| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2021-1 (USD 504m) | CoreVest American Finance Lender LLC | | USOA | Apr 21, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EEL | 166.910 | 6.62 | - | - | CCC | - | VVV | 10.91% | 84.1% | Mvirz | Iogrw | - | 70-75 | 68 | 1.57% | 1.562% | 49.71373 | | O | QMW | 82.320 | 5.57 | - | - | OT | - | PX | - | 81.3% | - | - | - | - | - | - | - | Retained | | Q-H | PIN | 585.740 | - | - | - | HHH | - | TTT | - | - | IEZ | - | - | - | - | - | - | 99.88000 | | Y | HHJ | 80.556 | 7.16 | - | - | PS | - | JJ | 92.26% | 84.7% | Ltwty | Jwyay | - | 105-110 | 105 | 2.60% | 2.599% | 97.73636 | | N | VML | 17.995 | 8.22 | - | - | QL | - | NNN | 28.72% | 63.9% | Dmqsy | Vkdbw | - | 165-175 | 170 | 3.25% | 3.254% | 26.39110 | | J | AWI | 1.204 | 5.62 | - | - | VO | - | JJJ- | 1.65% | 69.7% | Sitwk | Gjypo | - | 230-240 | 250 | 4.05% | 4.068% | 20.93850 | | I-P | UGX | 18.427 | - | - | - | WW | - | TTT | - | - | MLJ | - | - | - | - | - | - | 70.50500 | | S | WWZ | 8.702 | 2.36 | - | - | JU | - | XX | - | 95.0% | - | - | - | - | - | - | - | Retained | | E | EFA | 64.303 | 8.39 | - | - | WO | - | K | 64.80% | 34.1% | Oyupp | Vjnlm | - | 130-135 | 125 | 2.80% | 2.804% | 84.48635 | | W | XCG | 6.638 | 4.33 | - | - | MM | - | G | - | 48.9% | - | - | - | - | - | - | - | Retained |
Tranche Comments K: Registration: 144J/Kcu U;
Y: Registration: 144T/Niq E;
E: Registration: 144F/Fzr J;
N: Registration: 144Y/Fhy V;
J: Registration: 144C/Vut R;
S: Registration: 144K/Mtc Z;
W: Registration: 144N/Kpd H;
O: Registration: 144H/Ldg D;
Q-H: Registration: 144E/Kfx Y;
I-P: Registration: 144B/Fqs T; |
|
