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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X | HFH | 1.431 | 9.44 | - | - | EF | - | S- | - | - | - | - | - | - | - | - | - | Retained | S-X | NFF | 903.795 | - | - | - | VVV | - | PPP | - | - | - | - | - | - | - | - | - | 14.26000 | G | PCZ | 59.680 | 5.77 | - | - | HV | - | UU- | - | - | Vqlpj | Hvylc | - | 135-145 | 120 | 1.71% | 1.700% | 42.28623 | J-Y | GTB | 78.195 | - | - | - | NW | - | AAA | - | - | - | - | - | - | - | - | - | 98.50000 | K | WFU | 927.153 | 8.80 | - | - | OOO | - | RRR | - | - | Yymbs | Vfqny | - | 85-90 | 75 | 1.17% | 1.167% | 25.80524 | H | QKD | 32.733 | 6.60 | - | - | FU | - | E- | - | - | Szpmj | Fgzcd | - | 155-165 | 145 | 2.25% | 2.249% | 27.65211 | X | LCE | 36.294 | 6.76 | - | - | BO | - | LO | - | - | - | - | - | - | - | - | - | Retained | Z | XGF | 96.636 | 6.97 | - | - | NN | - | QQQ | - | - | Wsxtb | Ehrws | - | 200-210 | 180 | 2.71% | 2.715% | 57.98198 | L | CQU | 7.895 | 1.48 | - | - | JK | - | HHH- | - | - | Rihjg | Mdobm | - | 265-275 | 245 | 3.38% | 3.387% | 54.16041 | W | LQR | 8.742 | 2.97 | - | - | LF | - | II- | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments K: Registration: 144B/Xwn G;
G: Registration: 144Y/Azl W;
H: Registration: 144W/Dkc X;
Z: Registration: 144J/Qno E;
L: Registration: 144D/Dhy C;
W: Registration: 144J/Tut B;
X: Registration: 144I/Uvq J;
X: Registration: 144A/Tfh Q;
S-X: Registration: 144U/Rul F;
J-Y: Registration: 144Q/Feo J; |
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