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
F	GIV	21.254	4.96	-	-	UD	WWW-	-	RRR-	-	-	Ptqtr	Qmrmc	-	365s	375	2.50%	5.505%	48.40328
U-4	ARD	956.923	2.12	-	-	HHH	EEE	-	CCC	-	-	Tswwp	Nltuf	-	92n	91	3.01%	2.663%	320.13506
I-H	ZGL	85.924	7.24	-	-	JJJ	CCC	-	PPP	-	-	Zlyyl	Zvwlw	-	120t	120	3.30%	2.955%	121.95791
G	MWA	70.354	1.49	-	-	LLL-	LLL	-	III+	-	-	Noqmm	Fdxlt	-	260k	265	2.50%	4.405%	56.45154
K-ZO	CGS	59.279	3.80	-	-	ZZZ	BBB	-	XXX	-	-	Ikwnt	Fqiwo	-	80t	80	2.94%	2.476%	493.79534
S-1	HUC	91.290	4.23	-	-	FFF	YYY	-	FFF	-	-	Zffvn	Nllxd	-	40r	40	2.04%	2.020%	43.30000
F-2	ETG	69.574	3.60	-	-	VVV	AAA	-	KKK	-	-	Wjhsr	Pieyb	-	62g	65	2.94%	2.281%	272.44867
V-3	UMT	371.000	3.15	-	-	DDD	WWW	-	PPP	-	-	Zqlga	Xqhlz	-	-2KHM	89	2.75%	2.638%	857.34752
J	JFH	75.764	7.33	-	-	VV	FF-	-	YY	-	-	Qfcyv	Cqxel	-	145v	140	3.50%	3.155%	560.94210
S	YOS	26.814	8.96	-	-	V-	F-	-	J-	-	-	Fjkmy	Vfcwc	-	185r	180	3.73%	3.555%	230.39655
YX	ONV	626.792	-	-	-	III	BBB	-	AAA	-	-	Lqsza	Ijd	-	150z	140	-	-	Int. Only

Filings

ABS-15G, ABS-15G

Tranche Comments

S-1: Registration: Mchagjcxct; F-2: Registration: Pwpfaowowp; K-ZO: Registration: Oxambwxkxx; V-3: Registration: Qkxwuqkykn; U-4: Registration: Lbausebpbk; I-H: Registration: Jpuziwpapa; J: Registration: Ckovcekvkj; S: Registration: Vfzkkjfmfl; G: Registration: 144W/Jnx Q; Comments: Bba O; F: Registration: 144M/Etu B; Comments: Vsb W; YX: Registration: Jjvonejhje;

Risk Retention

T-Aurkfb

# of Loans

# of Properties

Top 10 Loans %

47.8%

WA Cut-Off LTV

54.5%

WA U/W NOI Debt Yield

11.0%

Refinancing

Yes