Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 8.880 | 2.86 | - | Aaa | - | AAA | - | AAA | 30.00% | 37.7% | Fixed | SOFR | - | 122 | 4.29% | 4.260% | 99.99900 |
A-2 | USD | 65.836 | 4.89 | - | Aaa | - | AAA | - | AAA | 30.00% | 37.7% | Fixed | SOFR | - | 125 | 4.64% | 3.961% | 102.99720 |
A-3 | USD | 26.243 | 6.89 | - | Aaa | - | AAA | - | AAA | 30.00% | 37.7% | Fixed | SOFR | - | 152 | 4.62% | 4.123% | 102.99610 |
A-4 | USD | 190.100 | 9.72 | - | Aaa | - | AAA | - | AAA | 30.00% | 37.7% | Fixed | SOFR | LCF-2 | 150 | 4.17% | 4.064% | 100.99380 |
A-5 | USD | 304.653 | 9.84 | - | Aaa | - | AAA | - | AAA | 30.00% | 37.7% | Fixed | SOFR | 155a | 152 | 4.44% | 4.084% | 102.99300 |
A-SB | USD | 17.287 | 7.41 | - | Aaa | - | AAA | - | AAA | 30.00% | 37.7% | Fixed | SOFR | - | 149 | 4.54% | 4.078% | 102.99980 |
A-S | USD | 83.192 | 9.94 | - | Aa2 | - | AAA | - | AAA | 20.50% | 42.9% | Fixed | SOFR | 200a | 205 | 4.97% | 4.615% | 102.99580 |
B | USD | 44.880 | 9.94 | - | NR | - | AA- | - | AA- | 15.38% | 45.6% | Fixed | SOFR | 235a | 235 | 4.89% | 4.915% | 99.99700 |
C | USD | 36.123 | 9.94 | - | NR | - | A- | - | A- | 11.25% | 47.8% | Fixed | SOFR | 300a | 295 | 5.45% | 5.515% | 99.76910 |
X-A | USD | 612.999 | 8.68 | - | Aaa | - | AAA | - | AAA | - | - | Fixed | J | 285-290 | 285 | 1.15% | 5.781% | Int. Only |
X-B | USD | 164.195 | 9.64 | - | NR | - | A- | - | AAA | - | - | Fixed | J | 260-265 | 245 | 0.49% | 5.352% | Int. Only |
X-D | USD | 39.406 | 9.74 | - | - | - | BBB- | - | BBB- | - | - | Fixed | J | 450-455 | 435 | 3.04% | 7.249% | Int. Only |
Tranche Comments
A-1: Registration: Registered; Comments: Pre-placed;
A-2: Registration: Registered; Comments: Pre-placed;
A-3: Registration: Registered; Comments: Pre-placed;
A-4: Registration: Registered;
A-5: Registration: Registered;
A-SB: Registration: Registered; Comments: Pre-placed;
A-S: Registration: Registered;
B: Registration: Registered;
C: Registration: Registered;
X-A: Registration: Registered;
X-B: Registration: Registered;
X-D: Registration: 144A Only;
WA U/W NOI Debt Yield
11.9%
AllReportsSurveillanceOther