PRPM LLC (PRPM) 2021-RPL2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD188.0162.53---AAA-21.60%-FixedSwaps100-105901.46%1.460%99.99856
A-2USD9.2335.01---AA-17.75%-FixedSwaps125a1152.24%2.248%99.99739
A-3USD8.8735.01---A-14.05%-FixedSwaps150a1402.49%2.498%99.99950
M-1USD9.4725.01---BBB-10.10%-FixedSwaps190a1852.93%2.948%99.99968
M-2USD8.6345.01---BB-6.50%-FixedSwaps3453454.00%4.548%97.73504
Filings
Tranche Comments
A-1: First Pay: 2021-11-26; Registration: 144A/Reg S; A-2: First Pay: 2021-11-26; Registration: 144A/Reg S; A-3: First Pay: 2021-11-26; Registration: 144A/Reg S; M-1: First Pay: 2021-11-26; Registration: 144A/Reg S; M-2: First Pay: 2021-11-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Pricing Speed
14% CPR to the expected redemption date
Research
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