Sierra Timeshare Receivables Funding LLC (SRFC) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD126.0703.18-AAAAAA--67.20%-FixedSwaps50-55451.35%1.358%99.98718
BUSD102.5003.18-AA--38.50%-FixedSwaps85-90901.80%1.808%99.99629
CUSD86.4303.18-BBBBBB--14.30%-FixedSwaps110-1151051.95%1.958%99.99984
DUSD35.0003.18-BBBB--4.50%-FixedSwaps240-2502353.23%3.258%99.98212
Filings
Tranche Comments
A: First Pay: 2021-11-22; Registration: 144A/Reg S; B: First Pay: 2021-11-22; Registration: 144A/Reg S; C: First Pay: 2021-11-22; Registration: 144A/Reg S; D: First Pay: 2021-11-22; Registration: 144A Only;
Pricing Speed
15% CPR to 10% call
Research
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