| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
|---|
| X | OFY | 204.617 | 8.20 | - | - | UUU | - | HHH | 21.72% | 78.2% | Nbcso | O-Flpgp | - | - | 210 | 4.74% | 5.255% | 81.36983 | | A | EBQ | 11.284 | 9.25 | - | - | JK | - | EE | 66.81% | 66.3% | Vlrgo | U-Qfzpo | - | - | 250 | 5.02% | 5.679% | 29.25434 | | O | RQT | 84.850 | 5.30 | - | - | CM | - | H | 85.86% | 37.8% | Bmvxv | Q-Vgtsf | - | - | 300 | 5.02% | 6.184% | 36.73889 | | E | HIU | 96.319 | 2.36 | - | - | HI | - | LLL | 33.33% | 19.0% | Mzaas | T-Ohhjw | - | - | 375 | 5.02% | 6.922% | 99.64779 | | W | GYY | 9.850 | 2.73 | - | - | XF | - | SSS- | 95.67% | 58.9% | Vgktt | D-Cfmyw | - | - | 575 | 5.02% | 8.889% | 87.79353 |
Tranche Comments X: Registration: 144M/Yom K;
A: Registration: 144X/Izl X;
O: Registration: 144J/Rex V;
E: Registration: 144C/Rqr T;
W: Registration: 144Q/Bcu D; Cut-Off Balance ($mm) 547.674984 Pricing Speed 100% wn NNN fjoph |
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