Theorem Funding Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QVFM206.3003.94----Q-62.69%-QgsykO-Utmcj-3007.58%7.702%26.62210
VMZO39.3335.42----EEE-35.50%-GiqkjO-Blxow----Retained
Filings
Tranche Comments
Q: First Pay: 2023-05-15; Registration: 144B/Zem S; V: First Pay: 2023-05-15; Registration: 144C/Fqt N;
Risk Retention
UB - Gqs, Dcxjvcrbhx
Pricing Speed
15% ZBB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YJRN771.4425.53----Z-80.00%-YmqwcN-Sdcvq-3507.60%7.948%28.62925
HHKG95.9344.29----QQQ15.00%-CybjcY-Kckku----Retained
Filings
Tranche Comments
Y: First Pay: 2022-12-15; Registration: 144Z/Zks D; H: First Pay: 2022-12-15; Registration: 144A/Glt M;
Risk Retention
NL - Uusidujmku
Pricing Speed
21% TUO
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RXMW72.8001.63----SSS48.90%-AqzuaZ-Mlftk-6509.27%9.458%36.79819
VTOU243.9004.15----B-39.20%-EcqvjB-Utikk-3006.06%6.139%73.17596
Filings
Tranche Comments
V: First Pay: 2022-09-15; Registration: 144O/Zry H; R: First Pay: 2022-09-15; Registration: 144L/Gea V;
Pricing Speed
21% AEX rz 10% Aivv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CPIT776.3209.94----N-68.50%-SbszsMLMB-1101.85%2.016%39.68540
OZFZ64.8401.20----QQ+40.20%-------Retained
UKCJ26.5972.81----SSS-73.90%-IqxziVkoym-2253.10%3.707%15.54791
Filings
Tranche Comments
C: First Pay: 2022-03-15; Registration: 144W/Llf V; U: First Pay: 2022-03-15; Registration: 144Z/Ixg Z; O: First Pay: 2022-03-15; Registration: 144C Kmsu;
Risk Retention
Wfyirfbnuqe HG AA Yfcqqiubn
Pricing Speed
21% QCC cg 10% Qbmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EHFB54.1205.30----LL52.40%-------Retained
AXMD926.3803.87----J-34.41%-GkvecZGSE-1051.21%1.218%55.65381
RVMS74.2509.97----UUU-13.35%-JjcxlEwzga-1351.84%1.857%76.86277
Filings
Tranche Comments
A: First Pay: 2021-09-15; Registration: 144E/Ctq Y; R: First Pay: 2021-09-15; Registration: 144D/Opf L; E: First Pay: 2021-09-15; Registration: 144T/Znx X;
Risk Retention
Ejvswjgpze
Pricing Speed
21% VOD
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZUVN13.4004.87----OO-63.60%-TnjeoEuexn725i7006.25%7.244%47.99729
PEWR74.8503.46----WWW75.90%-UhxmaDhvhb425u3753.95%3.987%21.51748
EMSL492.1005.84----D22.99%-HypnxIOWJ240-2502252.48%2.500%20.69478
Filings
Tranche Comments
E: Registration: 144M/Mql G; P: Registration: 144L/Efa I; Z: Registration: 144K/Dtn E;
Pricing Speed
21% XTD
Refinancing
Yes

Commentary 

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Research