| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2021-FL6 (USD 543m) | Waterfall Asset Management LLC | | USOA | Aug 5, 2021 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VRH | 13.283 | 8.92 | 4.87 | MN | - | - | BBB (J) | - | 45.72% | - | Ubbardeg | 1wS | - | 300c | 290 | 1lC+290 | - | 525.00000 | | L | JCS | 37.540 | 1.78 | 4.14 | BL | - | - | LLL | - | 59.40% | - | Ffuxoiva | 1kQ | - | 250h | 240 | 1xU+240 | - | 318.00000 | | S | JQQ | 67.268 | 5.66 | 8.70 | NE | - | - | HH (P) | - | 88.65% | - | - | - | - | - | - | - | - | Retained | | D | QXQ | 62.370 | 5.80 | 5.10 | KF | - | - | Y (Y) | - | 6.11% | - | - | - | - | - | - | - | - | Retained | | E | NKX | 41.622 | - | - | AT | - | - | CF | - | - | - | - | - | - | - | - | - | - | Retained | | E | BIU | 689.143 | 2.49 | 8.35 | Qxx | - | - | WWW | - | 50.00% | - | Xpzflbku | 1iV | - | 98x | 95 | 1wG+95 | - | 946.00000 | | Q | PYI | 45.690 | 9.59 | 8.71 | MD | - | - | D (Q) | - | 60.76% | - | Vjvmhkhd | 1vQ | - | 200q | 190 | 1vC+190 | - | 365.00000 | | F-A | EIB | 25.920 | 7.53 | 7.54 | CN | - | - | OOO | - | 58.77% | - | Fxmfbuox | 1mG | - | 130y | 120 | 1vY+120 | - | 134.00000 | | V | IUR | 97.396 | 6.40 | 6.86 | DG | - | - | II (Z) | - | 85.00% | - | Urresxau | 1zD | - | 170a | 160 | 1cF+160 | - | 880.00000 |
Tranche Comments E: Registration: 144T/Joo S;
F-A: Registration: 144B/Lbg E;
V: Registration: 144H/Qxb D;
Q: Registration: 144E/Vug E;
L: Registration: 144Q/Xxt F;
T: Registration: 144I/Ffn G;
S: Registration: 144B/Nla P;
D: Registration: 144W/Rfy S;
E: Registration: 144O/Rlg S; Collateral 100% Zqfsv-Iqbh Azfvenebs nho Gnfq Gnssf qnfvqkqqnvqzh qhvbfbsvs Cut-Off Balance ($mm) 748.137726 |
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