Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 7.760 | 3.20 | - | Aaa | - | AAA | - | AAA | 30.00% | 36.7% | Fixed | SOFR | 120 | 120 | 3.79% | 3.772% | 99.99820 |
A-2 | USD | 74.100 | 4.93 | - | Aaa | - | AAA | - | AAA | 30.00% | 36.7% | Fixed | SOFR | 122 | 122 | 4.44% | 3.767% | 102.99580 |
A-SB | USD | 15.180 | 7.49 | - | Aaa | - | AAA | - | AAA | 30.00% | 36.7% | Fixed | SOFR | LCF-5 | 151 | 4.51% | 4.053% | 102.99390 |
A-4 | USD | 125.000 | 9.92 | - | Aaa | - | AAA | - | AAA | 30.00% | 36.7% | Fixed | SOFR | LCF-2 | 158 | 4.25% | 4.137% | 100.99730 |
A-5 | USD | 284.104 | 9.92 | - | Aaa | - | AAA | - | AAA | 30.00% | 36.7% | Fixed | SOFR | 158-160 | 158 | 4.49% | 4.138% | 102.99930 |
A-S | USD | 38.865 | 9.93 | - | Aa1 | - | AAA | - | AAA | 24.63% | 39.6% | Fixed | SOFR | 200-210 | 200 | 4.72% | 4.558% | 101.65730 |
B | USD | 37.960 | 9.93 | - | NR | - | AA- | - | AA+ | 19.38% | 42.3% | Fixed | SOFR | 240-250 | 240 | 4.72% | 4.958% | 98.54910 |
C | USD | 38.865 | 9.93 | - | NR | - | A- | - | A | 14.00% | 45.1% | Fixed | SOFR | 295a | 295 | 4.72% | 5.508% | 94.46200 |
D | USD | 23.500 | 9.93 | - | NR | - | BBB | - | BBB+ | 10.75% | 46.9% | Fixed | SOFR | 440-450 | 440 | 2.50% | 6.958% | 68.56370 |
E | USD | 18.076 | 10.00 | - | NR | - | BBB- | - | BBB- | 8.25% | 48.2% | Fixed | SOFR | 540-550 | 540 | 2.50% | 7.959% | 63.01550 |
X-A | USD | 506.144 | - | - | Aaa | - | AAA | - | AAA | - | - | Variable | J | 275 | 275 | 0.307% | 5.619% | Int. Only |
X-D | USD | 41.576 | - | - | NR | - | BBB- | - | BBB- | - | - | Variable | J | 360 | 360 | 2.221% | 6.454% | Int. Only |
Tranche Comments
A-1: Registration: Registered;
A-2: Registration: Registered;
A-SB: Registration: Registered;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
D: Registration: 144A Only;
E: Registration: 144A Only;
X-A: Registration: Registered;
X-D: Registration: 144A Only;
WA U/W NOI Debt Yield
13.1%
AllReportsSurveillanceOther