About the Re-REMIC Database

The Re-REMIC Database captures the initial terms of all rated resecuritizations of CMBS. It excludes deals structured as collateralized debt obligations, which are detailed in the CRE CLO Database, an online compilation also maintained by Commercial Mortgage Alert.

For questions about the Re-REMIC Database, call Jim Alexander at 201-234-3993.

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Criteria for the Re-REMIC Database

  • Rated by at least one major agency.
  • Under the control of a trustee.

Creremic.xls Data Fields

Field Name Detailed Description
CODEThe code is a unique, eight-digit number that can be used to link the different modules of the Re-REMIC 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.
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.
CLOSINGThe closing date. This is usually the settlement date of the issue.
PRICINGThe date when final pricing for all or most of the entire issue was completed.
SELLERThe party deemed to be the primary beneficiary of the transaction.
SBTSeller/borrower type. A code that describes the party that was deemed to be the primary beneficiary of the transaction:
  • B   Bank/thrift
  • D   Developer/real estate firm
  • E   Investment group
  • F   Finance/mortgage company
  • G   Government entity
  • I   Insurer
  • P   Pension fund
  • R   RTC/FDIC
  • S   Securitization program
  • T   REIT
  • W   Investment bank
  • Y   Retailer
  • Z   Other
BOOKRNR1/BOOKRNR2The broker-dealer that ran the books and coordinated distribution of the securities. If there are two joint bookrunners on a deal, the BOOKRNR2 field is also used. For two bookrunners to be listed, the prospectus cover must clearly state that specific underwriters are "joint bookrunners" or "co-bookrunners." If three or more firms are identified as bookrunners, only the first two firms will appear in the BOOKRNR1 and BOOKRNR2 fields.
TRUSTEEThe trustee hired to hold the bond collateral for the benefit of investors.
CERTADMINThe certificate administrator.
COUNSELUWThe underwriter counsel.
COUNSELISSThe issuer counsel.
RM/RS/RF/RD/ROAn "x" in one of these fields indicates that some or all of the deal's classes were rated by Moody's, S&P, Fitch, DBRS/Duff or another agency.
OFFOffering type, that is, the method of securities distribution:
  • A   Rule 144A
  • I   Outside U.S.
  • P   Private placement
  • S   SEC-registered
DENTCountry of denomination (blank if U.S.)
DENT/AMTAmount in denomination (blank if U.S. dollars)
DISRegion where distributed:
  • A   Asia (except Japan)
  • C   Canada
  • E   Europe
  • F   Africa
  • J   Japan
  • K   Australia
  • L   Latin America
  • M   Mideast
  • U   U.S.
FRQThe frequency of interest and/or principal payments:
  • M   Monthly
  • Q   Quarterly
  • S   Semi-annual
#CERTTotal number of CMBS certificates in the collateral pool.
#DEALTotal number of unique CMBS transactions represented in the collateral pool.
CRATEThe rate type of the collateral certificates:
  • A   Floating-rate
  • F   Fixed-rate
  • X   Mixed
NRATEThe rate type of the notes:
  • A   Floating-rate
  • F   Fixed-rate
  • X   Mixed
LOCATIONIdentifies states/countries with at least 10% of the underlying real estate collateral.
REGION/COLRegion of collateral:
  • A   Asia (except Japan)
  • C   Canada
  • E   Europe
  • F   Africa
  • J   Japan
  • K   Australia
  • L   Latin America
  • M   Mideast
  • U   U.S.
COUNTRY/COLCountry where collateral is located.

CreremicCol.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 Re-REMIC Database. The first four digits represent the year and the next four represent a unique number (for example: 20010108).
PRICINGThe date when final pricing for all or most of the entire issue was completed.
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.
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.
COL_DEALCMBS offering included in the collateral pool.
COL_CLASSTranches contributed to the collateral pool.
COL_AMTPortion of the tranche contributed to the collateral pool, in US dollars.
COL_CODEThe collateral's CMA Code.

CreremicPrice.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 Re-REMIC 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 DBRS.
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 used to price the notes.
RATECoupon rate structure on the securities:
  • A   Floating-rate
  • F   Fixed-rate