| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2021-FL7 (USD 753m) | 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 |
|---|
| Y | FPA | 90.994 | 9.10 | 5.51 | LQ | - | - | WWW | - | 26.20% | - | Qdkshdps | 1wP | - | 295u | 295 | 1sU+295 | - | 181.00000 | | Q | WOU | 64.851 | 4.13 | 4.69 | LY | - | - | WW (V) | - | 44.41% | - | - | - | - | - | - | - | - | Retained | | M | WLZ | 82.506 | 5.60 | 6.58 | WD | - | - | N (E) | - | 5.52% | - | - | - | - | - | - | - | - | Retained | | Z | RHU | 29.840 | 1.60 | 8.19 | AS | - | - | F (S) | - | 82.41% | - | Erdkreii | 1oO | - | 225g | 220 | 1jY+220 | - | 431.00000 | | C | WUB | 493.147 | 6.65 | 8.55 | Uff | - | - | KKK | - | 71.80% | - | Yelectrz | 1dJ | - | 125e | 120 | 1yO+120 | - | 571.00000 | | W | VBP | 62.630 | 1.20 | 4.95 | MI | - | - | BB (K) | - | 66.22% | - | Uqyrsdml | 1eQ | - | 185n | 180 | 1xP+180 | - | 199.00000 | | G | PFB | 67.245 | 2.53 | 4.10 | HX | - | - | VVV (N) | - | 31.37% | - | Vrsoukjm | 1vS | - | 340j | 340 | 1eU+340 | - | 678.00000 | | K-U | UZI | 60.725 | 6.52 | 8.54 | GL | - | - | FFF | - | 17.72% | - | Qyhysxrv | 1hM | - | 155h | 150 | 1pS+150 | - | 783.00000 | | F | NOS | 33.756 | - | - | ML | - | - | KB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments C: Registration: 144F/Nqi D;
K-U: Registration: 144O/Mad D;
W: Registration: 144O/Moo C;
Z: Registration: 144M/Wep Z;
Y: Registration: 144I/Byg G;
G: Registration: 144P/Orl X;
Q: Registration: 144L/Jku W;
M: Registration: 144T/Ezs T;
F: Registration: 144H/Wiz D; Cut-Off Balance ($mm) 685.767606 |
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