FIVE Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD7.3562.49-Aaa-AAA-AAA30.00%-FixedSOFR130a1255.56%5.576%99.99991
A-2USD200.0004.77-Aaa-AAA-AAA30.00%-FixedSOFRLCF-51255.17%4.963%100.99990
A-3USD301.7004.86-Aaa-AAA-AAA30.00%-FixedSOFR135a1305.67%4.998%102.99972
A-MUSD79.9944.94-NR-AAA-AAA19.00%-FixedSOFR195a1906.24%5.585%102.99974
BUSD40.9064.94-NR-AA--AA-13.38%-WACSOFR230a225-5.935%102.60939
CUSD27.2714.94-NR-A--A-9.63%-WACSOFR350a335-7.035%98.06811
DUSD14.5454.94-NR-BBB-BBB7.63%-WACSOFR600a600-9.685%88.09847
EUSD7.2724.94-NR-BBB--BBB-6.63%-WACSOFR740a740-11.085%83.33501
X-AUSD589.0504.33-NR-AAA-AAA--VariableJ-150-5.519%3.50179
Filings
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)
# of Loans
26
# of Properties
43
Top 10 Loans %
68.9
WA Cut-Off LTV
53.1%
WA U/W NOI Debt Yield
12.8%

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