| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2021-FL7 (USD 927m) | Waterfall Asset Management LLC | | USOA | Nov 12, 2021 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BIN | 857.325 | 2.65 | 2.48 | Bbb | - | - | PPP | - | 84.50% | - | Hjvcmrbk | 1cI | - | 125x | 120 | 1zR+120 | - | 494.00000 | | X-H | RZO | 46.889 | 8.88 | 4.39 | UG | - | - | TTT | - | 23.43% | - | Hljckclq | 1iK | - | 155n | 150 | 1qX+150 | - | 716.00000 | | B | FEL | 10.619 | 8.33 | 9.30 | KU | - | - | III | - | 39.31% | - | Lbujotqq | 1pS | - | 295m | 295 | 1eV+295 | - | 767.00000 | | M | MBW | 56.170 | 9.24 | 8.33 | WI | - | - | D (C) | - | 79.63% | - | Tkxbbppe | 1xR | - | 225q | 220 | 1yD+220 | - | 143.00000 | | U | RTM | 28.225 | 6.85 | 1.27 | PP | - | - | E (T) | - | 9.55% | - | - | - | - | - | - | - | - | Retained | | B | JZF | 43.119 | 5.30 | 7.22 | PD | - | - | OO (L) | - | 16.49% | - | - | - | - | - | - | - | - | Retained | | Z | QUA | 49.220 | 7.57 | 1.91 | SU | - | - | RR (D) | - | 37.00% | - | Cllnmjfn | 1mP | - | 185d | 180 | 1vC+180 | - | 919.00000 | | F | XVF | 32.312 | 9.91 | 3.87 | LG | - | - | UUU (K) | - | 54.76% | - | Hjrerxko | 1kP | - | 340x | 340 | 1aK+340 | - | 951.00000 | | Y | VBJ | 36.386 | - | - | CU | - | - | YU | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments K: Registration: 144J/Nid V;
X-H: Registration: 144Y/Ufx I;
Z: Registration: 144J/Wya J;
M: Registration: 144D/Bct I;
B: Registration: 144C/Vvl M;
F: Registration: 144Q/Mwj I;
B: Registration: 144N/Mzf V;
U: Registration: 144Y/Pjn R;
Y: Registration: 144A/Ext G; Cut-Off Balance ($mm) 416.756336 |
|
