| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | FRESPC K-120 (USD 1,249m) | Federal Home Loan Mortgage Corp (Freddie Mac) | | USOA | Nov 18, 2020 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | CNY | 934.538 | 6.48 | - | - | - | DDD | - | FFF | 25.00% | - | Jabqb | Oqngn | - | 33-34 | 32 | 1.50% | 1.171% | 864.77260 | | D-E | TUM | 663.266 | 1.88 | - | - | - | SO | - | TH | 5.50% | - | Afjnh | Vhggz | - | P2+5 | 37 | 1.23% | 1.224% | 34.36510 | | EBD | NQX | 415.227 | 6.63 | - | - | - | WH | - | IQ | - | - | Smvih | Bpi | - | 170l | 170 | 1.21% | 2.530% | Int. Only | | Q1 | BAU | 3,907.679 | 3.42 | - | - | - | DDD | - | JJJ | - | - | Azhrb | Vcp | - | 200h | 200 | 1.04% | 2.792% | Int. Only | | W3 | TFA | 344.250 | 4.78 | - | - | - | QY | - | HZ | - | - | Oursl | Pzz | - | 415r | 415 | 2.74% | 4.980% | Int. Only | | X-1 | PVI | 200.828 | 9.90 | - | - | - | BBB | - | FFF | 88.00% | - | Hqhrr | Kjdlb | - | 25y | 25 | 0.89% | 0.886% | 71.67690 |
Cut-Off Balance ($mm) 1328.415814 |
|
