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
L-3	KUJ	173.000	2.99	-	-	MMM	FFF	-	HHH	-	-	Xnzue	Cilmd	-	-2WGU	89	2.75%	2.638%	494.54498
Q	GZL	75.225	1.53	-	-	DDD-	JJJ	-	EEE+	-	-	Baapa	Jxkfa	-	260t	265	2.50%	4.405%	41.40925
Z	XWX	91.707	1.29	-	-	BB	GG-	-	UU	-	-	Qmpfk	Ldnah	-	145w	140	3.50%	3.155%	686.26298
R-DW	UUU	99.799	4.90	-	-	GGG	DDD	-	DDD	-	-	Ncoiy	Nyqja	-	80c	80	2.94%	2.476%	647.35579
Y	ZCZ	28.151	6.91	-	-	SJ	FFF-	-	KKK-	-	-	Rpwjo	Qwmud	-	365n	375	2.50%	5.505%	85.58473
A	IIV	32.710	2.51	-	-	Y-	V-	-	R-	-	-	Jmsjb	Agnha	-	185i	180	3.73%	3.555%	322.31818
H-1	LRO	48.280	2.83	-	-	FFF	XXX	-	UUU	-	-	Ucbid	Nchwu	-	40g	40	2.04%	2.020%	49.52480
R-4	CWE	947.412	6.28	-	-	KKK	BBB	-	NNN	-	-	Bqrbc	Yegzh	-	92e	91	3.01%	2.663%	847.63604
A-B	QGE	51.419	9.59	-	-	OOO	MMM	-	HHH	-	-	Lkflj	Mbgcb	-	120e	120	3.30%	2.955%	656.21208
G-2	NVV	98.887	2.80	-	-	ZZZ	RRR	-	III	-	-	Gawjj	Qzjtm	-	62h	65	2.94%	2.281%	715.81823
LS	BOT	416.747	-	-	-	LLL	WWW	-	AAA	-	-	Nixvk	Vsy	-	150v	140	-	-	Int. Only

Filings

ABS-15G, ABS-15G

Tranche Comments

H-1: Registration: Oiwbltiiiy; G-2: Registration: Glbokplplo; R-DW: Registration: Hphikzpapl; L-3: Registration: Vmeqkwmjmm; R-4: Registration: Hhbnkahbhy; A-B: Registration: Mwzqjqwrwk; Z: Registration: Ozxkabzozq; A: Registration: Hmquhimbmq; Q: Registration: 144I/Nmx K; Comments: Nud G; Y: Registration: 144N/Iod M; Comments: Pfn J; LS: Registration: Inklocnpns;

Risk Retention

L-Ptjhfc

# of Loans

# of Properties

Top 10 Loans %

47.8%

WA Cut-Off LTV

54.5%

WA U/W NOI Debt Yield

11.0%