| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2022-FL8 (USD 1,135m) | 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 |
|---|
| T | YXC | 55.160 | 9.27 | 5.70 | WD | - | - | RRR | - | 32.00% | - | Axxawjry | PVII | - | 325o | 370 | GCAH+370 | - | 431.00000 | | Z | NLR | 72.985 | 3.65 | 6.70 | KE | - | - | RR (P) | - | 20.00% | - | - | - | - | - | - | - | - | Retained | | T-Z | BUZ | 41.600 | 2.70 | 3.40 | ZD | - | - | CCC | - | 87.80% | - | Dwrpcczv | JSLJ | - | 200d | 210 | MCCD+210 | - | 776.00000 | | E | ETR | 692.600 | - | - | JG | - | - | IT | - | 9.00% | - | - | - | - | - | - | - | - | Retained | | F | YTW | 85.947 | 8.16 | 1.30 | AH | - | - | U (E) | - | 4.32% | - | - | - | - | - | - | - | - | Retained | | P | YYT | 16.367 | 6.94 | 5.50 | OW | - | - | NNN (B) | - | 79.10% | - | Lkqpwoye | PWGH | - | 400s | 425 | NEPO+425 | - | 936.00000 | | U | VXE | 24.174 | 6.90 | 2.30 | MO | - | - | R (Z) | - | 73.00% | - | Gywbvcud | CBWN | - | 265y | 300 | SXYY+300 | - | 522.00000 | | N | POH | 56.680 | 5.80 | 2.60 | FK | - | - | QQ (X) | - | 18.84% | - | Iwekkjin | GHIB | - | 240l | 265 | VNEE+265 | - | 620.00000 | | A | LAB | 906.818 | 1.17 | 9.78 | Byy | - | - | TTT | - | 68.25% | - | Mzsmsalp | EHYG | - | 155o | 165 | NTJR+165 | - | 559.00000 |
Tranche Comments A: Registration: 144E/Uue J;
T-Z: Registration: 144W/Izz F;
N: Registration: 144E/Yap Y;
U: Registration: 144X/Boo C;
T: Registration: 144T/Vjo N;
P: Registration: 144T/Zut Z;
Z: Registration: 144M/Quc M;
F: Registration: 144P/Rsn Q;
E: Registration: 144V/Mxs J; Cut-Off Balance ($mm) 8289 |
|
