2021-2

Provident Funding Mortgage Trust (PFMT) 2021-2

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	47.544	4.93	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	1-30->2-04 bk UMBS 2.5s	1-30 bk UMBS 2.5s	2.50%	-	101.43750
A1A	USD	41.044	4.93	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	1-16->1-22 bk UMBS 2.0s	1-16 bk UMBS 2.0s	2.00%	-	99.28125
A2	USD	60.000	2.75	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	1-24->1-28 bk DW 2.5s	1-24 bk DW 2.5s	2.50%	-	102.59375
A2A	USD	78.000	2.75	Aaa	-	-	-	AAA	15.00%	-	Fixed	-	2-02->2-08 bk DW 2.0s	2-08 bk DW 2.0s	2.00%	-	100.96875
A3	USD	10.500	2.01	Aaa	-	-	-	AAA	15.00%	-	Fixed	Swaps	70-75	70	2.50%	0.938%	102.92780
A5	USD	20.000	11.48	Aaa	-	-	-	AAA	15.00%	-	Fixed	Swaps	95a	95	2.50%	2.645%	98.11230
A5A	USD	26.000	11.48	Aaa	-	-	-	AAA	15.00%	-	Fixed	Swaps	90-95	90	2.00%	2.595%	93.81570
A6	USD	7.000	9.33	Aaa	-	-	-	AAA	15.00%	-	Fixed	Swaps	95-100	100	2.50%	2.536%	99.36480
A9	USD	39.413	4.93	Aa1	-	-	-	AAA	3.45%	-	Fixed	-	0-20->0-24 bk vs Interpolated A1/A1A	0-24 bk vs Interpolated A1/A1A	2.25%	-	99.61720

Hide Details

Filings

ABS-15G

Tranche Comments

A1A: Registration: 144A/Reg S; A2: Registration: 144A/Reg S; A2A: Registration: 144A/Reg S; A3: Registration: 144A/Reg S; A5: Registration: 144A/Reg S; A5A: Registration: 144A/Reg S; A6: Registration: 144A/Reg S; A9: Registration: 144A/Reg S;

Pricing Speed

15CPR

Research

Explore all other research.

COMPANY

FINSIGHT.COM