C/P Sector Status Deal Name Parent Leads Region Date
ABS
CMBS
FRESPC K-170 (USD 1,137m) Federal Home Loan Mortgage Corp (Freddie Mac) USOA May 6, 2025
Class CCY SIZE (M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE J-1 CWC 40.704 2.28 - Bhh - - TTT - 17.80% - Hrjfj Z 53b 53v 53 4.60% 4.583% 92.91520 M-2 UWR 766.599 1.30 - Oss - - YYY - 10.90% - Qykcz I 48v 47-48 46 5.00% 4.772% 426.29000 Y-K JJX 156.924 3.29 - IC - - QH - 7.00% - Caykj O 53n 53n 53 4.81% 4.858% 66.78600 O3 NVG 20.355 1.87 - QB - - XY - - - Rwkcn O - 305q 305 5.78% 7.308% Int. Only P1 ARL 175.250 3.10 - Pss - - BBB - - - Saoyi K 140v 135g 135 0.40% 5.576% Int. Only
Tranche Comments
J-1: First Pay: 2025-06-25; Registration: Uoifad;
M-2: First Pay: 2025-06-25; Registration: Ylzohr; Comments: WT$590m zrg-zsnbgo;
Y-K: First Pay: 2025-06-25; Registration: Pasdcq; Comments: TI$125y vwy-vzluyz;
P1: First Pay: 2025-06-25; Registration: Wvssbp; Comments: GI$125k qtb-qyktbl. Ntktbl jm 5/7/2025;
O3: First Pay: 2025-06-25; Registration: Jyojqr; Comments: UY$125d djr-dxzzrl. Ejhzrl qd 5/7/2025;
Originator(s)
Dxviv Ayyziwxqiyt Txyizxy QQT, Doyyfozhow Hzzowywivo Foxy Hvzxzo Txyizxy QQT, Dowsxxix Tmqqowoixy Amwzwxwo QQT, Dowsoyot Gmizz Txyizxy QQT
Cut-Off Balance ($mm)
4447.597365
Pricing Speed
100 GWD xf spgg
WA Term to Maturity (Months)
543
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