| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2020-2 (USD 234m) | 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 |
|---|
| G | BVK | 80.940 | 2.80 | - | - | SS- | - | EE- | 64.00% | - | Bpqnd | Lwdhu | - | - | 380 | 4.24% | 4.255% | 53.82390 | | I | EFZ | 97.343 | 8.13 | - | - | SSS- | - | OOO | 27.44% | - | Pkjwg | Memup | - | - | 575 | 4.85% | 6.342% | 76.41065 | | P | XRO | 265.699 | 4.40 | - | - | BBB | - | TTT | 28.40% | - | Mukbo | Jcjjs | - | - | 300 | 3.38% | 3.374% | 61.24043 | | I | AMW | 7.887 | 4.35 | - | - | OR | - | C- | - | - | - | - | - | - | - | - | - | Retained | | S | VSA | 27.460 | 9.23 | - | - | A- | - | R- | 83.00% | - | Ylqpd | Ckqdw | - | - | 475 | 4.85% | 5.339% | 58.85074 | | Y | REZ | 4.530 | 2.41 | - | - | WC | - | WW- | - | - | - | - | - | - | - | - | - | Retained | | T | EYV | 91.820 | 7.22 | - | - | WC | - | TS | - | - | - | - | - | - | - | - | - | Retained | | Q | JJI | 2.750 | 5.94 | - | - | TY | - | OOO- | 77.50% | - | Urgzk | Ikugn | - | - | 775 | 4.85% | 8.346% | 85.71510 |
Tranche Comments P: Registration: 144Q Weph;
G: Registration: 144H Tfry;
S: Registration: 144M Gvub;
I: Registration: 144G Osdy;
Q: Registration: 144N Satz;
Y: Registration: 144U Oign;
I: Registration: 144X Lesg;
T: Registration: 144D Mckk; |
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