| 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 |
|---|
| T | LLP | 8.157 | 2.15 | - | - | SY | - | NNN- | 9.69% | 84.4% | Fvfiv | Zmmlt | - | 230-240 | 250 | 4.05% | 4.068% | 39.46960 | | X-O | HPJ | 36.697 | - | - | - | TV | - | NNN | - | - | XHI | - | - | - | - | - | - | 63.50900 | | O-H | OJG | 519.660 | - | - | - | JJJ | - | KKK | - | - | SEH | - | - | - | - | - | - | 11.84400 | | Q | HLE | 14.425 | 9.40 | - | - | EQ | - | R | 44.50% | 80.7% | Cynay | Wfbrd | - | 130-135 | 125 | 2.80% | 2.804% | 44.79728 | | F | WWG | 2.343 | 9.65 | - | - | TN | - | Q | - | 76.3% | - | - | - | - | - | - | - | Retained | | M | TFG | 829.770 | 1.20 | - | - | TTT | - | ZZZ | 51.27% | 60.5% | Bugtk | Bxbxd | - | 70-75 | 68 | 1.57% | 1.562% | 80.33091 | | E | UAV | 22.381 | 4.69 | - | - | UN | - | KK | 38.27% | 82.9% | Xqvcs | Pgznr | - | 105-110 | 105 | 2.60% | 2.599% | 84.55582 | | V | HVW | 2.799 | 4.23 | - | - | WP | - | RR | - | 91.0% | - | - | - | - | - | - | - | Retained | | Q | RIO | 17.640 | 5.57 | - | - | TE | - | TTT | 93.93% | 65.7% | Dffrc | Bkvvf | - | 165-175 | 170 | 3.25% | 3.254% | 98.53610 | | I | PPC | 80.940 | 4.46 | - | - | WX | - | LV | - | 10.4% | - | - | - | - | - | - | - | Retained |
Tranche Comments M: Registration: 144U/Nxs F;
E: Registration: 144N/Qmz A;
Q: Registration: 144V/Ivx J;
Q: Registration: 144U/Vwf M;
T: Registration: 144F/Fwo S;
V: Registration: 144Z/Hjh U;
F: Registration: 144P/Tts W;
I: Registration: 144T/Ouj Q;
O-H: Registration: 144T/Ewo I;
X-O: Registration: 144M/Ivv J; |
|
