FINSIGHT

CF Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	15.390	2.79	-	-	AAA	AAA	-	AAA	-	-	Fixed	Swaps	40a	40	2.04%	2.020%	99.99980
A-2	USD	58.585	4.90	-	-	AAA	AAA	-	AAA	-	-	Fixed	Swaps	62a	65	2.94%	2.281%	102.99995
A-SB	USD	21.534	7.10	-	-	AAA	AAA	-	AAA	-	-	Fixed	Swaps	80a	80	2.94%	2.476%	102.99937
A-3	USD	175.000	9.77	-	-	AAA	AAA	-	AAA	-	-	Fixed	Swaps	-2LCF	89	2.75%	2.638%	100.99984
A-4	USD	266.794	9.94	-	-	AAA	AAA	-	AAA	-	-	Fixed	Swaps	92a	91	3.01%	2.663%	102.99977
A-S	USD	84.434	9.99	-	-	AAA	AAA	-	AAA	-	-	Fixed	Swaps	120a	120	3.30%	2.955%	102.99935
B	USD	31.663	9.99	-	-	AA	AA-	-	AA	-	-	Fixed	Swaps	145a	140	3.50%	3.155%	102.99994
C	USD	30.703	9.99	-	-	A-	A-	-	A-	-	-	Fixed	Swaps	185a	180	3.73%	3.555%	100.94829
D	USD	19.189	9.99	-	-	BBB-	BBB	-	BBB+	-	-	Fixed	Swaps	260a	265	2.50%	4.405%	84.83107
E	USD	15.352	9.99	-	-	NR	BBB-	-	BBB-	-	-	Fixed	Swaps	365a	375	2.50%	5.505%	77.27265
XA	USD	537.303	-	-	-	AAA	AAA	-	AAA	-	-	Fixed	Tsy	150a	140	-	-	Int. Only

More Details

Filings

ABS-15G, ABS-15G

Tranche Comments

A-S: Registration: Registered; B: Registration: Registered; A-3: Registration: Registered; A-SB: Registration: Registered; A-4: Registration: Registered; XA: Registration: Registered; E: Registration: 144A Only; A-1: Registration: Registered; D: Registration: 144A Only; A-2: Registration: Registered; C: Registration: Registered;

Risk Retention

L-Shaped

Cantor Fitzgerald LP