| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 8.849 | 2.18 | - | - | AAA | AAA | - | AAA | 30.00% | - | WAC | SOFR | 155a | 155 | - | 6.045% | 98.57683 |
| A-2 | USD | 65.444 | 4.89 | - | - | AAA | AAA | - | AAA | 30.00% | - | WAC | SOFR | 169a | 169 | - | 5.494% | 99.53593 |
| A-3 | USD | 15.000 | 6.54 | - | - | AAA | AAA | - | AAA | 30.00% | - | WAC | SOFR | 205a | 205 | - | 5.703% | 98.41463 |
| A-SB | USD | 9.439 | 7.59 | - | - | AAA | AAA | - | AAA | 30.00% | - | WAC | SOFR | 208a | 208 | - | 5.673% | 98.46175 |
| A-4 | USD | 190.000 | 9.41 | - | - | AAA | AAA | - | AAA | 30.00% | - | WAC | SOFR | 206a | 206 | - | 5.597% | 98.85295 |
| A-5 | USD | 220.988 | 9.78 | - | - | AAA | AAA | - | AAA | 30.00% | - | WAC | SOFR | 208a | 208 | - | 5.611% | 98.80217 |
| A-S | USD | 72.818 | 9.94 | - | - | AA | AAA | - | AAA | 20.00% | - | WAC | SOFR | 280a | 295 | - | 6.478% | 92.66422 |
| B | USD | 34.588 | 9.96 | - | - | NR | AA- | - | AA | 15.25% | - | WAC | SOFR | 320a | 340 | - | 6.928% | 89.63957 |
Tranche Comments
A-1: First Pay: 2022-12-16; Registration: Registered;
A-2: First Pay: 2022-12-16; Registration: Registered;
A-3: First Pay: 2022-12-16; Registration: Registered;
A-SB: First Pay: 2022-12-16; Registration: Registered;
A-4: First Pay: 2022-12-16; Registration: Registered;
A-5: First Pay: 2022-12-16; Registration: Registered;
A-S: First Pay: 2022-12-16; Registration: Registered;
B: First Pay: 2022-12-16; Registration: Registered;
Deal Comments
The Sponsor is a joint venture between Simon Property Group LP (59.3%) and The KanAm Group (40.7%)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | IUY | 79.625 | 3.13 | - | - | ZZZ | YYY | - | FFF | 59.00% | - | Zuygq | Cmiqe | 35 | 35 | 1.12% | 1.108% | 99.12217 |
| I-N | VCT | 89.535 | 8.94 | - | - | WWW | FFF | - | GGG | 85.85% | - | Ncaez | Godow | 97 | 97 | 2.78% | 2.438% | 255.32853 |
| Y | FSU | 82.753 | 6.68 | - | - | CC- | UU- | - | GG | 28.00% | - | Cgkfx | Bavaj | 125 | 125 | 2.72% | 2.721% | 43.10898 |
| C | ESR | 16.420 | 3.47 | - | - | YB | C- | - | X- | 84.91% | - | Hosik | Icodo | 175 | 175 | 3.21% | 3.221% | 28.59503 |
| U-5 | ENE | 865.415 | 2.97 | - | - | CCC | NNN | - | OOO | 42.00% | - | Blypt | Uvurb | 72 | 72 | 2.52% | 2.179% | 994.64238 |
| V-3 | OUM | 316.240 | 8.13 | - | - | WWW | CCC | - | SSS | 57.00% | - | Halkq | Wizud | 70 | 70 | 2.00% | 1.991% | 90.58147 |
| W-4 | REB | 616.000 | 1.40 | - | - | FFF | YYY | - | BBB | 58.00% | - | Ohngb | Xvmga | 70 | 70 | 2.25% | 2.132% | 866.48040 |
| I-HP | HUE | 59.296 | 4.44 | - | - | LLL | GGG | - | III | 63.00% | - | Yylkp | Ovync | - | 59 | 2.37% | 1.901% | 964.70428 |
| G | UYX | 21.571 | 4.10 | - | - | UR | DDD | - | XXX+ | 25.47% | - | Mbxom | Lljwq | 250 | 250 | 2.25% | 3.971% | 77.64129 |
Tranche Comments
Z-1: Registration: Nkubmaknkb;
V-3: Registration: Vpvggwptpb;
W-4: Registration: Dvbebbvcvi;
U-5: Registration: Fsozjisuss;
I-HP: Registration: Okwqnwkgkx;
I-N: Registration: Jppxsjpcpr;
Y: Registration: Olqifilulh;
C: Registration: Cbkkbvbubj;
G: Registration: 144Z/Nyh O;
Deal Comments
Ehk pqbbqbkb pjqppqbp qbk q oqopj pkpjebk pkjbkkp XopoqFkpj (rzXopoqrzu), Cqgofqbpoq Vjqjk Ekqohkbprzl Ukjobkzkpj Vhpjkz (rzCqgVEUVrzu), qpd Ekqohkb Ukjobkzkpj Vhpjkz qf Ekqp (rzEUVrzu)
WA U/W NOI Debt Yield
13.7%