CMBS Analytics

DQRP <GO> Search for delinquency rates within CMBS deals by typing DQRP <GO>. Sort by issuance year, ticker, deal type (e.g. conduit fusion). View deal by deal delinquency rates, foreclosure and bank-owned percentages as well as number of loans and number of losses.

MSCM <GO> View CMBS spreads to swaps and U.S. Treasuries. Each index can be charted historically. Indices are broken down by rating. {CMBSAA <INDEX> GP <GO>}

TLKU <GO> Conduct a tenant search to see all the CMBS deals they are a part of. Simply type TLKU <GO> and put the tenant name in the yellow bar. In this example, we used Met Life and came to a list of deals they are a part of so that you can now look at the property information.

LDES <GO> Property detail page for CMBS deals which is easily exportable into Microsoft Excel. Review LTV, DSCR, PROTECTION PERIOD data and other important loan information. You can also run this function for your CMBS Portfolios by typing LDES P <GO>. {LBUBS 06-C3 AM <Mtge> LDES <GO>}

DES2 <GO> This descriptive page gives insight to delinquency rates, IO percentage, MSA areas, collateral percentages and other data necessary to value this asset type. {JPMCC 07-LDPX BS <Mtge>DES2 <GO>}

CLCG <GO> Chart collateral performance on CMBSs with this application. View collateral characteristics such as LTV, DSCR, Loan size and other important data. Data can be bucketed in certain brackets e.g. 10 pct brackets. {CGCMT 06-C5 B <Mtge> CLCG <GO>}