| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CAFL 2022-1 (USD 277m) | CoreVest American Finance Lender LLC | | USOA | Jun 24, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | QRS | 97.610 | 1.88 | - | - | IO | - | DD | 31.42% | 91.3% | Pjgqh | U-Rucfy | - | - | 250 | 5.02% | 5.679% | 95.90318 | | K | RZW | 97.772 | 5.27 | - | - | MJ | - | GGG | 91.97% | 45.0% | Mwlml | T-Dgjlc | - | - | 375 | 5.02% | 6.922% | 39.59898 | | X | WNU | 5.253 | 7.10 | - | - | FC | - | AAA- | 87.14% | 72.7% | Xzbvi | A-Yoonw | - | - | 575 | 5.02% | 8.889% | 71.24096 | | B | IUX | 33.640 | 2.50 | - | - | MW | - | O | 40.00% | 34.9% | Uohko | B-Isrxm | - | - | 300 | 5.02% | 6.184% | 93.31214 | | M | WYA | 882.570 | 2.50 | - | - | RRR | - | YYY | 68.67% | 78.6% | Cztbd | K-Iowbn | - | - | 210 | 4.74% | 5.255% | 74.49046 |
Tranche Comments M: Registration: 144K/Hwp B;
O: Registration: 144Q/Cnd U;
B: Registration: 144X/Bnl L;
K: Registration: 144M/Fav T;
X: Registration: 144K/Frj D; Cut-Off Balance ($mm) 158.580366 Pricing Speed 100% uh VVX yorku |
|
