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RMBS
Non-Performing Loans
Parent Companies
Lone Star Funds
Vericrest Opportunity Loan Trust
2021-CF2
Vericrest Opportunity Loan Trust (VOLT) 2021-CF2
ABS
RMBS
PRCD
VOLT 2021-CF2 (USD 109m)
Lone Star Funds
GSC
USOA
Nov 9, 2021
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
O-1
TAA
66.320
7.88
-
-
-
-
-
43.28%
-
Eqhft
XLD
-
-
2.49%
2.500%
752.00000
T-2
ZGW
56.234
8.30
-
-
-
-
-
91.86%
-
Fbnci
SYE
-
-
5.32%
5.375%
382.00000
Tranche Comments
O-1: Registration: 144H/Gsz V; T-2: Registration: 144U/Uor D;
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