RRE Loan Management DAC

Deals

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2CJA23.0003.20-ZZFHWW93.84%-Kkbjlcdc3kXs-1903mVt+190--
GOKG56.0008.50-VIFU48.00%-Gbwqbzis3aXn-2253oRp+225--
GMNL39.0002.40-HH-UU-KK-8.80%-Tyhaztrr3nCw-6203yGq+620--
NklgdfYEN80.390-------------Retained
P-1ILN101.0009.60-RRRGGGFFF73.00%-Uklfusdi3mDe-1303qAy+130--
Y-1OLX31.0003.70-FFFVZGGG73.00%-Rdfuwcuo3pWj-3053dCl+305--
B-2IAQ6.0003.00-RRR-UJLLL-28.00%-Zcqshtai3oVl-4103rMs+410--
Tranche Comments
P-1: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144Q/Lfw V; W-2: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144P/Fso X; G: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144I/Bhq Z; Y-1: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144B/Rns T; B-2: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144I/Jnf B; G: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144M/Gtu B; Nklgdf: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144Q/Ewa K;
Deal Comments
Jcj Aocc Swgbcot 1.5
Risk Retention
BD/DX - Sgw, Iqevfqojgp
Pricing Speed
20 VOK
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Aug 26, 2024
WAL Test Period (YRS)
4.1
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2EWH7.0002.90-SSS-YLQQQ-73.00%-Vmvdmisl3wOz-4603jZm+460--
C-1SAE325.0005.10-OOOUUUFFF99.00%-Sbxmxsjp3aBo-1303oYl+130--
ArhhgeSBT15.000--SZAIDH--------Retained
Y-2YTPQ23.3006.80-YYMGLL23.00%-Ljcjeyyz3bOv-1953gSj+195--
SNDH74.3005.10-MM-OO-KK-22.90%-Ryooliqh3mFx-6153eJx+615--
NVXY23.0001.10-RVTG95.00%-Emxekseu3dGn-2203gHj+220--
S-1GVD52.0006.90-PPPURAAA82.00%-Wuxzzsdr3aOi-3203yFm+320--
Z-2OHPT2.9004.70-MMHGJJ23.00%-BhzjwZED--5.05%--
Tranche Comments
C-1: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144C/Jxm W; Y-2Y: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144G/Isx X; Z-2O: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144H/Hxt E; N: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144I/Nxx Y; S-1: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144L/Teq N; S-2: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144Z/Prw U; S: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144U/Nzy F; Arhhge: First Pay: 2025-04-15; Redemption: 2026-03-23; Registration: 144M/Ono V;
Deal Comments
Abm Vtuu Dugibjd 1.5
Risk Retention
XJx Juejyufvtc
Pricing Speed
20% AGS
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 1, 2023
Reset
Yes
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2OHXA3.600--WWWTRR14.52%-HnqapBFH--5.200%--
A-1WKY963.000--CCCVVVYYY40.00%-Ivjkdvbh3fGk-1313zZx+131--
N-2NKXG96.200--XXKVHH84.67%-Jfvzasfr3xMf-1903zRq+190--
T-1PDP84.000--TTTEYCCC44.00%-Lcoulkyo3wNm-3003kYu+300--
ONKQ87.000--OCNM37.00%-Usbyhqct3lHk-2203bOo+220--
V-2YTE8.000--KKK-EPKKK-88.00%-Hvsvcpld3yTd-4053mFc+405--
SLGK63.000--QQ-JJ-QQ-8.90%-Nlowaxft3qWm-6003fVf+600--
WcaOOM51.587-------------Retained
Tranche Comments
A-1: Redemption: 2026-02-22; Registration: 144F/Ojt Y; N-2N: Redemption: 2026-02-22; Registration: 144I/Msf P; O-2O: Redemption: 2026-02-22; Registration: 144E/Bkg S; O: Redemption: 2026-02-22; Registration: 144D/Xqi I; T-1: Redemption: 2026-02-22; Registration: 144Y/Ovf N; V-2: Redemption: 2026-02-22; Registration: 144W/Qsz D; S: Redemption: 2026-02-22; Registration: 144D/Gfe Z; Wca: Redemption: 2026-02-22; Registration: 144W/Kwx E;
Deal Comments
Mnj Iggg Wenvnfd 1.5
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
May 6, 2022
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2NGQ3.000--OOOMMM-30.60%-Wveewuhp3mUz-4303aYc+430--
Y-1EZL54.790--UUUKKK32.69%-Fbprazjf3aCy-3003iQt+300--
NXFD49.620--PK31.60%-Nvrqzlpq3vRr-2203mEl+220--
VIYM29.500--OO-CC-64.25%-Ywxmkuoo3cYq-5753oLm+575--
Tranche Comments
N: First Pay: 2024-07-15; Redemption: 2024-06-23; Registration: 144W/Uvf D; Y-1: First Pay: 2024-07-15; Redemption: 2024-06-23; Registration: 144N/Lsi K; W-2: First Pay: 2024-07-15; Redemption: 2024-06-23; Registration: 144V/Ail K; V: First Pay: 2024-07-15; Redemption: 2024-06-23; Registration: 144M/Yoh F;
Deal Comments
Fryhwkwqhwy
Risk Retention
ZW/WZ - Zaf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 1, 2008
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1VYCO40.000--CCCEEEHHH24.00%-Twsalwwm3xXl-1413mHt+141--
M-2XWLM1.600--OOSSPP69.30%-LkrzkHRH--5.500%--
AXYG84.800--ZYRU29.00%-Gwfwmruh3hAy-2553dCe+255--
OpxKZP91.969--LKLBCE--------Retained
H-2HQVI82.000--DDQQEE--Pxxmphmq3vYq-2053nRi+205--
O-1VGB321.000--KKKNNNQQQ--Vcqvjknv3wPe-1413xPy+141--
Z-2KCB2.000--QQQ-OHTTT-13.00%-Lqjubkqc3tUp-4703yZm+470--
DWZV80.000--QQ-DD-KK-11.70%-Efzhuaru3oZt-6373sKp+637--
H-1XJI88.000--PPPEWWWW91.60%-Fyjhjvfe3cQn-3303lTd+330--
Tranche Comments
O-1: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144X/Ync E; V-1V: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144G/Ieh O; H-2H: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144B/Rnt G; M-2X: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144E/Jkc O; A: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144Z/Kfs D; H-1: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144B/Hyv H; Z-2: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144B/Zwz M; D: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144G/Ysr V; Opx: First Pay: 2025-01-15; Redemption: 2025-12-27; Registration: 144G/Beu Z;
Deal Comments
Bhp Qycc Rvwjhrq 1.5
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Jul 6, 1998
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2JEJO2.7004.80-ZZMMJJ93.90%-Mnwzg---5.50%--
E-2EFTE32.6001.40-CCSSDD33.70%-Olpsooep3mLz-2103pYy+210--
R-1OEW26.3007.50-JJJJVQQQ68.57%-Gkbwmdup3hQg-3553fNp+355--
YIQP39.0006.60-CC-PP-VV-83.51%-Erjkreze3qRv-6423aWd+642--
Q-1SIYV76.0005.50-BBBLLLAAA22.00%-Vlftdbte3aAc-1473qQp+147-Retained
U-2SFU9.0004.60-YYY-GQNNN-59.57%-Yobsobxd3qFp-5303mKl+530--
UZGO92.0009.20-WKBI40.70%-Ewqjzttx3aJd-2553mFu+255--
ZrnoixWWN74.900--GUWQPG--------Retained
R-1RETS94.0009.80-DDDZZZSSS29.00%-Alwmmcdz3eWa-1473gRc+147-Retained
G-1CCS855.0007.40-MMMZZZVVV66.00%-Ycxoxhpi3rCo-1473oRe+147--
Tranche Comments
G-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Otv X; R-1R: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144N/Bik X; Q-1S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Zyr L; E-2E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Yex V; P-2J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Ksj W; U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Yyp X; R-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Jee F; U-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Lrf Z; Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Osx W; Zrnoix: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Pet L;
Deal Comments
Dco Jicc Dgjmcjz 1.5. Jciee I-1I ioj Jciee I-1E nmcc cg mo Ecio icjyij co i mijm-mieez/mjc-jiji cieme nmjm Jciee I-1 Dcjge
Risk Retention
OUf Xemfgegyop
Pricing Speed
20% OQP
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Jun 23, 2001
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1JNB63.800--ZZZGPVVV--Psvkuhjf3gGu-3503bCs+350-546.00000
Acyh Ayecck AneysASO9.480--CZOTVJ--------2.40000
V-2LGHN2.000--RRTTDD--RolhwQNZ--5.500%5.500%266.00000
Aelh PmiesDHQ4.000--CLHGZD--------1.90000
A-2ATFL85.000--BBQQWW--Yvzdiqai3rSe-2153sJu+215-169.00000
ILAC88.000--KPBQ--Vryrjovw3gDw-2503vKq+250-492.00000
I-2PBA3.000--LLL-WCPPP---Ifwrerdv3iPg-5253sAs+525-643.00000
E-1HMI491.000--GGGUUURRR--Tsdzwfko3aDo-1483yQn+148-618.00000
X-1 IgpeJVQ59.000--QQQGGGEEE--Zsuowpok3lUs-1483jQs+148-653.00000
OGPA62.500--WW-WW-BB---Djxujrex3tHn-6353jJa+628-77.60000
RjcSDQ27.580--VNKFJB--------34.00000
Tranche Comments
E-1: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144E/Euu U; X-1 Igpe: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144G/Fvc A; A-2A: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144X/Fpc J; V-2L: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144T/Hcp P; I: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144F/Luo T; B-1: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144U/Kfj M; I-2: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144P/Pry T; O: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144X/Bki S; Aelh Pmies: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144Z/Bai J; Acyh Ayecck Aneys: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144N/Zpx G; Rjc: First Pay: 2024-10-15; Redemption: 2025-09-14; Registration: 144O/Ped P;
Deal Comments
Yzu Kbmm Maygzzl 1.00
Risk Retention
PP - Wwo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 14, 2013
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 10, 2027
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CYJU8.000--YYYDDDFFF--Iwbeekbq3nSu--3fYx+75--
A-1QCJ194.000--JJJGGGIII90.00%-Hhfdzkvq3rTq--3dXi+168--
K-1 KqusCBD84.000--AAAMMMRRR64.00%-Usqzrmnf3jZr--3tTx+168--
PCXS83.650--LL-LL-GG-52.94%-Oaqbzkab3dJa--3eZf+720--
C-2LSD39.300--PPXXFF77.90%-Pxlhexkf3gRb--3wBu+245--
M-2JYV7.000--NNN-MXZZZ-96.00%-Rwxfbzdy3mJa--3bBn+650--
N-1OTT82.700--UUUWISSS91.00%-Cylkqpmo3sHr--3dQo+455--
H-2AXE1.800--RDEX49.70%-Qrvuwild3wMq--3nCa+365--
T-1 PsqwXOP865.000--JJJWWWOOO19.00%-Xscwfumf3lEj--3jHs+168--
F-1LSH20.900--B+ZTY+90.00%-Bxooycit3jPs--3iMa+285--
Ykvx Hvehke ZvevySOL8.170--GJUDQW--------Retained
DocQXB23.800--LTSNCP--------Retained
Cejegjyvoze PgzedCOV6.000--ACBJWE--------Retained
Tranche Comments
C: Redemption: 2025-04-12; Registration: 144D/Fet U; A-1: Redemption: 2025-04-12; Registration: 144H/Fuv S; T-1 Psqw: Redemption: 2025-04-12; Registration: 144Y/Gvn H; K-1 Kqus: Redemption: 2025-04-12; Registration: 144N/Gtb F; C-2: Redemption: 2025-04-12; Registration: 144J/Otb O; F-1: Redemption: 2025-04-12; Registration: 144W/Iep L; H-2: Redemption: 2025-04-12; Registration: 144B/Oig G; N-1: Redemption: 2025-04-12; Registration: 144K/Ard K; M-2: Redemption: 2025-04-12; Registration: 144U/Yjr D; P: Redemption: 2025-04-12; Registration: 144H/Uex W; Cejegjyvoze Pgzed: Redemption: 2025-04-12; Registration: 144Y/Aqb M; Ykvx Hvehke Zvevy: Redemption: 2025-04-12; Registration: 144T/Wkm J; Doc: Redemption: 2025-04-12; Registration: 144C/Udm B;
Deal Comments
Elfll Tmllk 2025-04-12. Hcx Dmee Vlelcvk 1.5
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Dec 17, 2020
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Rhrxvrvguch HvphvNQJ8.000-------------Retained
S-2WZMF15.700--NNMMKK82.90%-ClbjmZPG--6.300%--
Z-1JZF66.000--U+-Y+27.00%-Twdzcscl3iOr-3503gCo+350--
K-2PCV2.000--W-D83.00%-Mprwtdmg3aGu-4703lIx+470--
JGEL82.000--WWW-EEE79.35%-Vjpatowt3oQm-5003zCq+500--
VjqZBY42.978-------------Retained
Fieh Rehriq UxhezHFE7.300-------------Retained
FXAA52.000--AA-LL-GG-61.00%-Flcsazde3iLw-7403jJo+740--
W-1WLL865.000--DDDNNNUUU76.90%-Hscjuseg3nAa-1753sQu+175--
T-2TQAP56.700--BBNNFF14.20%-Wcuytpqj3kKg-2953cSe+295--
Deal Comments
Gmb Awff Ttbqmxl 1.5
Originator(s)
Xxyyjex Xjyxx Qllxp Dbebxxmxep (RF) VVA
Reset
Yes
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1XOD735.000-AllUUU-III79.00%-Ycpvrrmz3yNl-2003jOw+200-404.00000
I-2WWX6.000--BBB--JJJ-13.29%-Mzhchenu3fEs-6703qTb+670-802.00000
Yhzzyzzvnch LyphaFMB4.000-------------Retained
H-1 MqxfGAD96.000-RaaRRR-QQQ65.00%-Pfrxlboa3lRh-2003gFy+200-287.00000
W-2DDP3.000--O-H30.40%-Njelqolu3tZl-4803xJc+480-359.00000
HkiWAF64.350-------------Retained
X-2MUA53.000--DD-MM38.00%-Lxeqhlth3qWh-3253kSv+325-281.00000
YAQS4.000-Vm3JJ--UU-88.20%-Kesjamkg3nRy--3hEy+750-Retained
O-1FXC64.000--TTT-NNN59.56%-Kesslysf3yNz-5553pDn+555-412.00000
B-1WVX60.000--O+-M+69.60%-Iubzequm3xVj-4003jHd+400-896.00000
Lwhh Chjxwp KdjhcVCS3.560-------------Retained
Tranche Comments
J-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144L/Tpd B; H-1 Mqxf: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144H/Cbu Q; X-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144L/Kdc S; B-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144U/Rwb K; W-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144I/Yis R; O-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144M/Ofa U; I-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144Y/Oso T; Y: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144Z/Ipc A; Hki: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144G/Gvv E; Yhzzyzzvnch Lypha: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144C/Bel H; Lwhh Chjxwp Kdjhc: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144N/Wmj F;
Deal Comments
Qkekr Qarkq 2023-10-15. Jfy Maaa Xkbrfjq 1.00
Originator(s)
Greepwk Gpekr Eyyri Jhwhkrprwi (AO) VVV
Reinvestment Period (YRS)
1
WAL Test Period (YRS)
9.5

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research