Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 7.356 | 2.49 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 130a | 125 | 5.56% | 5.576% | 99.99991 |
A-2 | USD | 200.000 | 4.77 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | LCF-5 | 125 | 5.17% | 4.963% | 100.99990 |
A-3 | USD | 301.700 | 4.86 | - | Aaa | - | AAA | - | AAA | 30.00% | - | Fixed | SOFR | 135a | 130 | 5.67% | 4.998% | 102.99972 |
A-M | USD | 79.994 | 4.94 | - | NR | - | AAA | - | AAA | 19.00% | - | Fixed | SOFR | 195a | 190 | 6.24% | 5.585% | 102.99974 |
B | USD | 40.906 | 4.94 | - | NR | - | AA- | - | AA- | 13.38% | - | WAC | SOFR | 230a | 225 | - | 5.935% | 102.60939 |
C | USD | 27.271 | 4.94 | - | NR | - | A- | - | A- | 9.63% | - | WAC | SOFR | 350a | 335 | - | 7.035% | 98.06811 |
D | USD | 14.545 | 4.94 | - | NR | - | BBB | - | BBB | 7.63% | - | WAC | SOFR | 600a | 600 | - | 9.685% | 88.09847 |
E | USD | 7.272 | 4.94 | - | NR | - | BBB- | - | BBB- | 6.63% | - | WAC | SOFR | 740a | 740 | - | 11.085% | 83.33501 |
X-A | USD | 589.050 | 4.33 | - | NR | - | AAA | - | AAA | - | - | Variable | J | - | 150 | - | 5.519% | 3.50179 |
Tranche Comments
A-1: First Pay: 2023-03-10; Registration: Registered;
A-2: First Pay: 2023-03-10; Registration: Registered;
A-3: First Pay: 2023-03-10; Registration: Registered;
A-M: First Pay: 2023-03-10; Registration: Registered;
B: First Pay: 2023-03-10; Registration: Registered;
C: First Pay: 2023-03-10; Registration: Registered;
D: First Pay: 2023-03-10; Registration: 144A/Reg S;
E: First Pay: 2023-03-10; Registration: 144A/Reg S;
X-A: First Pay: 2023-03-10; Registration: Registered;
Pricing Speed
100% CPY(X-A)
WA U/W NOI Debt Yield
12.8%