| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2021-3 (USD 553m) | 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 |
|---|
| P | CHF | 350.404 | 2.89 | - | - | PPP | - | PPP | 70.60% | 62.3% | Dvzah | Xbwrw | - | 67-70 | 67 | 1.90% | 1.891% | 42.95850 | | H | KZF | 24.530 | 6.35 | - | - | OI | - | GGG | 87.00% | 20.5% | Zzphe | Hrolx | - | 165-175 | 180 | 3.47% | 3.478% | 54.38508 | | O-Y | FNQ | 345.462 | - | - | - | HHH | - | EEE | - | - | - | - | - | - | - | - | - | 95.00000 | | P | GZV | 35.271 | 2.92 | - | - | EU | - | B | 45.20% | 45.2% | Mqigx | Wjohl | - | 120-130 | 140 | 2.91% | 2.912% | 31.12360 | | J | ASD | 5.434 | 3.54 | - | - | YW | - | Q | - | 66.9% | - | - | - | - | - | - | - | Retained | | W | JAC | 7.810 | 4.57 | - | - | WH | - | SSS- | 3.00% | 49.7% | Snvqp | Qridz | - | 255-265 | 275 | 4.45% | 4.434% | 32.99700 | | W-Q | JCF | 60.417 | - | - | - | ZD | - | EEE | - | - | - | - | - | - | - | - | - | 5.61400 | | F | FJW | 4.620 | 8.18 | - | - | FJ | - | ZZ | - | 20.1% | - | - | - | - | - | - | - | Retained | | L | XOX | 57.380 | 8.68 | - | - | CS | - | GL | - | 14.7% | - | - | - | - | - | - | - | Retained | | J | OTD | 56.985 | 4.18 | - | - | NM | - | EE | 82.78% | 47.3% | Rgjvx | Byncf | - | 110-115 | 115 | 2.49% | 2.489% | 99.27234 |
Tranche Comments P: Registration: 144C/Kyy J;
J: Registration: 144V/Ywk E;
P: Registration: 144W/Xjh Y;
H: Registration: 144V/Ovz C;
W: Registration: 144Z/Xvr T;
F: Registration: 144P/Zrm W;
J: Registration: 144K/Edt V;
L: Registration: 144C/Zoa F;
O-Y: Registration: 144I/Vst H; Comments: XP;
W-Q: Registration: 144Z/Dpz J; Comments: ZO; |
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