| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2020-4 (USD 499m) | CoreVest American Finance Lender LLC | | USOA | Dec 9, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | QUO | 8.476 | 3.56 | - | - | VX | - | KKK- | - | - | Rvytu | Zgowj | - | 265-275 | 245 | 3.38% | 3.387% | 62.68402 | | K | HCR | 2.647 | 8.68 | - | - | TF | - | D- | - | - | - | - | - | - | - | - | - | Retained | | W-R | OSG | 10.366 | - | - | - | IO | - | UUU | - | - | - | - | - | - | - | - | - | 14.40000 | | E-F | VYA | 412.606 | - | - | - | BBB | - | GGG | - | - | - | - | - | - | - | - | - | 62.13000 | | W | OIA | 76.255 | 9.72 | - | - | IX | - | MM- | - | - | Wwvpe | Vlmvj | - | 135-145 | 120 | 1.71% | 1.700% | 80.86875 | | X | IGM | 4.550 | 2.48 | - | - | YJ | - | JJ- | - | - | - | - | - | - | - | - | - | Retained | | S | OCQ | 23.732 | 2.84 | - | - | JK | - | X- | - | - | Mqyvs | Ewzdo | - | 155-165 | 145 | 2.25% | 2.249% | 91.41154 | | X | TBB | 53.864 | 7.13 | - | - | TT | - | YM | - | - | - | - | - | - | - | - | - | Retained | | F | NRD | 988.597 | 4.72 | - | - | VVV | - | PPP | - | - | Ayltf | Nrbgi | - | 85-90 | 75 | 1.17% | 1.167% | 16.69688 | | U | PIS | 56.464 | 6.96 | - | - | NK | - | YYY | - | - | Zhyzr | Cuifz | - | 200-210 | 180 | 2.71% | 2.715% | 29.23437 |
Tranche Comments F: Registration: 144E/Vhr T;
W: Registration: 144M/Azt H;
S: Registration: 144L/Cvu P;
U: Registration: 144W/Byt G;
T: Registration: 144H/Jho C;
X: Registration: 144V/Fns O;
K: Registration: 144Y/Eux O;
X: Registration: 144A/Ehd G;
E-F: Registration: 144B/Nth J;
W-R: Registration: 144P/Lkb Y; |
|
