CoreVest American Finance Trust (CAFL) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD198.6084.02--AAA-AAA36.63%40.4%FixedI-Curve-2104.74%5.255%99.99566
BUSD24.6796.11--NR-AA28.75%45.5%FixedI-Curve-2505.02%5.679%99.59668
CUSD16.0616.80--NR-A23.63%48.7%FixedI-Curve-3005.02%6.184%94.26695
DUSD30.9477.57--NR-BBB13.75%55.0%FixedI-Curve-3755.02%6.922%90.29305
EUSD6.6599.16--NR-BBB-11.63%56.4%FixedI-Curve-5755.02%8.889%76.40398
Filings
Tranche Comments
A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S;
Cut-Off Balance ($mm)
313.385878
Pricing Speed
100% of PPC curve
# of Loans
82
# of Properties
1794
Top 10 Loans %
44.7%
WA Cut-Off LTV
63.8%
WA Maturity LTV
60.9%
Research
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