| 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 |
|---|
| C | TUC | 76.694 | 4.27 | - | - | FO | - | GGG | 78.89% | 44.0% | Pxfxd | U-Ykjku | - | - | 375 | 5.02% | 6.922% | 53.53872 | | P | PJM | 959.883 | 4.40 | - | - | QQQ | - | GGG | 56.45% | 21.5% | Nucph | U-Njqfr | - | - | 210 | 4.74% | 5.255% | 49.45226 | | H | UGH | 67.590 | 5.60 | - | - | SA | - | K | 77.80% | 82.2% | Zquop | M-Corwf | - | - | 300 | 5.02% | 6.184% | 87.42491 | | P | ZJU | 38.200 | 6.24 | - | - | PK | - | RR | 93.70% | 40.1% | Nrxlw | B-Pkmvo | - | - | 250 | 5.02% | 5.679% | 31.11666 | | D | ALI | 1.963 | 2.46 | - | - | HY | - | JJJ- | 69.16% | 37.3% | Wtxzw | H-Mkmzu | - | - | 575 | 5.02% | 8.889% | 65.93191 |
Tranche Comments P: Registration: 144I/Zdn Q;
P: Registration: 144O/Kvn Y;
H: Registration: 144C/Jat V;
C: Registration: 144K/Tip D;
D: Registration: 144Q/Xwp I; Cut-Off Balance ($mm) 990.662142 Pricing Speed 100% og NNS ssjqw |
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