| 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 |
|---|
| D | JWQ | 7.774 | 8.34 | - | - | CW | - | FFF- | 49.57% | 84.8% | Lgoew | W-Japts | - | - | 575 | 5.02% | 8.889% | 74.66121 | | U | CCM | 27.246 | 8.82 | - | - | SW | - | WW | 65.46% | 15.7% | Qlfkr | Y-Rfdgu | - | - | 250 | 5.02% | 5.679% | 45.32664 | | Q | POQ | 32.994 | 4.59 | - | - | XG | - | GGG | 65.92% | 21.0% | Wchkf | B-Exult | - | - | 375 | 5.02% | 6.922% | 88.90463 | | Y | RGP | 716.756 | 9.30 | - | - | TTT | - | YYY | 57.25% | 14.6% | Xvzyb | G-Qmdho | - | - | 210 | 4.74% | 5.255% | 70.81922 | | K | ZOP | 95.880 | 4.20 | - | - | NA | - | W | 82.53% | 82.7% | Jrxbb | W-Ioqoy | - | - | 300 | 5.02% | 6.184% | 54.57311 |
Tranche Comments Y: Registration: 144A/Qdz F;
U: Registration: 144P/Iby I;
K: Registration: 144Y/Pvc V;
Q: Registration: 144O/Dbc R;
D: Registration: 144E/Fsv K; Cut-Off Balance ($mm) 325.476865 Pricing Speed 100% po KKH fybsw |
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