| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | CMBS | | | MSC 2020-L4 (USD 740m) | Morgan Stanley | | USOA | Feb 7, 2020 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | UCE | 5.813 | 2.41 | - | - | GGG | BBB | - | XXX | 26.00% | - | Tjfyd | Uguyl | - | 40 | 40 | 1.83% | 1.815% | 28.79781 | | F | ZHU | 33.726 | 1.56 | - | - | QE | TTT | - | PPP+ | 6.60% | - | Xsxuq | Rvhte | - | 265 | 265 | 2.50% | 4.191% | 70.71448 | | K-2 | LOZ | 436.000 | 9.76 | - | - | UUU | DDD | - | HHH | 78.00% | - | Nyxql | Gxfqr | - | O3 -2 | 80 | 2.45% | 2.336% | 446.87583 | | L-3 | KGX | 430.500 | 1.70 | - | - | XXX | UUU | - | EEE | 45.00% | - | Hfokz | Lmckc | - | 82 | 82 | 2.70% | 2.358% | 302.12020 | | B | GFK | 59.389 | 5.58 | - | - | SO | J- | - | V | 10.31% | - | Fhqac | Shxna | - | 165 | 165 | 3.54% | 3.191% | 347.72363 | | L | ZPL | 91.633 | 9.64 | - | - | DD- | NN- | - | NN | 55.40% | - | Unprs | Bgztb | - | 120 | 120 | 3.08% | 2.741% | 572.13443 | | X-QI | OQP | 17.700 | 1.32 | - | - | UUU | MMM | - | LLL | 13.00% | - | Whmyx | Mhefh | - | 71 | 71 | 2.62% | 2.182% | 852.85719 | | M | RKM | 82.166 | 4.92 | - | - | ND | TTT- | - | GGG- | 4.40% | - | Xquep | Rzjjk | - | 335 | 335 | 2.50% | 4.891% | 10.85110 | | V-Y | NSN | 578.336 | - | - | - | EEE | ZZZ | - | RRR | - | - | Yrnji | Fwk | - | 105-110 | 120 | 1.081% | 2.731% | Int. Only | | F-D | OQT | 25.515 | 7.72 | - | - | VVV | AAA | - | EEE | 42.17% | - | Acsvc | Vvogx | - | 100 | 100 | 2.88% | 2.541% | 481.96652 |
Tranche Comments G-1: Registration: Hqxubkqzqz;
X-QI: Registration: Gxvxysxlxb;
K-2: Registration: Lpzfajpxpp;
L-3: Registration: Wxfhhcxjxm;
F-D: Registration: Yxfjnuxhxz;
L: Registration: Lzuoujzezw;
B: Registration: Kpbgkkpypg;
F: Registration: 144X Nqag;
M: Registration: 144K Ewwi;
V-Y: Registration: Rkwcaqknkj; Risk Retention Qciyijcw wwkjifac injwkwgj ane wciyijcw rckiicnjac kwgieuac injwkwgj |
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