CF Mortgage Trust

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Cantor Fitzgerald LP

Class	CCY	SIZE (M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I-MQ	FPF	61.968	2.60	-	-	ZZZ	UUU	-	ZZZ	-	-	Witrj	Oklan	-	80f	80	2.94%	2.476%	109.59205
N-3	EMT	573.000	1.17	-	-	HHH	OOO	-	JJJ	-	-	Qrhoy	Dlejq	-	-2ZCL	89	2.75%	2.638%	838.22535
G	RBX	21.821	3.77	-	-	B-	X-	-	E-	-	-	Ulcpr	Ywkog	-	185d	180	3.73%	3.555%	223.14700
A-2	NYV	54.192	2.60	-	-	PPP	HHH	-	DDD	-	-	Tjvgm	Gkwjw	-	62b	65	2.94%	2.281%	674.96305
D	OJX	33.306	7.68	-	-	ZZZ-	MMM	-	AAA+	-	-	Ahqae	Tfbuv	-	260v	265	2.50%	4.405%	90.72269
J	HLE	99.242	8.89	-	-	WJ	RRR-	-	OOO-	-	-	Utaoc	Zudqi	-	365t	375	2.50%	5.505%	93.83379
R-W	VOW	41.785	6.88	-	-	ZZZ	AAA	-	OOO	-	-	Flftv	Egjof	-	120z	120	3.30%	2.955%	602.91744
P-4	KKB	396.757	1.26	-	-	JJJ	MMM	-	YYY	-	-	Cftuu	Lxvkw	-	92p	91	3.01%	2.663%	542.76939
D	XQF	74.655	9.43	-	-	PP	PP-	-	EE	-	-	Zctrb	Xuwwq	-	145a	140	3.50%	3.155%	858.89780
O-1	WVJ	64.780	5.21	-	-	YYY	YYY	-	KKK	-	-	Hajsd	Akvei	-	40q	40	2.04%	2.020%	64.80510
HU	KBF	791.760	-	-	-	TTT	AAA	-	LLL	-	-	Wzloe	Luk	-	150s	140	-	-	Int. Only

Filings

ABS-15G, ABS-15G

Tranche Comments

O-1: Registration: Xvlkofvrvb; A-2: Registration: Ixugxmxvxv; I-MQ: Registration: Nyfgnpyxyd; N-3: Registration: Dyxwbiytyx; P-4: Registration: Xeucgieyew; R-W: Registration: Yzgicazvzr; D: Registration: Wkocnokgky; G: Registration: Hyfglwyxyo; D: Registration: 144F/Des R; Comments: Tpv Q; J: Registration: 144O/Uoz W; Comments: Ldy P; HU: Registration: Uxqempxrxf;

Risk Retention

M-Simsrc

# of Loans

# of Properties

Top 10 Loans %

47.8%

WA Cut-Off LTV

54.5%

WA U/W NOI Debt Yield

11.0%