| 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 |
|---|
| Q3 | AIP | 69.745 | 6.99 | - | - | - | GGG (C) | - | 2.67% | - | Esqzi | U-Wnlor | 350-360 | - | 350 | 4.00% | 7.585% | 34.12230 | | E1 | LJO | 64.000 | 3.50 | - | - | - | ZZ (J) | - | 23.50% | - | Vribx | E-Eqxau | 220-225 | - | 205 | 4.00% | 6.122% | 23.98390 | | Q | FNU | 183.000 | 3.30 | - | - | - | CCC | - | 61.38% | - | Tsspe | K-Tqnyo | 170-175 | - | 160 | 4.00% | 5.664% | 78.39361 | | F2 | UUB | 47.800 | 4.73 | - | - | - | U (Q) | - | 81.50% | - | Dttjf | W-Aynpg | 290-300 | - | 290 | 4.00% | 6.985% | 67.70845 |
Tranche Comments Q: First Pay: 2024-11-25; Registration: 144X/Kjh R;
E1: First Pay: 2024-11-25; Registration: 144A/Gfi B;
F2: First Pay: 2024-11-25; Registration: 144U/Rzg O;
Q3: First Pay: 2024-11-25; Registration: 144T/Kkp A; Risk Retention RA - Qmd, Obbvebehsex YR - Qmd |
|
