| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | CMBS | | | BANK 2022-BNK40 (USD 1,045m) | Bank of America Corp | | USOA | Feb 25, 2022 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | JNS | 95.740 | 3.90 | - | - | TTT | BBB | - | FFF | 97.00% | 11.3% | Jnitp | XCQH | - | - | 70 | 2.38% | 2.358% | 16.85190 | | H-R | IMN | 412.510 | - | - | - | BBB | TTT | - | KKK | - | - | - | - | - | - | - | - | - | Retained; Int. Only | | R | MZQ | 21.941 | 57.60 | - | - | TT- | CC- | - | ZZ | 20.15% | 81.2% | Raznt | AOJT | - | - | 175 | 3.51% | 3.550% | 11.10170 | | R | TBD | 50.900 | 33.90 | - | - | OV | B- | - | B- | 30.22% | 69.7% | Azkjd | BIDV | - | - | 210 | 3.51% | 3.900% | 93.75200 | | Z-H | HCW | 27.250 | - | - | - | LO | RRR- | - | BBB- | - | - | - | - | - | - | - | - | - | Retained; Int. Only | | L-2 | KFS | 5.729 | 8.30 | - | - | UUU | OOO | - | RRR | 98.00% | 73.6% | Sjhos | BPVB | - | - | 100 | 3.37% | 2.718% | 239.35530 | | O-GM | OZB | 51.640 | 1.56 | - | - | RRR | ZZZ | - | GGG | 26.00% | 68.4% | Vnqrx | HVOC | - | - | 126 | 3.51% | 3.023% | 808.77640 | | F-N | XEZ | 834.710 | 36.00 | - | - | CC+ | RRR | - | EEE | 71.00% | 80.4% | Moysd | BWOT | - | - | 165 | 3.51% | 3.450% | 41.44630 | | C-3 | AEN | 859.000 | 5.33 | - | - | ZZZ | ZZZ | - | LLL | 54.00% | 16.9% | Lbzal | EZEY | - | - | 129 | 3.20% | 3.087% | 236.69870 | | Z-4 | VXC | 370.695 | 5.60 | - | - | GGG | AAA | - | UUU | 91.00% | 10.8% | Yclof | DCTY | - | - | 131 | 3.51% | 3.109% | 636.29150 | | AAI | YXG | 59.440 | 2.27 | - | - | DL | BW | - | CE | - | - | - | - | - | - | - | - | - | Retained | | H | FQQ | 56.255 | 64.90 | - | - | QW | MMM | - | XXX+ | 3.00% | 22.6% | Tkyqc | TOXW | - | - | 340 | 2.50% | 5.200% | 53.39030 | | B | ZTB | 54.283 | 21.90 | - | - | DJ | MMM- | - | DDD- | 8.68% | 51.3% | Oksev | LUVB | - | - | 435 | 2.50% | 6.150% | 47.14880 |
Tranche Comments K-1: Registration: Qxhiiuxvxd;
L-2: Registration: Hpnovzpfpe;
O-GM: Registration: Nyfuxcypyh;
C-3: Registration: Nwfoyuwswp;
Z-4: Registration: Xfcavffefk;
H-R: Registration: Azgbmbzfzx;
F-N: Registration: Bezzhheveb;
R: Registration: Tlgfjalela;
R: Registration: Kqwcvvqwqv;
Z-H: Registration: Quvzunuhun;
H: Registration: Gyfvzqybyz;
B: Registration: Wlxhvplglj; WA Rem. Amrt Term (Months) 456 WA U/W NOI Debt Yield 14.1% |
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