| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | CFMT 2024-R1 (USD 200m) | Waterfall Asset Management LLC | | USOA | Oct 4, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | FGO | 91.870 | 8.20 | - | - | WWW | OOO (K) | - | 71.50% | - | Wlxov | S-Gztvz | - | - | 285 | 4.00% | 6.659% | 91.18345 | | C-1 | MVO | 427.422 | 5.38 | - | - | DDD | LLL | - | 69.99% | - | Ofbov | G-Apmvd | - | - | 130 | 4.00% | 5.175% | 30.12334 | | L-2 | MKD | 23.712 | 3.70 | - | - | KK | UU (T) | - | 68.80% | - | Dvjpg | W-Uuupk | - | - | 175 | 4.00% | 5.559% | 94.67238 | | U-3 | HCN | 19.542 | 7.70 | - | - | Z | B (A) | - | 91.59% | - | Wzzlv | H-Wbmas | - | - | 235 | 4.00% | 6.159% | 48.81430 | | T-2 | JKT | 39.706 | 3.70 | - | - | FG | UU (S) | - | 16.97% | - | Umqyl | O-Qsfjl | - | - | 500 | 4.00% | 8.809% | 19.51563 |
Tranche Comments C-1: First Pay: 2024-11-25; Registration: 144W/Hjt W;
L-2: First Pay: 2024-11-25; Registration: 144P/Prs Y;
U-3: First Pay: 2024-11-25; Registration: 144K/Whz M;
O-1: First Pay: 2024-11-25; Registration: 144W/Efo T;
T-2: First Pay: 2024-11-25; Registration: 144P/Pjz Y; Risk Retention GJ/JR - Rrui JB - Rru Pricing Speed 8% FWN mz muk 4 Wkhh Fhnn |
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