| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2024-HB15 (USD 467m) | Waterfall Asset Management LLC | | USOA | Aug 21, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | LGS | 29.400 | 3.99 | - | - | - | ZZ (W) | - | 98.75% | - | Xmfit | D-Tqltq | 220s | 195-205 | 185 | 4.00% | 5.576% | 55.39330 | | J2 | MLA | 50.300 | 5.62 | - | - | - | R (D) | - | 88.73% | - | Njbir | S-Fhcoj | 315-325 | 290-305 | 270 | 4.00% | 6.426% | 59.48364 | | L3 | TGE | 42.600 | 5.38 | - | - | - | UUU (O) | - | 62.75% | - | Jxvxr | G-Jakyp | 525-535 | 495-510 | 480 | 4.00% | 8.526% | 25.43360 | | G4 | YCU | 27.400 | 2.21 | - | - | - | QQ | - | 3.00% | - | Ykabh | Z-Natwl | 900-915 | 890-900 | 880 | 4.00% | 12.526% | 34.24497 | | S | PPE | 312.400 | 2.24 | - | - | - | RRR | - | 39.72% | - | Xtfkc | X-Uogsc | 160-170 | 150-155 | 145 | 4.00% | 5.714% | 21.27700 |
Tranche Comments S: First Pay: 2024-09-25; Registration: 144H/Tmg N;
M1: First Pay: 2024-09-25; Registration: 144Q/Cab P;
J2: First Pay: 2024-09-25; Registration: 144F/Pne A;
L3: First Pay: 2024-09-25; Registration: 144X/Ucp Q;
G4: First Pay: 2024-09-25; Registration: 144C/Vel M; |
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