| 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 |
|---|
| X | IXM | 35.881 | 7.10 | - | - | JT | MF | - | - | - | - | - | - | - | - | - | - | Retained | | N | BJE | 4.140 | 5.98 | - | - | YG | WWW (K) | - | - | - | - | - | - | - | - | - | - | Retained | | L | TXB | 3.232 | 3.78 | - | - | HC | SS (Q) | - | - | - | - | - | - | - | - | - | - | Retained | | U | PIT | 21.143 | 5.56 | - | - | YP | SSS | - | - | - | Lfaug | Ofmmn | 240-250 | 240-250 | 230 | 2.95% | 2.955% | 39.45000 | | C | VYX | 286.354 | 9.47 | - | - | ZZZ | ZZZ | - | - | - | Vpgcy | Sdfyb | 115-120 | 110-115 | 100 | 1.36% | 1.352% | 26.94556 | | I | HNJ | 79.957 | 2.60 | - | - | PJ | PP (O) | - | - | - | Pjciu | Scmua | 165-175 | 165-175 | 155 | 2.20% | 2.204% | 31.34050 | | H | TSO | 50.326 | 7.41 | - | - | GO | D (N) | - | - | - | Ftjji | Leaof | 205-215 | 190-200 | 175 | 2.40% | 2.405% | 85.81763 | | B | ZRG | 4.147 | 5.38 | - | - | PJ | S | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments C: Registration: 144O/Zas B;
I: Registration: 144T/Tcq D;
H: Registration: 144C/Pba G;
U: Registration: 144Q/Ytb W;
N: Registration: 144Q/Foe C;
L: Registration: 144L/Vmc Z;
B: Registration: 144Y/Ben H;
X: Registration: 144D/Tqs Z; Cut-Off Balance ($mm) 513.334936 |
|
