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
B-3	ZQG	638.000	8.64	-	-	NNN	KKK	-	PPP	-	-	Zqbyt	Pnfxp	-	-2GIY	89	2.75%	2.638%	902.76398
D-4	MKB	173.952	1.62	-	-	KKK	EEE	-	BBB	-	-	Wqrpw	Rwgva	-	92u	91	3.01%	2.663%	353.17913
B-F	PBH	30.833	6.34	-	-	ZZZ	OOO	-	HHH	-	-	Nggot	Mitqe	-	120h	120	3.30%	2.955%	955.13137
Y-1	UWU	80.840	4.69	-	-	KKK	III	-	EEE	-	-	Fzlhb	Gktdi	-	40r	40	2.04%	2.020%	57.68010
O-2	HRZ	36.688	9.10	-	-	VVV	WWW	-	MMM	-	-	Amqhm	Culhe	-	62b	65	2.94%	2.281%	805.88408
O	TXO	39.278	6.94	-	-	AV	WWW-	-	OOO-	-	-	Xmxay	Jxjmv	-	365q	375	2.50%	5.505%	81.58245
J-KI	XQE	74.285	7.90	-	-	PPP	PPP	-	RRR	-	-	Uzjir	Wmfez	-	80a	80	2.94%	2.476%	513.62192
C	LTS	93.574	9.70	-	-	GG	UU-	-	CC	-	-	Gnsxj	Lwdtk	-	145l	140	3.50%	3.155%	247.66745
F	XEE	34.473	7.25	-	-	L-	Y-	-	P-	-	-	Vmaib	Xwnzd	-	185z	180	3.73%	3.555%	441.74202
J	BPW	37.115	1.26	-	-	YYY-	BBB	-	PPP+	-	-	Pwako	Mrfvu	-	260b	265	2.50%	4.405%	65.12504
JQ	NNI	442.762	-	-	-	QQQ	TTT	-	OOO	-	-	Mujld	Aqg	-	150q	140	-	-	Int. Only

Filings

ABS-15G, ABS-15G

Tranche Comments

Y-1: Registration: Jxmpeoxuxx; O-2: Registration: Memgqneven; J-KI: Registration: Sljawelylo; B-3: Registration: Wpvyyfpnpf; D-4: Registration: Aweglewcwn; B-F: Registration: Okqamjkikk; C: Registration: Epuaenpwpl; F: Registration: Ojangwjyjo; J: Registration: 144H/Uif N; Comments: Wqe K; O: Registration: 144I/Lnf T; Comments: Csf U; JQ: Registration: Tcqhpacbco;

Risk Retention

R-Cxbfex

# of Loans

# of Properties

Top 10 Loans %

47.8%

WA Cut-Off LTV

54.5%

WA U/W NOI Debt Yield

11.0%