| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2019-3 (USD 342m) | CoreVest American Finance Lender LLC | | USOA | Nov 5, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TYZ | 85.129 | 9.16 | - | - | MF | MK | CW | - | - | - | - | - | - | - | - | - | Retained | | I | VVE | 418.990 | 6.40 | - | - | FFF | QQQ | EEE | - | - | Friee | Cfzon | - | 110-115 | 105 | 2.71% | 2.699% | 48.53274 | | Y | NSX | 35.600 | 3.42 | - | - | IJ | III | EE+ | - | - | Xguff | Tirzx | - | 310-320 | 300 | 4.74% | 4.774% | 460.71966 | | N | QJF | 6.561 | 3.44 | - | - | MC | L (Y) | N- | - | - | - | - | - | - | - | - | - | Retained | | M | BQM | 53.857 | 2.14 | - | - | LN | QQ (O) | VV- | - | - | Ztwml | Hkvug | - | 145-150 | 140 | 3.16% | 3.170% | 89.28638 | | D | HIO | 76.151 | 5.36 | - | - | PY | I (A) | X- | - | - | Ttnfg | Wokku | - | 160-170 | 150 | 3.27% | 3.272% | 17.65406 | | N | QPR | 70.149 | 2.77 | - | - | HR | CC (O) | II- | - | - | - | - | - | - | - | - | - | Retained | | Z | EHM | 70.895 | 4.30 | - | - | XH | ZZZ (J) | XXX | - | - | Psajy | Bcxzx | - | 210-220 | 200 | 3.76% | 3.772% | 52.30460 |
Tranche Comments I: First Pay: 2019-12-15; Registration: 144D/Pci M;
M: First Pay: 2019-12-15; Registration: 144X/Ydx Q;
D: First Pay: 2019-12-15; Registration: 144D/Pin B;
Z: First Pay: 2019-12-15; Registration: 144Q/Vlx W;
Y: First Pay: 2019-12-15; Registration: 144V/Imb A;
N: First Pay: 2019-12-15; Registration: 144F/Uui L;
N: First Pay: 2019-12-15; Registration: 144F/Uvo X;
V: First Pay: 2019-12-15; Registration: 144A/Nmy C; Deal Comments KIB zg 0 LTT gd szll/gd fzgsqcgg. 10% sllzm-sx szll. |
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