| 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 |
|---|
| Y3 | HEV | 93.900 | 1.00 | - | - | - | EEE (B) | - | 62.15% | - | Dffvm | K-Zcfcp | 570-580 | 550-560 | 520 | 3.00% | 9.789% | 93.18380 | | Y2 | HFL | 85.500 | 7.00 | - | - | - | T (Q) | - | 82.98% | - | Ayteb | X-Okzzy | 360-370 | 335-345 | 305 | 3.00% | 7.639% | 79.64961 | | T5 | NLB | 92.300 | 7.00 | - | - | - | E (P) | - | 7.00% | - | Xsyqg | X-Wjkrk | - | 1050 | 1050 | 3.00% | 15.089% | 31.61134 | | T | IVS | 743.400 | 7.68 | - | - | - | TTT | - | 89.25% | - | Iqcub | V-Lxqjk | 150i | 150r | 155 | 3.00% | 6.509% | 37.90640 | | Z4 | OSF | 56.900 | 6.00 | - | - | - | GG (Y) | - | 6.48% | - | Xkbnc | O-Ifati | 925k | 905-915 | 895 | 3.00% | 13.539% | 52.11782 | | J1 | YBB | 86.500 | 9.00 | - | - | - | WW (G) | - | 85.21% | - | Blsbb | Q-Hoxac | 225-235 | 215-225 | 200 | 3.00% | 6.589% | 76.30952 |
Tranche Comments T: First Pay: 2024-07-25; Registration: 144W/Kra T;
J1: First Pay: 2024-07-25; Registration: 144M/Ofm H;
Y2: First Pay: 2024-07-25; Registration: 144G/Cmv P;
Y3: First Pay: 2024-07-25; Registration: 144H/Oug G;
Z4: First Pay: 2024-07-25; Registration: 144S Cmfg;
T5: First Pay: 2024-07-25; Registration: 144S Zhhy; |
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