Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 12.900 | 2.71 | - | - | AAA | AAA | - | AAA | 30.00% | 36.3% | Fixed | SOFR | 70a | 70 | 2.89% | 2.864% | 99.99800 |
A-2 | USD | 75.600 | 4.67 | - | - | AAA | AAA | - | AAA | 30.00% | 36.3% | Fixed | SOFR | 97-100 | 97 | 3.61% | 3.138% | 101.99710 |
A-3 | USD | 87.800 | 6.82 | - | - | AAA | AAA | - | AAA | 30.00% | 36.3% | Fixed | SOFR | 127a | 127 | 3.75% | 3.423% | 101.99890 |
A-4 | USD | 125.000 | 9.65 | - | - | AAA | AAA | - | AAA | 30.00% | 36.3% | Fixed | SOFR | LCF-2 | 125 | 3.52% | 3.410% | 100.99990 |
A-5 | USD | 372.300 | 9.80 | - | - | AAA | AAA | - | AAA | 30.00% | 36.3% | Fixed | SOFR | 128-129 | 127 | 3.66% | 3.430% | 101.99260 |
A-SB | USD | 23.405 | 7.25 | - | - | AAA | AAA | - | AAA | 30.00% | 36.3% | Fixed | SOFR | LCF-5 | 122 | 3.68% | 3.374% | 101.99570 |
A-S | USD | 94.593 | 9.92 | - | - | AA+ | AAA | - | AAA | 20.50% | 41.3% | Fixed | SOFR | 155a | 152 | 3.75% | 3.680% | 100.68780 |
B | USD | 46.053 | 9.92 | - | - | AA- | AA- | - | AA | 15.88% | 43.7% | Fixed | SOFR | 170a | 165 | 3.75% | 3.810% | 99.62510 |
C | USD | 42.318 | 9.92 | - | - | NR | A- | - | A | 11.63% | 45.9% | WAC | SOFR | 210a | 210 | 3.83% | 4.260% | 97.65750 |
D | USD | 27.382 | 9.93 | - | - | - | BBB | - | BBB+ | 8.88% | 47.3% | Fixed | SOFR | 340a | 335 | 2.50% | 5.510% | 77.34420 |
E | USD | 19.914 | 10.01 | - | - | - | BBB- | - | BBB- | 6.88% | 48.3% | Fixed | SOFR | 435a | 435 | 2.50% | 6.510% | 71.00020 |
X-A | USD | 697.005 | 8.33 | - | - | AAA | AAA | - | AAA | - | - | Fixed | J | - | 200 | 0.20% | 4.365% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-3: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-SB: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A Only;
E: Registration: 144A Only;
X-A: Registration: Registered;
WA Term to Maturity (Months)
110
WA U/W NOI Debt Yield
10.8%
AllReportsSurveillanceOther