| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2020-2 (USD 205m) | CoreVest American Finance Lender LLC | | USOA | May 13, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GWS | 772.898 | 8.60 | - | - | OOO | - | JJJ | 84.16% | - | Rhozq | Mjzwc | - | - | 300 | 3.38% | 3.374% | 62.15783 | | H | ARZ | 84.530 | 5.63 | - | - | H- | - | Y- | 15.00% | - | Liqqy | Muyun | - | - | 475 | 4.85% | 5.339% | 40.81593 | | V | WII | 29.461 | 2.47 | - | - | III- | - | RRR | 65.47% | - | Cwwzr | Lrymt | - | - | 575 | 4.85% | 6.342% | 29.75834 | | Y | IRY | 3.590 | 7.91 | - | - | AI | - | HH- | - | - | - | - | - | - | - | - | - | Retained | | O | FHD | 2.603 | 5.83 | - | - | PV | - | W- | - | - | - | - | - | - | - | - | - | Retained | | C | MMF | 1.710 | 6.38 | - | - | HG | - | RRR- | 83.50% | - | Jlcju | Giryf | - | - | 775 | 4.85% | 8.346% | 60.67780 | | E | HYL | 64.440 | 5.80 | - | - | XX- | - | YY- | 12.00% | - | Bywop | Ouold | - | - | 380 | 4.24% | 4.255% | 32.32840 | | B | YSZ | 55.197 | 2.52 | - | - | VU | - | LF | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments B: Registration: 144N Scvu;
E: Registration: 144S Jixb;
H: Registration: 144W Zfnh;
V: Registration: 144Z Hwfp;
C: Registration: 144Y Xrml;
Y: Registration: 144U Wxgp;
O: Registration: 144G Fqhz;
B: Registration: 144B Lzqf; |
|
