| 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 |
|---|
| K | EXE | 73.562 | 4.40 | 7.40 | XB | - | - | Q (G) | - | 63.00% | - | Sspcjisc | TGCB | - | 265e | 300 | KKBD+300 | - | 342.00000 | | Z | PSB | 89.396 | 9.95 | 4.30 | YH | - | - | OO (W) | - | 29.00% | - | - | - | - | - | - | - | - | Retained | | H | AAN | 79.318 | 7.14 | 4.20 | WP | - | - | B (V) | - | 3.65% | - | - | - | - | - | - | - | - | Retained | | E-I | RHI | 18.100 | 9.50 | 2.90 | ID | - | - | VVV | - | 64.10% | - | Nwfxzuxr | DJMD | - | 200o | 210 | ABDR+210 | - | 187.00000 | | X | EBQ | 815.216 | 3.62 | 9.51 | Xnn | - | - | AAA | - | 91.59% | - | Wqqpkiqm | MNOK | - | 155w | 165 | HVPA+165 | - | 117.00000 | | J | JHL | 52.710 | 5.83 | 3.20 | EF | - | - | PPP | - | 85.00% | - | Kyppvhkq | WUMP | - | 325m | 370 | HWNW+370 | - | 318.00000 | | E | ZWF | 47.673 | 4.12 | 7.40 | NX | - | - | BBB (N) | - | 24.60% | - | Vjxebupr | IQBS | - | 400b | 425 | VOJI+425 | - | 540.00000 | | C | JQG | 84.220 | 5.40 | 5.10 | QO | - | - | EE (B) | - | 54.60% | - | Ofmbkxah | NAVB | - | 240e | 265 | TOOT+265 | - | 446.00000 | | I | YQF | 869.809 | - | - | EI | - | - | NW | - | 8.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments X: Registration: 144N/Kqq J;
E-I: Registration: 144Q/Rzx M;
C: Registration: 144W/Ypv L;
K: Registration: 144O/Kix N;
J: Registration: 144A/Ast Z;
E: Registration: 144A/Mtg N;
Z: Registration: 144B/Mtv N;
H: Registration: 144O/Bqq F;
I: Registration: 144Z/Bzc G; Cut-Off Balance ($mm) 4407 |
|
