| 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 |
|---|
| Z | QEY | 80.966 | 2.51 | 5.55 | DZ | - | QQQ- | - | - | 74.90% | - | Jdkhutei | BAYW | - | 610w | 610 | 1cLYTP+603 | - | 34.73000 | | O | YIV | 15.260 | 5.50 | 9.38 | UA | - | ZZ- | - | - | 56.21% | - | Tqesjexf | CVXP | - | 360g | 360 | 1tIWOZ+353 | - | 79.55000 | | T | IAV | 654.482 | 5.28 | 9.27 | Xuu | - | GGG | - | - | 37.00% | - | Dievswki | KUBH | - | 245n | 245 | 1nOEOJ+237 | - | 21.15000 | | R | VRJ | 41.577 | 5.15 | 4.83 | QC | - | Y- | - | - | 99.90% | - | - | - | - | - | - | - | - | Retained | | B | WLE | 14.782 | - | - | NK | - | JS | - | - | 7.00% | - | - | - | - | - | - | - | - | Retained | | T-A | NOH | 98.936 | 9.10 | 3.57 | XA | - | BBB | - | - | 92.72% | - | Tkbhufzd | GMGM | - | 295g | 295 | 1tWAXY+288 | - | 96.61000 | | O | GOS | 70.259 | 3.52 | 3.23 | MW | - | I- | - | - | 48.33% | - | Kpysmbpp | PBPH | - | 435l | 435 | 1bYZWP+428 | - | 98.24000 | | E | BLF | 80.881 | 5.78 | 6.42 | GM | - | SSS | - | - | 53.45% | - | Rxrpoclj | INBO | - | 535q | 535 | 1kBYZM+528 | - | 57.63000 | | F | EHM | 57.623 | 6.31 | 5.42 | AG | - | ZZ- | - | - | 57.96% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments T: First Pay: 2023-02-25; Registration: 144B/Iag H;
T-A: First Pay: 2023-02-25; Registration: 144G/Lmk S;
O: First Pay: 2023-02-25; Registration: 144U/Mor B;
O: First Pay: 2023-02-25; Registration: 144K/Awc A;
E: First Pay: 2023-02-25; Registration: 144T/Zri R;
Z: First Pay: 2023-02-25; Registration: 144N/Djk J;
F: First Pay: 2023-02-25; Registration: 144U/Djy N;
R: First Pay: 2023-02-25; Registration: 144N/Ztd A;
B: First Pay: 2023-02-25; Registration: 144J/Nyw T; Cut-Off Balance ($mm) 436.60738 |
|
