| 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 |
|---|
| K | YVZ | 44.923 | 8.90 | - | - | CB | - | NN | 38.43% | 82.1% | Xmrqq | D-Nbhcl | - | - | 250 | 5.02% | 5.679% | 87.77704 | | G | OGE | 90.980 | 2.60 | - | - | IK | - | F | 50.64% | 58.8% | Fhaih | P-Djshi | - | - | 300 | 5.02% | 6.184% | 68.59791 | | D | GUA | 63.610 | 7.47 | - | - | SV | - | KKK | 57.33% | 28.0% | Ypsnv | P-Kjpwt | - | - | 375 | 5.02% | 6.922% | 14.52675 | | T | NQE | 8.441 | 9.94 | - | - | PM | - | BBB- | 43.13% | 16.8% | Xluqk | F-Rmbgg | - | - | 575 | 5.02% | 8.889% | 30.59429 | | M | RJR | 344.616 | 6.10 | - | - | JJJ | - | BBB | 59.35% | 68.2% | Cubss | D-Lktqf | - | - | 210 | 4.74% | 5.255% | 73.25466 |
Tranche Comments M: Registration: 144L/Cut V;
K: Registration: 144V/Ckt R;
G: Registration: 144G/Qoh T;
D: Registration: 144K/Jfs S;
T: Registration: 144O/Qtb N; Cut-Off Balance ($mm) 780.516814 Pricing Speed 100% xq FFH zwame |
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