| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | RCMF 2023-FL11 (USD 483m) | Waterfall Asset Management LLC | | USOA | Jan 26, 2023 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HCP | 21.820 | 5.89 | 4.65 | QS | - | DD- | - | - | 25.87% | - | - | - | - | - | - | - | - | Retained | | S | XII | 58.250 | 1.60 | 2.73 | DU | - | BB- | - | - | 50.72% | - | Jidvmyif | GABV | - | 360f | 360 | 1lGBSG+353 | - | 80.49000 | | A | MHW | 286.386 | 1.72 | 9.98 | Iaa | - | OOO | - | - | 94.00% | - | Pjrqcxeo | XDZF | - | 245v | 245 | 1aEBMC+237 | - | 37.22000 | | E-Y | JMF | 96.124 | 2.21 | 1.44 | KX | - | GGG | - | - | 40.66% | - | Gjbkusuz | OVUO | - | 295n | 295 | 1lDXER+288 | - | 56.53000 | | X | CLR | 92.392 | 2.89 | 5.62 | XM | - | F- | - | - | 78.54% | - | Txjcsrmh | SJOK | - | 435w | 435 | 1nGLPL+428 | - | 26.50000 | | Y | NOG | 23.856 | 4.42 | 9.39 | VH | - | LLL- | - | - | 23.40% | - | Edhvjtsr | DPNL | - | 610h | 610 | 1dMCGE+603 | - | 34.11000 | | E | TSQ | 66.833 | 3.79 | 7.14 | QE | - | RRR | - | - | 13.47% | - | Hmbqyeae | CVEV | - | 535n | 535 | 1kCDNK+528 | - | 48.29000 | | E | ZGT | 71.387 | 9.54 | 4.98 | ED | - | H- | - | - | 55.80% | - | - | - | - | - | - | - | - | Retained | | O | YCD | 83.571 | - | - | BT | - | IS | - | - | 1.00% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments A: First Pay: 2023-02-25; Registration: 144O/Uzj A;
E-Y: First Pay: 2023-02-25; Registration: 144K/Wee A;
S: First Pay: 2023-02-25; Registration: 144L/Xrq A;
X: First Pay: 2023-02-25; Registration: 144O/Tzm P;
E: First Pay: 2023-02-25; Registration: 144X/Vry B;
Y: First Pay: 2023-02-25; Registration: 144A/Mdx K;
Y: First Pay: 2023-02-25; Registration: 144L/Kxy L;
E: First Pay: 2023-02-25; Registration: 144Z/Ufk T;
O: First Pay: 2023-02-25; Registration: 144M/Kfi Z; Cut-Off Balance ($mm) 653.89107 |
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