| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | CMBS | | | RCMF 2023-FL12 (USD 559m) | Waterfall Asset Management LLC | | USOA | Jun 12, 2023 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | RTH | 60.652 | 9.39 | 4.41 | BH | - | - | DDD (Z) | - | 94.38% | - | - | - | - | - | - | - | - | - | | A | ETW | 58.390 | - | - | XL | - | - | YK | - | 2.00% | - | - | - | - | - | - | - | - | Retained | | D-L | FLR | 99.988 | 1.26 | 9.99 | FM | - | - | FFF | - | 81.39% | - | Kruzavaq | 1kAOSH | 335f | 335l | 335 | 1iBHSR+320 | - | 91.80000 | | H | NHF | 31.860 | 5.40 | 6.70 | UQ | - | - | FF (N) | - | 4.96% | - | - | - | - | - | - | - | - | Retained | | E | EIJ | 36.311 | 3.22 | 8.19 | AW | - | - | OO (P) | - | 40.10% | - | Swmrvbda | 1lNEVK | 385x | 385s | 385 | 1pDNOV+370 | - | 39.40000 | | T | KPL | 19.360 | 2.17 | 2.87 | UW | - | - | KKK | - | 75.60% | - | - | - | - | - | - | - | - | - | | O | LFF | 842.887 | 1.54 | 8.67 | Akk | - | - | QQQ | - | 21.64% | - | Fzvtktnk | 1vVHYF | 275q | 265t | 255 | 1jWAYQ+234 | - | 96.70000 | | W | OQI | 29.249 | 2.00 | 5.22 | GU | - | - | X (K) | - | 43.20% | - | Ixzyoeml | 1vZGGW | 475p | 470b | 470 | 1rIQVR+455 | - | 48.40000 | | H | EEE | 85.113 | 8.21 | 4.78 | PC | - | - | U (U) | - | 1.89% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments O: First Pay: 2023-07-25; Registration: 144O/Aac K;
D-L: First Pay: 2023-07-25; Registration: 144D/Cml X;
E: First Pay: 2023-07-25; Registration: 144V/Uka O;
W: First Pay: 2023-07-25; Registration: 144Y/Miz E;
T: First Pay: 2023-07-25; Registration: 144F/Oot O;
P: First Pay: 2023-07-25; Registration: 144X/Mua B;
H: First Pay: 2023-07-25; Registration: 144Y/Vsc I;
H: First Pay: 2023-07-25; Registration: 144Y/Oud A;
A: First Pay: 2023-07-25; Registration: 144T/Hej B; Deal Comments Rtv Itgg Ykvctwh 2.00 Cut-Off Balance ($mm) 871.931198 |
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