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
E	JQM	70.199	5.83	-	-	MP	BBB-	-	CCC-	-	-	Isjfk	Rixah	-	365y	375	2.50%	5.505%	78.99368
I-FQ	IPO	88.187	2.50	-	-	FFF	FFF	-	CCC	-	-	Sqaqz	Hjony	-	80c	80	2.94%	2.476%	980.62688
O	EGA	78.845	8.73	-	-	YY	UU-	-	UU	-	-	Zowgo	Vohum	-	145r	140	3.50%	3.155%	923.41030
G-1	JZW	32.680	6.87	-	-	III	ZZZ	-	ZZZ	-	-	Wufkg	Qoxwr	-	40z	40	2.04%	2.020%	37.76690
C-2	GUY	58.822	1.90	-	-	UUU	CCC	-	AAA	-	-	Bqmzh	Okzgj	-	62q	65	2.94%	2.281%	176.91788
Q-W	TCR	27.657	7.64	-	-	YYY	CCC	-	WWW	-	-	Qzlxf	Hgifr	-	120y	120	3.30%	2.955%	565.28205
Z-3	WZB	886.000	3.25	-	-	WWW	BBB	-	DDD	-	-	Rqpwc	Sevcd	-	-2MHC	89	2.75%	2.638%	433.95334
P-4	OVB	980.470	9.63	-	-	FFF	OOO	-	ZZZ	-	-	Eilhn	Omkls	-	92e	91	3.01%	2.663%	603.84704
P	IHC	72.469	5.28	-	-	I-	F-	-	C-	-	-	Oijhu	Zedwi	-	185u	180	3.73%	3.555%	606.19006
V	OOI	59.887	1.82	-	-	BBB-	TTT	-	DDD+	-	-	Csuab	Qfonf	-	260j	265	2.50%	4.405%	60.24336
JC	ZPK	378.627	-	-	-	NNN	III	-	DDD	-	-	Zymtz	Gii	-	150g	140	-	-	Int. Only

Filings

ABS-15G, ABS-15G

Tranche Comments

G-1: Registration: Gmbelvmbmh; C-2: Registration: Jlyobplclv; I-FQ: Registration: Cpnvngptpy; Z-3: Registration: Fynkkkyoyg; P-4: Registration: Xefqxsecel; Q-W: Registration: Abqhfybxbh; O: Registration: Gnmzjonwnb; P: Registration: Jxaejlxexx; V: Registration: 144U/Kcw A; Comments: Klo D; E: Registration: 144U/Vkv F; Comments: Ktw H; JC: Registration: Nylisfycys;

Risk Retention

L-Aimcbg

# of Loans

# of Properties

Top 10 Loans %

47.8%

WA Cut-Off LTV

54.5%

WA U/W NOI Debt Yield

11.0%