| 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 |
|---|
| X-M | NCR | 203.450 | - | - | - | MMM | - | UUU | - | - | QGB | - | - | - | - | - | - | 34.71000 | | V | LYS | 862.380 | 6.52 | - | - | XXX | - | PPP | 84.58% | 79.4% | Wtkly | Xjxpy | - | 70-75 | 68 | 1.57% | 1.562% | 58.87758 | | L | MJN | 45.553 | 7.82 | - | - | ML | - | OO | 76.23% | 87.5% | Tjncy | Riogp | - | 105-110 | 105 | 2.60% | 2.599% | 72.75792 | | P | JAD | 44.380 | 6.36 | - | - | DU | - | GF | - | 82.2% | - | - | - | - | - | - | - | Retained | | H | NWE | 17.328 | 9.82 | - | - | BU | - | K | 12.80% | 76.2% | Dzpqq | Uqtqy | - | 130-135 | 125 | 2.80% | 2.804% | 43.30110 | | L | PMH | 56.944 | 7.75 | - | - | KL | - | PPP | 52.57% | 38.7% | Njqbr | Dhzkw | - | 165-175 | 170 | 3.25% | 3.254% | 92.55510 | | Q | ZRT | 1.169 | 9.80 | - | - | LE | - | V | - | 71.6% | - | - | - | - | - | - | - | Retained | | W-J | PJI | 36.226 | - | - | - | IV | - | MMM | - | - | KZB | - | - | - | - | - | - | 43.23300 | | S | ETP | 9.258 | 6.98 | - | - | WT | - | DDD- | 1.41% | 89.8% | Wmilj | Xgjwl | - | 230-240 | 250 | 4.05% | 4.068% | 38.86480 | | D | HNI | 1.823 | 2.77 | - | - | NF | - | UU | - | 38.0% | - | - | - | - | - | - | - | Retained |
Tranche Comments V: Registration: 144Y/Hme D;
L: Registration: 144F/Ylm F;
H: Registration: 144F/Afk V;
L: Registration: 144Q/Geb R;
S: Registration: 144Q/Aoz W;
D: Registration: 144B/Izs Q;
Q: Registration: 144I/Iyt B;
P: Registration: 144A/Qon L;
X-M: Registration: 144A/Pex M;
W-J: Registration: 144U/Nds L; |
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