin | 225-235 | 215-225 | 200 | 3.00% | 6.589% | 83.50213 | | U2 | MAD | 48.700 | 3.00 | - | - | - | F (J) | - | 67.64% | - | Orguq | M-Ymuwl | 360-370 | 335-345 | 305 | 3.00% | 7.639% | 96.45845 | | G3 | VGG | 66.800 | 4.00 | - | - | - | XXX (V) | - | 45.69% | - | Wljvq | P-Okfls | 570-580 | 550-560 | 520 | 3.00% | 9.789% | 55.58424 | | G | VIP | 412.400 | 1.22 | - | - | - | LLL | - | 90.77% | - | Dnapz | N-Gqygl | 150b | 150o | 155 | 3.00% | 6.509% | 37.86320 | | E4 | WIA | 52.900 | 3.00 | - | - | - | KK (U) | - | 8.91% | - | Vmzna | X-Zzbvo | 925r | 905-915 | 895 | 3.00% | 13.539% | 58.41349 |
Tranche Comments G: First Pay: 2024-07-25; Registration: 144T/Pnp T;
C1: First Pay: 2024-07-25; Registration: 144I/Tfg J;
U2: First Pay: 2024-07-25; Registration: 144K/Oll I;
G3: First Pay: 2024-07-25; Registration: 144T/Cdv K;
E4: First Pay: 2024-07-25; Registration: 144Z Iteg;
T5: First Pay: 2024-07-25; Registration: 144Z Ujck; |
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