| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2019-2 (USD 221m) | CoreVest American Finance Lender LLC | | USOA | Jul 10, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | UTN | 830.313 | 1.83 | - | - | TTT | - | RRR | 18.70% | - | Sljtk | Ohevd | - | 105-110 | 100 | 2.84% | 2.831% | 83.41932 | | C | NVR | 15.126 | 3.95 | - | - | JY | - | ZZ- | 84.63% | - | Dyorh | Tnnij | - | 150-155 | 145 | 3.42% | 3.433% | 56.53307 | | H | CVD | 23.779 | 6.71 | - | - | WJ | - | A- | 67.90% | - | Zqofq | Ijytu | - | 180-190 | 170 | 3.68% | 3.686% | 86.58820 | | M | ZCD | 88.789 | 2.22 | - | - | JG | - | GC | - | - | - | - | - | - | - | - | - | Retained | | J | XZV | 8.457 | 9.53 | - | - | NF | - | CC- | - | - | - | - | - | - | - | - | - | Retained | | Q | PZO | 4.740 | 9.92 | - | - | LO | - | YY+ | 4.12% | - | Uvinl | Rvltj | - | 375-390 | 340 | 5.39% | 5.386% | 78.14030 | | B | PRF | 7.890 | 6.38 | - | - | VA | - | E- | - | - | - | - | - | - | - | - | - | Retained | | F | ZFX | 95.280 | 6.68 | - | - | PA | - | JJJ | 50.32% | - | Hhnxs | Sckfc | - | 250-265 | 225 | 4.22% | 4.236% | 74.29550 |
Tranche Comments I: First Pay: 2019-08-15; Registration: 144I Prhc;
C: First Pay: 2019-08-15; Registration: 144L Iihp;
H: First Pay: 2019-08-15; Registration: 144H Pmwq;
F: First Pay: 2019-08-15; Registration: 144E Jpcz;
Q: First Pay: 2019-08-15; Registration: 144Z Uczl;
J: First Pay: 2019-08-15; Registration: 144N Etgf;
B: First Pay: 2019-08-15; Registration: 144B Yvwg;
M: First Pay: 2019-08-15; Registration: 144H Kvcf; |
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