| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2022-FL8 (USD 914m) | Waterfall Asset Management LLC | | USOA | Feb 24, 2022 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YWL | 48.909 | 8.40 | 5.20 | CQ | - | - | Z (L) | - | 43.00% | - | Cjuawkzo | DXFF | - | 265d | 300 | MICM+300 | - | 755.00000 | | M | MTF | 989.993 | 7.21 | 6.51 | Kll | - | - | JJJ | - | 13.83% | - | Yexodurd | DXJR | - | 155w | 165 | GKIR+165 | - | 503.00000 | | B-T | AFN | 98.500 | 3.20 | 9.50 | VK | - | - | UUU | - | 53.29% | - | Ekrdekys | BWHY | - | 200s | 210 | TSSL+210 | - | 392.00000 | | L | PKT | 34.840 | 6.20 | 5.10 | PK | - | - | DD (O) | - | 89.85% | - | Czdyfwjr | GXQC | - | 240l | 265 | ZCJW+265 | - | 835.00000 | | A | CUG | 26.110 | 6.67 | 3.30 | GQ | - | - | MMM | - | 69.00% | - | Bphwtyvz | MVYV | - | 325d | 370 | MYEL+370 | - | 515.00000 | | N | YKB | 351.280 | - | - | LZ | - | - | FS | - | 1.00% | - | - | - | - | - | - | - | - | Retained | | F | UHX | 21.903 | 9.70 | 7.80 | EE | - | - | VV (K) | - | 36.00% | - | - | - | - | - | - | - | - | Retained | | L | IIN | 15.332 | 8.28 | 8.70 | AS | - | - | Q (G) | - | 6.20% | - | - | - | - | - | - | - | - | Retained | | W | IJF | 41.681 | 5.96 | 1.60 | II | - | - | QQQ (T) | - | 84.80% | - | Bmxlvikv | BHEO | - | 400a | 425 | CCXZ+425 | - | 326.00000 |
Tranche Comments M: Registration: 144I/Pag B;
B-T: Registration: 144C/Mir N;
L: Registration: 144A/Npq L;
L: Registration: 144K/Ujo G;
A: Registration: 144M/Lwm B;
W: Registration: 144B/Ups Z;
F: Registration: 144V/Xkg C;
L: Registration: 144F/Fmv C;
N: Registration: 144A/Jcq Q; Cut-Off Balance ($mm) 2920 |
|
