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
A	VLP	23.820	4.30	-	-	QK	PPP-	-	III-	-	-	Ggtcy	Tjcbm	-	365v	375	2.50%	5.505%	33.39431
W-IX	QYJ	13.491	7.10	-	-	KKK	UUU	-	FFF	-	-	Wvisl	Lococ	-	80u	80	2.94%	2.476%	825.24197
E-D	AOY	15.538	9.65	-	-	SSS	YYY	-	RRR	-	-	Xgvpl	Blkke	-	120b	120	3.30%	2.955%	516.67992
I	WZW	80.338	2.34	-	-	O-	X-	-	T-	-	-	Ayhkp	Kcxva	-	185u	180	3.73%	3.555%	663.45094
K-3	PPP	357.000	3.25	-	-	DDD	HHH	-	QQQ	-	-	Bvxxj	Bmwto	-	-2EQV	89	2.75%	2.638%	208.60548
D-4	XPX	783.771	2.40	-	-	WWW	JJJ	-	CCC	-	-	Pmcwj	Jcvtx	-	92w	91	3.01%	2.663%	388.30090
Y	KOU	23.517	5.68	-	-	BBB-	HHH	-	SSS+	-	-	Vooqk	Swcnu	-	260x	265	2.50%	4.405%	26.10549
G-1	TLU	96.190	8.97	-	-	III	SSS	-	LLL	-	-	Aghkm	Uznhr	-	40x	40	2.04%	2.020%	14.18030
E-2	QEB	45.350	5.60	-	-	MMM	XXX	-	FFF	-	-	Gqjlk	Mttkx	-	62s	65	2.94%	2.281%	355.91791
S	BUP	32.879	6.16	-	-	RR	CC-	-	YY	-	-	Fzhps	Whkhu	-	145x	140	3.50%	3.155%	202.85073
IO	CKX	322.575	-	-	-	MMM	KKK	-	QQQ	-	-	Czxzp	Sqb	-	150f	140	-	-	Int. Only

Filings

ABS-15G, ABS-15G

Tranche Comments

G-1: Registration: Zjapbijejo; E-2: Registration: Lfaacjfvfl; W-IX: Registration: Vjebjujxjm; K-3: Registration: Hcpagmcech; D-4: Registration: Ppzkpuptpg; E-D: Registration: Dlmyyclclv; S: Registration: Iafpkbaiat; I: Registration: Qxekomxixy; Y: Registration: 144N/Thm B; Comments: Mjr W; A: Registration: 144J/Wat I; Comments: Lse U; IO: Registration: Ikkqxlkikq;

Risk Retention

Q-Bulocv

# of Loans

# of Properties

Top 10 Loans %

47.8%

WA Cut-Off LTV

54.5%

WA U/W NOI Debt Yield

11.0%