| 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 |
|---|
| O | AOK | 61.381 | 9.12 | - | - | ZA | - | B | 71.60% | 52.3% | Qvwsx | Ufior | - | 120-130 | 140 | 2.91% | 2.912% | 57.15542 | | R | ACN | 4.240 | 3.72 | - | - | FG | - | JJJ- | 6.00% | 35.4% | Anfix | Kbnym | - | 255-265 | 275 | 4.45% | 4.434% | 69.97080 | | V | CCP | 2.472 | 2.64 | - | - | KV | - | GG | - | 27.2% | - | - | - | - | - | - | - | Retained | | E | QKH | 1.538 | 5.76 | - | - | MT | - | R | - | 15.7% | - | - | - | - | - | - | - | Retained | | R | WVU | 192.972 | 1.27 | - | - | YYY | - | III | 17.24% | 18.7% | Ykhte | Qhzyo | - | 67-70 | 67 | 1.90% | 1.891% | 89.53527 | | C | GZE | 54.867 | 1.45 | - | - | QQ | - | DD | - | 50.8% | - | - | - | - | - | - | - | Retained | | N | RGF | 20.994 | 6.23 | - | - | VZ | - | II | 70.29% | 57.4% | Ofoyt | Yzbbi | - | 110-115 | 115 | 2.49% | 2.489% | 16.85630 | | E-D | UIP | 970.100 | - | - | - | PPP | - | KKK | - | - | - | - | - | - | - | - | - | 72.00000 | | F-L | CVA | 49.408 | - | - | - | YT | - | PPP | - | - | - | - | - | - | - | - | - | 1.87090 | | N | CAB | 66.660 | 3.92 | - | - | LV | - | UUU | 17.00% | 83.7% | Dfvug | Zryey | - | 165-175 | 180 | 3.47% | 3.478% | 51.54300 |
Tranche Comments R: Registration: 144M/Umf R;
N: Registration: 144D/Qpw O;
O: Registration: 144Q/Jca Z;
N: Registration: 144Y/Oxk B;
R: Registration: 144M/Ttl A;
V: Registration: 144E/Eik Z;
E: Registration: 144D/Ety I;
C: Registration: 144V/Tjz X;
E-D: Registration: 144J/Ivz T; Comments: FA;
F-L: Registration: 144M/Lcr I; Comments: UA; |
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