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 IBS 934.452 2.28 - - FFF PPP - - - Gkjcn Dndkj 115-120 110-115 100 1.36% 1.352% 38.59907 G IJQ 54.440 5.63 - - IP W (R) - - - Bcgvu Rmcvn 205-215 190-200 175 2.40% 2.405% 58.57220 X FIE 5.746 5.40 - - GS K - - - - - - - - - - Retained K VRG 14.623 1.68 - - CN AAA - - - Zzlbe Jeiqx 240-250 240-250 230 2.95% 2.955% 60.96468 Q KLK 90.878 4.90 - - PN CC (T) - - - Vyfrn Ojvev 165-175 165-175 155 2.20% 2.204% 25.39470 P XLK 61.766 3.27 - - SM XI - - - - - - - - - - Retained G UWV 4.740 8.95 - - JD HHH (W) - - - - - - - - - - Retained C FGJ 2.376 4.75 - - TZ KK (Z) - - - - - - - - - - Retained
Tranche Comments
L: Registration: 144C/Qba R;
Q: Registration: 144W/Vpo P;
G: Registration: 144O/Zbf D;
K: Registration: 144L/Gcz G;
G: Registration: 144M/Poh R;
C: Registration: 144I/Oap Y;
X: Registration: 144O/Dph W;
P: Registration: 144D/Onx N;
Cut-Off Balance ($mm)
609.164667
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