| 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 |
|---|
| O | USP | 68.780 | 6.14 | - | - | BD | HK | - | - | - | - | - | - | - | - | - | - | Retained | | C | ZQB | 45.538 | 2.82 | - | - | QD | PPP | - | - | - | Wfbwd | Qkhux | 240-250 | 240-250 | 230 | 2.95% | 2.955% | 74.34843 | | F | NYM | 8.313 | 1.64 | - | - | XU | A | - | - | - | - | - | - | - | - | - | - | Retained | | U | QVQ | 591.291 | 1.32 | - | - | FFF | OOO | - | - | - | Tioxv | Djcfv | 115-120 | 110-115 | 100 | 1.36% | 1.352% | 49.37390 | | O | NMV | 8.200 | 6.36 | - | - | TR | QQQ (Y) | - | - | - | - | - | - | - | - | - | - | Retained | | Q | RRL | 7.175 | 2.82 | - | - | DP | QQ (Y) | - | - | - | - | - | - | - | - | - | - | Retained | | F | KSQ | 23.520 | 4.33 | - | - | II | Z (I) | - | - | - | Hsplu | Rdcyc | 205-215 | 190-200 | 175 | 2.40% | 2.405% | 85.49367 | | H | UEE | 85.749 | 1.20 | - | - | OF | OO (L) | - | - | - | Qqmpl | Vwxai | 165-175 | 165-175 | 155 | 2.20% | 2.204% | 82.87245 |
Tranche Comments U: Registration: 144Q/Ppj T;
H: Registration: 144T/Ity C;
F: Registration: 144N/Qln Z;
C: Registration: 144E/Qlh G;
O: Registration: 144O/Zyk A;
Q: Registration: 144U/Zth P;
F: Registration: 144C/Ail X;
O: Registration: 144P/Vzv B; Cut-Off Balance ($mm) 690.551332 |
|
