About the CRE CLO Database

The CRE CLO Database captures the initial terms of all collateralized debt obligations backed mostly by commercial real estate. The database consists of two downloadable Excel files:

  • Ccdo.xls contains general collateral information
  • CcdoPrice.xls provides tranche-by-tranche pricing details.

Additional information on the transaction parties for each deal is automatically pulled from either our CMBS Database or ABS Database, depending on the transaction. Subscribers to Asset-Backed Alert can download the ABS Database. The CMBS Database can be also downloaded.

Click here to find a description of the CMBS Database.

For questions about the CRE CLO Database, contact Jim Alexander at 201-234-3993.

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Criteria for the CRE CLO Database

  • Rated by at least one major agency.
  • Under the control of a trustee.
  • A resecuritization of CMBS or a collateralized debt obligation backed at least 50% by commercial real estate collateral.

Ccdo.xls Data Fields

Field Name Detailed Description
CODEThe code is a unique, eight-digit number that can be used to link together the different modules of the CRE CLO Database. The first four digits represent the year and the next four represent a unique number (for example: 20010108).
ISSUERThe name of the issuing entity, exactly as it is shown on the prospectus.
SERIESThe series name of the offering, exactly as it is shown on the prospectus.
DATEPricing date.
AMOUNTThe sum of the original face amount of all classes (in millions of dollars). For issues that aren't denominated in U.S. dollars, the amount shown is the dollar equivalent.
RAMPEDPortion of the collateral purchased as of the closing date.
ReRemic(Y/N)Is the security a resecuritization of CMBS structured as a REMIC?
CMBS%CMBS certificates as a percentage of the pool.
CDO%CDOs as a percentage of the pool.
WHOLE%Whole loans as a percentage of the pool.
BNOTES%B-notes (junior loan pieces) as a percentage of the pool.
MEZZ%Mezzanine loans as a percentage of the pool.
PREF%Preferred equity as a percentage of the pool.
REIT%REIT debt as a percentage of the pool.
UKNOWN%Percentage of the pool consisting of unknown collateral.
Non-CRE%Non-commercial real estate collateral as a percentage of the pool.
F%Office mortgages as a percentage of the pool.
H%Hotel mortgages as a percentage of the pool.
M%Multi-family mortgages as a percentage of the pool.
N%Nursing/retirement mortgages as a percentage of the pool.
P%Mobile-home-park mortgages as a percentage of the pool.
R%Retail mortgages as a percentage of the pool.
W%Warehouse/industrial mortgages as a percentage of the pool.
Z%Other mortgages as a percentage of the pool. This category includes mixed-use and credit-linked collateral.
U%Percentage of the pool consisting of loans backed by unknown property types.

CcdoPrice.xls Data Fields

Field Name Detailed Description
CODEThe code is a unique, eight-digit number that can be used to link together the different modules of the CRE CLO Database. The first four digits represent the year and the next four represent a unique number (for example: 20010108).
CLASSThe tranche identifier.
AMOUNTThe original face amount of the class (in millions of dollars). For classes that aren't denominated in U.S. dollars, the amount shown is the dollar equivalent.
NOTAMTThe notional amount of the class (in millions of dollars). For classes that aren't denominated in U.S. dollars, the amount shown is the dollar equivalent.
DENCountry of denomination (blank if U.S.).
DEN/AMTAmount in denomination (blank if U.S. dollars).
RATINGMInitial rating assigned by Moody's.
RATINGSInitial rating assigned by S&P.
RATINGFInitial rating assigned by Fitch.
RATINGDInitial rating assigned by Duff.
SUB%Percent subordination.
COUPONCoupon rate -- the initial annual pay rate. For fixed-rate classes, the coupon is stated as a percentage. For floating-rate classes, it is the stated margin in basis points over a certain benchmark rate.
PRICEInitial price per $100 of bonds.
CBECorporate bond equivalent yield, which allows investors to compare all fixed-income securities to corporate bonds, which pay interest semi-annually and are based on a 360-day year.
MATUREThe final rated maturity date for the class.
LIFEThe weighted average expected retirement date of each class of securities (in years).
SPREADThe difference, in basis points, between the initial yield and a benchmark rate, usually Treasury securities or Libor.
BENCHThe benchmark rate -- usually a Treasury yield or Libor -- used to price the notes.
RATECoupon rate structure on the securities:
A   Floating-rate
F   Fixed-rate