| 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 | UYG | 9.708 | 3.55 | - | - | AW | KK (T) | - | - | - | - | - | - | - | - | - | - | Retained | | P | YOW | 12.317 | 7.37 | - | - | TF | GGG | - | - | - | Sakoo | Gfaru | 240-250 | 240-250 | 230 | 2.95% | 2.955% | 27.92064 | | Z | IVD | 9.756 | 2.22 | - | - | UJ | K | - | - | - | - | - | - | - | - | - | - | Retained | | M | TJD | 505.840 | 9.57 | - | - | XXX | XXX | - | - | - | Gmysg | Rxgin | 115-120 | 110-115 | 100 | 1.36% | 1.352% | 92.51546 | | T | YRK | 79.464 | 4.10 | - | - | TW | CC (N) | - | - | - | Kphsp | Kcuuz | 165-175 | 165-175 | 155 | 2.20% | 2.204% | 24.83401 | | G | FIL | 3.600 | 6.54 | - | - | MN | GGG (O) | - | - | - | - | - | - | - | - | - | - | Retained | | W | UQO | 24.525 | 8.94 | - | - | ES | P (P) | - | - | - | Bprbl | Srcdk | 205-215 | 190-200 | 175 | 2.40% | 2.405% | 68.89014 | | H | BSG | 45.496 | 1.41 | - | - | LI | AZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments M: Registration: 144E/Pap Q;
T: Registration: 144J/Oyw G;
W: Registration: 144K/Tpc P;
P: Registration: 144P/Int J;
G: Registration: 144D/Vir A;
L: Registration: 144J/Uby Q;
Z: Registration: 144K/Ldf K;
H: Registration: 144G/Hcf H; Cut-Off Balance ($mm) 959.862574 |
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