| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2020-1 (USD 313m) | CoreVest American Finance Lender LLC | | USOA | Mar 5, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WZT | 22.913 | 1.99 | - | - | OB | - | II- | 96.00% | - | Lyvwh | Oqdep | - | - | 155 | 2.47% | 2.472% | 28.49889 | | N | PTX | 41.700 | 3.97 | - | - | WA | - | U- | 52.20% | - | Kvjnq | Mkfjw | - | - | 165 | 2.57% | 2.572% | 48.82153 | | N | CFK | 5.795 | 1.16 | - | - | DZ | - | D | - | - | - | - | - | - | - | - | - | Retained | | X2 | AJC | 74.709 | 8.96 | - | - | MMM | - | VVV | 29.57% | - | Umrif | Dofza | - | - | 138 | 2.30% | 2.297% | 38.56368 | | J | HIE | 34.340 | 1.11 | - | - | JF | - | III | 53.00% | - | Mcfrq | Brmdv | - | - | 200 | 2.92% | 2.922% | 92.84698 | | O1 | NZD | 414.419 | 2.43 | - | - | MMM | - | YYY | 11.51% | - | Crwiy | Zwnrr | - | - | 110 | 1.83% | 1.823% | 73.90531 | | B | LSF | 8.500 | 6.72 | - | - | OA | - | WW- | - | - | - | - | - | - | - | - | - | Retained | | J | JUA | 59.385 | 3.46 | - | - | BX | - | NP | - | - | - | - | - | - | - | - | - | Retained | | O | OCZ | 5.734 | 5.15 | - | - | GM | - | OO+ | 6.62% | - | Rjhfs | Eojnz | - | - | 300 | 4.83% | 3.922% | 479.44386 |
Tranche Comments O1: Registration: 144C/Dvo P;
X2: Registration: 144O/Rfn X;
M: Registration: 144D/Mkc V;
N: Registration: 144X/Ejn C;
J: Registration: 144T/Yxm H;
O: Registration: 144P/Ncq J;
B: Registration: 144X/Uho A;
N: Registration: 144M/Knx A;
J: Registration: 144C/Ukr T; |
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