Theorem Funding Trust (THRM) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD415.5501.12----A-32.35%-FixedEDSF-1051.21%1.218%99.99456
BUSD46.3402.89----BBB-24.75%-FixedSwaps-1351.84%1.857%99.97226
CUSD38.1103.09----BB18.50%-------Retained
Filings
Tranche Comments
A: First Pay: 2021-09-15; Registration: 144A/Reg S; B: First Pay: 2021-09-15; Registration: 144A/Reg S; C: First Pay: 2021-09-15; Registration: 144A/Reg S;
Risk Retention
Horizontal
Pricing Speed
21% CPR
Research

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