| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | FRESPC K-116 (USD 1,282m) | Federal Home Loan Mortgage Corp (Freddie Mac) | | USOA | Sep 22, 2020 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | ZHO | 344.890 | 9.18 | - | Yff | - | - | - | AAA | 60.78% | - | Unuup | Mdwvl | - | 39w | 39 | 1.38% | 1.047% | 536.75600 | | L-J | PIV | 662.994 | 2.17 | - | GY | - | - | - | OL | 1.70% | - | Ljazz | Ofdcg | - | 45x | 45 | 1.12% | 1.116% | 82.63570 | | U3 | APE | 439.402 | - | - | KI | - | - | - | WS | 6.58% | - | Phclb | Bgb | - | 410t | 410 | 3.021% | 4.748% | Int. Only | | F-1 | XIQ | 374.000 | 5.20 | - | Vgg | - | - | - | MMM | 64.73% | - | Gviqd | Abzcz | - | 30t | 28 | 0.73% | 0.724% | 73.78020 | | I1 | XYK | 4,434.540 | - | - | Qmm | - | - | - | PPP | 6.70% | - | Loyly | Pbe | - | 180-185 | 180 | 1.428% | 2.406% | Int. Only | | YGS | JTA | 433.699 | - | - | OB | - | - | - | KF | 7.20% | - | Qbblc | Fgi | - | 170-175 | 170 | 1.600% | 2.344% | Int. Only |
Cut-Off Balance ($mm) 3119.79048 |
|
