| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2021-3 (USD 580m) | CoreVest American Finance Lender LLC | | USOA | Oct 21, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NTU | 64.784 | 2.35 | - | - | ML | - | WW | 83.57% | 49.3% | Ppjqu | Rzlqi | - | 110-115 | 115 | 2.49% | 2.489% | 41.94358 | | X-T | KPK | 509.128 | - | - | - | CCC | - | XXX | - | - | - | - | - | - | - | - | - | 11.00000 | | J | LYY | 80.852 | 1.30 | - | - | MB | - | R | 89.10% | 64.9% | Iqhek | Uxwqk | - | 120-130 | 140 | 2.91% | 2.912% | 71.94179 | | D | ATL | 793.378 | 8.46 | - | - | RRR | - | FFF | 62.60% | 90.6% | Osocr | Sbcmh | - | 67-70 | 67 | 1.90% | 1.891% | 45.74577 | | A | GQJ | 93.710 | 9.46 | - | - | IQ | - | YYY | 16.00% | 77.9% | Oslgq | Ivzrc | - | 165-175 | 180 | 3.47% | 3.478% | 57.16363 | | P | APO | 8.200 | 7.46 | - | - | HB | - | SSS- | 2.00% | 87.6% | Enbwv | Bzcuo | - | 255-265 | 275 | 4.45% | 4.434% | 88.44090 | | S | TEU | 8.727 | 7.18 | - | - | MM | - | F | - | 69.7% | - | - | - | - | - | - | - | Retained | | E | ZBI | 22.929 | 3.42 | - | - | DF | - | BR | - | 98.8% | - | - | - | - | - | - | - | Retained | | A | VNV | 9.265 | 8.57 | - | - | NY | - | BB | - | 87.1% | - | - | - | - | - | - | - | Retained | | T-J | AEL | 65.143 | - | - | - | ZT | - | KKK | - | - | - | - | - | - | - | - | - | 8.39420 |
Tranche Comments D: Registration: 144E/Ovh Z;
V: Registration: 144F/Ivu K;
J: Registration: 144K/Vqx B;
A: Registration: 144O/Xxz J;
P: Registration: 144J/Qsi N;
A: Registration: 144P/Luc A;
S: Registration: 144C/Uwn I;
E: Registration: 144K/Dbx U;
X-T: Registration: 144U/Wpj F; Comments: GR;
T-J: Registration: 144W/Gxs L; Comments: FR; |
|
