BBCMS Mortgage Trust (BBCMS) 2021-C12

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD13.8802.84--AAAAAA-AAA30.00%-FixedSwaps25a251.27%1.259%99.99790
A-2USD112.5704.89--AAAAAA-AAA30.00%-FixedSwaps55a552.54%1.884%102.99910
A-3USD10.5106.92--AAAAAA-AAA30.00%-FixedSwaps-672.18%2.181%99.99680
A-4USD132.0009.25--AAAAAA-AAA30.00%-FixedSwapsLCF-2672.42%2.301%100.99620
A-5USD418.7009.91--AAAAAA-AAA30.00%-FixedSwaps69a692.69%2.350%102.99290
A-SBUSD37.4067.53--AAAAAA-AAA30.00%-FixedSwaps56a562.54%2.106%102.99320
A-SUSD86.7499.96--AA+AAA-AAA21.63%-FixedSwaps90a902.90%2.562%102.99360
BUSD47.9069.96--NRAA--AA-17.00%-FixedSwaps110a1102.76%2.762%99.99480
CUSD45.3179.96--NRA--A-12.63%-FixedSwaps150-1551553.21%3.212%99.99670
DUSD29.7799.96---BBB-BBB+9.75%-FixedSwaps240а2602.50%4.262%85.90290
EUSD24.6019.96---BBB--BBB-7.38%-FixedSwaps345-3553852.50%5.512%77.27160
X-AUSD725.0668.43--AAAAAA-AAA--FixedTsy-1350.96%2.808%Int. Only
X-BUSD179.9729.73--NRA--AAA--FixedTsy-1150.59%2.660%Int. Only
Filings
Tranche Comments
A-1: Registration: Registered; A-2: Registration: Registered; A-3: Registration: Registered; Comments: PrePlaced; A-4: Registration: Registered; A-5: Registration: Registered; A-SB: Registration: Registered; A-S: Registration: Registered; B: Registration: Registered; C: Registration: Registered; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; X-A: Registration: Registered; X-B: Registration: Registered;
# of Loans
67
# of Properties
151
Top 10 Loans %
44.9%
WA Cut-Off LTV
59.9%
WA Maturity LTV
56.6%
Research
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