| 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 |
|---|
| K | ZJX | 807.939 | 1.97 | Fnn | - | - | - | DDD | - | - | Bjqcf | Udqlv | - | 130 | 130 | 2.55% | 2.544% | 61.11376 | | N | AUK | 8.371 | 3.16 | II | - | - | - | FV | - | - | - | - | - | - | - | - | - | Retained | | P | NPN | 64.840 | 2.16 | PN | - | - | - | MM- | - | - | Vaoeo | Ccwpq | - | 185 | 185 | 3.14% | 3.135% | 67.63156 | | W | IXY | 56.629 | 3.75 | AV | - | - | - | F- | - | - | Vfabk | Htwbl | - | 285-300 | 275 | 4.04% | 4.035% | 87.43528 | | B | RNX | 41.871 | 1.70 | AI | - | - | - | JJJ- | - | - | Gvken | Slwpi | - | 400-425 | 375 | 5.03% | 5.035% | 98.71393 | | R | LZR | 9.561 | 7.58 | SF | - | - | - | DD | - | - | - | - | - | - | - | - | - | Retained | | G | QZB | 5.323 | 4.40 | GE | - | - | - | WK | - | - | Dxlex | Qlqlu | - | - | - | - | - | Retained |
Tranche Comments K: Registration: 144T Bfzc;
P: Registration: 144X Idob;
W: Registration: 144K Nsgy;
B: Registration: 144R Pqqq;
G: Registration: 144N Cbki;
N: Registration: 144T Uvhp;
R: Registration: 144B Fmfz; |
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