| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2020-3 (USD 267m) | CoreVest American Finance Lender LLC | | USOA | Sep 17, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PUJ | 857.959 | 9.21 | - | - | FFF | LLL | - | - | - | Mnlrk | Wtkcr | 115-120 | 110-115 | 100 | 1.36% | 1.352% | 57.77698 | | X | CNO | 99.501 | 7.46 | - | - | LC | M (G) | - | - | - | Fpwhu | Wnfyw | 205-215 | 190-200 | 175 | 2.40% | 2.405% | 40.88419 | | N | TFR | 5.190 | 4.83 | - | - | AI | SSS (Z) | - | - | - | - | - | - | - | - | - | - | Retained | | D | HZV | 2.497 | 5.12 | - | - | QX | E | - | - | - | - | - | - | - | - | - | - | Retained | | H | NUR | 77.681 | 6.58 | - | - | TL | XF | - | - | - | - | - | - | - | - | - | - | Retained | | U | LIQ | 44.941 | 8.80 | - | - | UW | TT (V) | - | - | - | Yfplj | Atbtr | 165-175 | 165-175 | 155 | 2.20% | 2.204% | 43.15041 | | B | YMJ | 41.434 | 7.14 | - | - | HW | CCC | - | - | - | Ztvvx | Eortw | 240-250 | 240-250 | 230 | 2.95% | 2.955% | 99.14715 | | J | AZF | 8.899 | 1.80 | - | - | NV | XX (L) | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments L: Registration: 144F/Aue O;
U: Registration: 144T/Exd Q;
X: Registration: 144G/Ana J;
B: Registration: 144G/Fah P;
N: Registration: 144E/Hig C;
J: Registration: 144V/Ywx D;
D: Registration: 144H/Vux A;
H: Registration: 144I/Apd O; Cut-Off Balance ($mm) 287.670339 |
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