C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
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G | BVT | 983.717 | 2.14 | - | - | KKK | - | NNN | - | - | Xyatc | Lnkaq | - | 85-90 | 75 | 1.17% | 1.167% | 82.89679 | Z | XZS | 4.841 | 2.99 | - | - | ZR | - | U- | - | - | - | - | - | - | - | - | - | Retained | E | FBL | 8.135 | 6.58 | - | - | JZ | - | XXX- | - | - | Gqrol | Irbjv | - | 265-275 | 245 | 3.38% | 3.387% | 12.43900 | U | LRZ | 29.465 | 6.42 | - | - | NB | - | LLL | - | - | Pqjxp | Jmqyl | - | 200-210 | 180 | 2.71% | 2.715% | 48.63116 | Q | CYQ | 92.259 | 6.20 | - | - | AM | - | MH | - | - | - | - | - | - | - | - | - | Retained | U | CCL | 5.268 | 3.33 | - | - | GL | - | OO- | - | - | - | - | - | - | - | - | - | Retained | N | WVS | 44.329 | 7.79 | - | - | EP | - | A- | - | - | Ynyts | Sttox | - | 155-165 | 145 | 2.25% | 2.249% | 35.29490 | Z-J | MGS | 123.952 | - | - | - | TTT | - | III | - | - | - | - | - | - | - | - | - | 54.82000 | J-G | FFT | 33.274 | - | - | - | JY | - | QQQ | - | - | - | - | - | - | - | - | - | 93.70000 | Q | HTX | 48.619 | 8.23 | - | - | YH | - | XX- | - | - | Vygke | Bewxd | - | 135-145 | 120 | 1.71% | 1.700% | 56.71862 |
Tranche Comments G: Registration: 144K/Jod J;
Q: Registration: 144P/Hej A;
N: Registration: 144Y/Air K;
U: Registration: 144D/Fye D;
E: Registration: 144L/Ait F;
U: Registration: 144F/Gir P;
Z: Registration: 144B/Rce Y;
Q: Registration: 144I/Ufz J;
Z-J: Registration: 144G/Qta L;
J-G: Registration: 144U/Fcu W; |
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