| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
ABS | RMBS | | | CAFL 2016-2 (USD 169m) | CoreVest American Finance Lender LLC | | USOA | Nov 2, 2016 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RQV | 476.810 | 7.36 | Uii | - | - | - | RRR | - | - | Ptavi | Zzuiq | - | 130 | 130 | 2.55% | 2.544% | 89.89389 | | L | KSX | 2.648 | 5.70 | YC | - | - | - | HF | - | - | Jomor | Fdayb | - | - | - | - | - | Retained | | E | AUZ | 7.788 | 2.16 | ZT | - | - | - | UC | - | - | - | - | - | - | - | - | - | Retained | | U | AEZ | 18.610 | 2.62 | TU | - | - | - | ZZ- | - | - | Rzrsg | Whvnn | - | 185 | 185 | 3.14% | 3.135% | 91.91922 | | B | YPJ | 54.908 | 7.45 | XX | - | - | - | BBB- | - | - | Rrjwe | Gxrhw | - | 400-425 | 375 | 5.03% | 5.035% | 99.73168 | | Q | GFJ | 3.669 | 7.96 | VN | - | - | - | UJ | - | - | - | - | - | - | - | - | - | Retained | | R | ZJQ | 13.721 | 8.22 | NA | - | - | - | B- | - | - | Razpe | Roaix | - | 285-300 | 275 | 4.04% | 4.035% | 38.30011 |
Tranche Comments W: Registration: 144A Pbpm;
U: Registration: 144Z Bdof;
R: Registration: 144I Ifxy;
B: Registration: 144F Dhrf;
L: Registration: 144C Cpqf;
Q: Registration: 144A Jsug;
E: Registration: 144U Nbpf; |
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