| 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 |
|---|
| E | CEH | 40.279 | 2.86 | - | - | LS | VV (B) | GG- | - | - | - | - | - | - | - | - | - | Retained | | I | RSD | 122.340 | 7.42 | - | - | III | LLL | JJJ | - | - | Ssowv | Lwdqx | - | 110-115 | 105 | 2.71% | 2.699% | 58.66101 | | F | ZYT | 98.177 | 3.19 | - | - | AP | RRR (V) | VVV | - | - | Lufbp | Pgoyk | - | 210-220 | 200 | 3.76% | 3.772% | 13.94974 | | B | WIY | 6.274 | 3.63 | - | - | QZ | F (S) | Y- | - | - | - | - | - | - | - | - | - | Retained | | Y | KLA | 88.772 | 2.99 | - | - | GC | MM (U) | KK- | - | - | Xictg | Bjgyx | - | 145-150 | 140 | 3.16% | 3.170% | 31.75161 | | D | VMN | 30.800 | 3.59 | - | - | BP | NNN | QQ+ | - | - | Isfep | Udcij | - | 310-320 | 300 | 4.74% | 4.774% | 157.25998 | | X | AVI | 51.965 | 1.16 | - | - | GD | IQ | OC | - | - | - | - | - | - | - | - | - | Retained | | N | MWR | 38.313 | 1.83 | - | - | AP | Z (R) | X- | - | - | Ajiwp | Mckzw | - | 160-170 | 150 | 3.27% | 3.272% | 80.68209 |
Tranche Comments I: First Pay: 2019-12-15; Registration: 144U/Tof D;
Y: First Pay: 2019-12-15; Registration: 144T/Tpk W;
N: First Pay: 2019-12-15; Registration: 144Q/Bby W;
F: First Pay: 2019-12-15; Registration: 144F/Xvt P;
D: First Pay: 2019-12-15; Registration: 144T/Rtw K;
E: First Pay: 2019-12-15; Registration: 144E/Pjg V;
B: First Pay: 2019-12-15; Registration: 144M/Cqc R;
X: First Pay: 2019-12-15; Registration: 144U/Whc P; Deal Comments EEM bt 0 XFF tj cbww/tj abtljztx. 10% cwgbc-lz cbww. |
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