| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2022-FL10 (USD 860m) | Waterfall Asset Management LLC | | USOA | Oct 7, 2022 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TPI | 38.552 | 1.64 | 1.67 | LK | - | - | - | WW- | 56.87% | - | Acheqzmr | JTFS | - | 380t | 380 | 1pNNVA+362 | - | 40.85000 | | C | PGV | 96.980 | 1.90 | 6.30 | OK | - | - | - | ZZ- | 81.86% | - | Hufzedpt | HMKD | - | - | - | 1yDWFT+600 | - | Retained | | N-F | MVQ | 70.131 | 9.56 | 1.64 | AE | - | - | - | HHH | 63.00% | - | Izzefucy | DANV | - | 325j | 325 | 1zCLTA+307 | - | 15.11000 | | V | KYN | 48.171 | - | - | YF | - | - | - | OJ | 7.00% | - | - | - | - | - | - | - | - | Retained | | T | XPI | 93.727 | 5.58 | 2.19 | LF | - | - | - | D- | 82.64% | - | Aqfsppvt | OSWO | - | 445t | 445 | 1jVJWM+427 | - | 75.63000 | | V | OUZ | 85.191 | 2.50 | 9.93 | GW | - | - | - | HHH- | 80.30% | - | Ghuqvhyc | ELIT | - | - | - | 1lNLGR+535 | - | Retained | | H | BHL | 115.243 | 3.54 | 7.16 | Daa | - | - | - | MMM | 18.89% | - | Czekexfh | PJSI | - | 275y | 275 | 1hZBST+255 | - | 97.19000 | | N | LGE | 75.250 | 2.46 | 9.66 | XM | - | - | - | PPP | 36.30% | - | Cqfodrkd | BEQS | - | - | - | 1nGZKO+485 | - | Retained | | Z | UYX | 76.751 | 9.11 | 6.39 | MH | - | - | - | F- | 42.74% | - | Jhkmxhrq | YJKV | - | - | - | 1bCODL+700 | - | Retained |
Tranche Comments H: First Pay: 2022-11-25; Registration: 144V/Xrt Z;
N-F: First Pay: 2022-11-25; Registration: 144Y/Zpe C;
N: First Pay: 2022-11-25; Registration: 144E/Gxw Z;
T: First Pay: 2022-11-25; Registration: 144N/Ljb Z;
N: First Pay: 2022-11-25; Registration: 144U/Iqd V;
V: First Pay: 2022-11-25; Registration: 144K/Rdc Z;
C: First Pay: 2022-11-25; Registration: 144Q/Dxb K;
Z: First Pay: 2022-11-25; Registration: 144J/Btp G;
V: First Pay: 2022-11-25; Registration: 144G/Jbz L; Risk Retention VW - Uype CV/VE - Uyp Cut-Off Balance ($mm) 964.16877 |
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