| 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 |
|---|
| Q | VBB | 94.430 | - | - | KH | - | - | IP | - | - | - | - | - | - | - | - | - | - | Retained | | J | JRN | 917.792 | 7.17 | 5.55 | Ynn | - | - | ZZZ | - | 49.00% | - | Zmplfpqv | 1bB | - | 98v | 95 | 1yX+95 | - | 133.00000 | | T-A | TMO | 96.571 | 1.26 | 8.71 | ON | - | - | UUU | - | 32.25% | - | Aorstzoo | 1gX | - | 130a | 120 | 1hY+120 | - | 535.00000 | | U | QWO | 46.290 | 8.58 | 8.51 | SI | - | - | JJJ | - | 77.40% | - | Ksrbzyxb | 1nC | - | 250l | 240 | 1wO+240 | - | 579.00000 | | T | RXP | 13.882 | 1.70 | 6.16 | TZ | - | - | PP (M) | - | 16.44% | - | - | - | - | - | - | - | - | Retained | | P | TLE | 42.710 | 5.55 | 9.56 | MF | - | - | E (U) | - | 6.37% | - | - | - | - | - | - | - | - | Retained | | E | JCX | 53.300 | 3.93 | 4.29 | WH | - | - | D (P) | - | 95.22% | - | Ledjdcdo | 1wD | - | 200g | 190 | 1mU+190 | - | 855.00000 | | A | FQY | 73.638 | 2.22 | 9.50 | GB | - | - | PPP (E) | - | 72.95% | - | Hzkyyffb | 1tI | - | 300q | 290 | 1kX+290 | - | 772.00000 | | Y | KFJ | 64.357 | 2.20 | 7.74 | TX | - | - | MM (M) | - | 93.00% | - | Oxljdhot | 1yX | - | 170m | 160 | 1iQ+160 | - | 920.00000 |
Tranche Comments J: Registration: 144P/Dox F;
T-A: Registration: 144Q/Bvj S;
Y: Registration: 144J/Uvq G;
E: Registration: 144V/Nzd G;
U: Registration: 144T/Jqg A;
A: Registration: 144X/Yeq H;
T: Registration: 144Y/Myi K;
P: Registration: 144K/Zhx D;
Q: Registration: 144H/Zku R; Collateral 100% Tqvjq-Kqyb Jivqzqzyj qby Uqvq Uqjjk nqvqqfqnqqqib qbqyvyjqj Cut-Off Balance ($mm) 121.966972 |
|
