| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CFMT 2024-RM5 (USD 602m) | Waterfall Asset Management LLC | | USOA | Oct 23, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | WZS | 69.892 | 6.92 | - | - | - | BBB (Q) | - | 6.29% | - | Tpntt | P-Wqhwe | 350-360 | - | 350 | 4.00% | 7.585% | 85.79210 | | O1 | KMI | 58.000 | 4.86 | - | - | - | HH (D) | - | 30.33% | - | Xvgfy | L-Bsjrf | 220-225 | - | 205 | 4.00% | 6.122% | 33.40440 | | H | RUY | 458.000 | 9.40 | - | - | - | PPP | - | 14.93% | - | Fflvj | L-Ptdpu | 170-175 | - | 160 | 4.00% | 5.664% | 31.63067 | | Z2 | GFU | 31.950 | 3.71 | - | - | - | D (M) | - | 63.10% | - | Raohp | Z-Ipyco | 290-300 | - | 290 | 4.00% | 6.985% | 98.37520 |
Tranche Comments H: First Pay: 2024-11-25; Registration: 144X/Gun N;
O1: First Pay: 2024-11-25; Registration: 144C/Lrx R;
Z2: First Pay: 2024-11-25; Registration: 144J/Dmt G;
D3: First Pay: 2024-11-25; Registration: 144X/Rlf A; Risk Retention MD - Ivh, Tknyzkcjunr EM - Ivh |
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