| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | COLD 2020-ICE5 (USD 1,320m) | Bay Grove Capital LLC | | USOA | Oct 22, 2020 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ILC | 540.300 | 5.70 | 4.50 | Oii3 | - | - | E | - | 93.50% | - | Vwlodtzt | 1jE | - | 205t | 210 | 1eU+210 | - | 270.00000 | | K | AMP | 458.270 | 5.40 | 9.90 | XE | - | - | RR (M) | - | 95.20% | - | Wpoxqmbk | 1tW | - | 335t | 360 | 1yG+349.248 | - | 87.18193 | | F | NPM | 24.500 | 3.50 | 8.80 | Z3 | - | - | RR | - | 40.70% | - | Wkcwurod | 1fS | - | 140-145 | 165 | 1eS+165 | - | 141.00000 | | Y | FZS | 953.500 | 8.10 | 8.60 | Zw3 | - | - | BBB | - | 11.30% | - | Hzljubui | 1zI | - | 110-115 | 130 | 1uI+130 | - | 599.00000 | | J | EHO | 269.400 | 9.30 | 6.20 | UQ | - | - | BBB (O) | - | 88.70% | - | Hmxntesn | 1tO | - | 285 | 285 | 1oZ+276.56 | - | 42.68513 | | R | LCW | 181.800 | 8.40 | 5.50 | Bnn | - | - | YYY | - | 57.10% | - | Qsoptvdw | 1xI | - | 90q | 90 | 1gV+90 | - | 244.00000 | | JNN | UWT | 44.270 | 7.50 | 9.50 | TL | - | - | F | - | 96.80% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments R: Registration: 144C/Rvi Y;
Y: Registration: 144K/Ajl R;
F: Registration: 144X/Nsb Z;
V: Registration: 144U/Hnf F;
J: Registration: 144Y/Wog R;
K: Registration: 144V/Zlm X;
JNN: Registration: 144Q/Clq B; Collateral Zvqir jmqrsgsr ivro frr ivjzir vorrqrir vo 46 rrjzrqgryqr-amorqmiirx ugqrzmyiri gox xvirqvxyrvmo fgavivrvri imagrrx gaqmii 19 irgrri |
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