| 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 |
|---|
| L | MFS | 64.207 | 1.47 | JL | - | - | - | L- | - | - | Zfavh | Xxinc | - | 285-300 | 275 | 4.04% | 4.035% | 82.38475 | | Q | YBP | 1.799 | 5.56 | DO | - | - | - | OS | - | - | - | - | - | - | - | - | - | Retained | | B | IMM | 135.989 | 1.67 | Vii | - | - | - | EEE | - | - | Nkgia | Qexom | - | 130 | 130 | 2.55% | 2.544% | 45.61682 | | W | EEP | 25.150 | 7.61 | NF | - | - | - | DD- | - | - | Anvvv | Vndwt | - | 185 | 185 | 3.14% | 3.135% | 54.42144 | | R | MQX | 9.236 | 6.66 | FM | - | - | - | MR | - | - | - | - | - | - | - | - | - | Retained | | L | NYW | 48.822 | 8.51 | OX | - | - | - | QQQ- | - | - | Nrubl | Fadae | - | 400-425 | 375 | 5.03% | 5.035% | 79.86042 | | K | PVG | 5.910 | 9.74 | ML | - | - | - | EE | - | - | Naouv | Gtdmo | - | - | - | - | - | Retained |
Tranche Comments B: Registration: 144Z Otkk;
W: Registration: 144U Pijt;
L: Registration: 144C Lmxw;
L: Registration: 144B Ixau;
K: Registration: 144K Dokx;
R: Registration: 144R Foab;
Q: Registration: 144Y Nucv; |
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