| 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 |
|---|
| C-2 | IAG | 75.707 | 5.60 | - | - | JJ | BB (D) | - | 52.10% | - | Mwian | P-Iuuoy | - | - | 175 | 4.00% | 5.559% | 69.92189 | | D-3 | JOW | 17.549 | 3.90 | - | - | K | G (T) | - | 91.82% | - | Lpnwt | H-Oauvg | - | - | 235 | 4.00% | 6.159% | 81.51885 | | G-1 | HNT | 673.417 | 5.30 | - | - | EEE | HHH | - | 73.40% | - | Fhzhl | F-Bnxhn | - | - | 130 | 4.00% | 5.175% | 19.46436 | | K-1 | RQK | 77.620 | 2.30 | - | - | III | AAA (J) | - | 88.20% | - | Xuuhv | R-Octxt | - | - | 285 | 4.00% | 6.659% | 33.89844 | | M-2 | HBJ | 86.780 | 9.50 | - | - | XZ | II (B) | - | 81.12% | - | Xfgud | L-Owafa | - | - | 500 | 4.00% | 8.809% | 97.43761 |
Tranche Comments G-1: First Pay: 2024-11-25; Registration: 144V/Pyl Z;
C-2: First Pay: 2024-11-25; Registration: 144B/Udm B;
D-3: First Pay: 2024-11-25; Registration: 144A/Tsu E;
K-1: First Pay: 2024-11-25; Registration: 144O/Ids M;
M-2: First Pay: 2024-11-25; Registration: 144J/Abk Z; Risk Retention AW/WI - Uwas WA - Uwa Pricing Speed 8% VVW qc qpc 4 Xcjh Vjmm |
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