| 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 |
|---|
| D | BJB | 311.000 | 2.40 | - | - | - | QQQ | - | 54.78% | - | Twkmg | Y-Igbpk | 170-175 | - | 160 | 4.00% | 5.664% | 64.92062 | | O3 | OAB | 29.481 | 2.11 | - | - | - | XXX (Y) | - | 6.80% | - | Zojmy | O-Aunpr | 350-360 | - | 350 | 4.00% | 7.585% | 59.22940 | | D2 | UFX | 15.418 | 1.21 | - | - | - | W (Y) | - | 71.10% | - | Gmzkk | W-Rfmsz | 290-300 | - | 290 | 4.00% | 6.985% | 70.18310 | | O1 | BLV | 83.000 | 2.77 | - | - | - | YY (B) | - | 27.26% | - | Ylvon | F-Uqsto | 220-225 | - | 205 | 4.00% | 6.122% | 46.69970 |
Tranche Comments D: First Pay: 2024-11-25; Registration: 144T/Feu M;
O1: First Pay: 2024-11-25; Registration: 144E/Kpb D;
D2: First Pay: 2024-11-25; Registration: 144U/Inh I;
O3: First Pay: 2024-11-25; Registration: 144W/Mpo P; Risk Retention GP - Yxu, Shrishkxnlq RG - Yxu |
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