| 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 |
|---|
| T | LBK | 19.944 | 3.43 | - | - | DE | - | TTT | 44.17% | 25.0% | Bioiq | B-Akwqc | - | - | 375 | 5.02% | 6.922% | 43.55552 | | A | YVJ | 25.330 | 5.35 | - | - | LL | - | AA | 11.42% | 42.1% | Kttcq | X-Tpjpm | - | - | 250 | 5.02% | 5.679% | 21.85865 | | Y | WSJ | 3.496 | 7.93 | - | - | PS | - | YYY- | 21.46% | 25.5% | Jkbnk | X-Rimtw | - | - | 575 | 5.02% | 8.889% | 96.18138 | | J | LOW | 29.910 | 5.90 | - | - | TV | - | E | 93.60% | 83.8% | Zqnji | B-Kziyk | - | - | 300 | 5.02% | 6.184% | 40.13177 | | G | GHM | 972.146 | 4.20 | - | - | AAA | - | DDD | 20.47% | 98.9% | Thhep | Z-Asjsz | - | - | 210 | 4.74% | 5.255% | 31.23504 |
Tranche Comments G: Registration: 144M/Xkm W;
A: Registration: 144I/Qac L;
J: Registration: 144E/Euj O;
T: Registration: 144C/Hid I;
Y: Registration: 144Q/Duw C; Cut-Off Balance ($mm) 765.521475 Pricing Speed 100% yx OOD wuqjl |
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