| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | FRESPC K-124 (USD 1,112m) | Federal Home Loan Mortgage Corp (Freddie Mac) | | USOA | Feb 2, 2021 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | BFJ | 40.442 | 1.30 | - | - | - | DDD | - | HHH | 48.15% | - | Zksge | Tzodg | - | 15-16 | 15 | 0.96% | 0.957% | 45.42690 | | O-2 | IWP | 806.493 | 3.34 | - | - | - | XXX | - | GGG | 87.49% | - | Gyvvb | Ctzuw | - | 19-20 | 19 | 1.66% | 1.325% | 111.84070 | | H1 | NLV | 327.156 | 6.95 | - | - | - | CCC | - | YYY | - | - | Mjvrs | Nti | - | 90m | 85 | 0.72% | 1.903% | Int. Only | | BPU | XAT | 357.832 | 8.93 | - | - | - | DT | - | CD | - | - | Ztkge | Soe | - | 85b | 80 | 0.94% | 1.883% | Int. Only | | F3 | NUQ | 81.462 | 1.93 | - | - | - | WN | - | OP | - | - | Ghtiw | Pvd | - | 265n | 250 | 2.62% | 3.592% | Int. Only | | P-L | CTD | 460.566 | 6.17 | - | - | - | KV | - | WM | 3.50% | - | Ecege | Vyqyh | - | R2+5 | 24 | 1.38% | 1.378% | 88.91370 |
Cut-Off Balance ($mm) 1827.895120 |
|
