| 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 |
|---|
| G | FUN | 170.784 | 4.30 | - | - | AAA | XXX | - | - | - | Uaxtr | Sirhd | 115-120 | 110-115 | 100 | 1.36% | 1.352% | 51.95646 | | O | MEW | 63.538 | 5.50 | - | - | VW | KKK | - | - | - | Awijt | Dikev | 240-250 | 240-250 | 230 | 2.95% | 2.955% | 86.96449 | | C | JYT | 3.800 | 4.55 | - | - | DA | KKK (B) | - | - | - | - | - | - | - | - | - | - | Retained | | M | HWT | 29.720 | 3.63 | - | - | HC | R (Y) | - | - | - | Dotrd | Pqbax | 205-215 | 190-200 | 175 | 2.40% | 2.405% | 95.89989 | | N | UNE | 8.134 | 3.61 | - | - | KX | SS (L) | - | - | - | - | - | - | - | - | - | - | Retained | | C | VNN | 23.259 | 4.70 | - | - | CL | BB (S) | - | - | - | Dhmik | Edbrv | 165-175 | 165-175 | 155 | 2.20% | 2.204% | 70.64475 | | W | HKW | 3.919 | 4.21 | - | - | JR | Q | - | - | - | - | - | - | - | - | - | - | Retained | | A | IQX | 46.544 | 3.18 | - | - | WZ | OX | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments G: Registration: 144E/Khr R;
C: Registration: 144D/Xrn V;
M: Registration: 144C/Xwb R;
O: Registration: 144N/Pql X;
C: Registration: 144H/Aco M;
N: Registration: 144C/Cti E;
W: Registration: 144Q/Trv N;
A: Registration: 144E/Xoz Q; Cut-Off Balance ($mm) 332.435953 |
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