BBCMS Mortgage Trust (BBCMS) 2021-C11

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD22.8282.77--AAAAAA-AAA30.00%-FixedSwaps24240.75%0.743%99.99730
A-2USD31.8174.63--AAAAAA-AAA30.00%-FixedSwaps45a451.97%1.293%102.99650
A-SBUSD40.2247.00--AAAAAA-AAA30.00%-FixedSwaps53a522.11%1.647%102.99490
A-3USD95.1346.89--AAAAAA-AAA30.00%-FixedSwapsLCF-2642.23%1.756%102.99820
A-4USD225.0009.14--AAAAAA-AAA30.00%-FixedSwapsLCF-2642.04%1.922%100.99550
A-5USD251.8369.84--AAAAAA-AAA30.00%-FixedSwaps68-69662.32%1.984%102.99910
A-SUSD83.3559.91--AA+AAA-AAA21.25%-FixedSwaps87a872.54%2.199%102.99180
BUSD42.8689.96--AA-AA--AA16.75%-FixedSwaps110a1052.38%2.382%99.99450
CUSD41.6779.96--NRA--A12.38%-FixedSwaps145a1452.78%2.782%99.99690
DUSD26.1979.96---BBB-BBB+9.63%-FixedSwaps240a2402.00%3.732%85.75170
EUSD22.6249.96---BBB--BBB-7.25%-FixedSwaps310a3252.00%4.582%79.60790
X-AUSD666.8398.25--AAAAAA-AAA--FixedTsy-105-2.267%Int. Only
X-BUSD167.9009.67--NRAAA-A---FixedTsy-95-2.263%Int. Only
Filings
Tranche Comments
A-1: Registration: Registered; A-2: Registration: Registered; A-SB: Registration: Registered; A-3: Registration: Registered; A-4: Registration: Registered; A-5: Registration: Registered; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; D: Registration: 144A Only; E: Registration: 144A Only; X-A: Registration: Registered; X-B: Registration: Registered;
Risk Retention
L-Shape
# of Loans
94
# of Properties
173
Top 10 Loans %
37.4
WA Cut-Off LTV
58.8
Research
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