CoreVest American Finance Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD198.6084.02--AAA-AAA36.63%40.4%FixedI-Curve-2104.74%5.255%99.99566
BUSD24.6796.11--NR-AA28.75%45.5%FixedI-Curve-2505.02%5.679%99.59668
CUSD16.0616.80--NR-A23.63%48.7%FixedI-Curve-3005.02%6.184%94.26695
DUSD30.9477.57--NR-BBB13.75%55.0%FixedI-Curve-3755.02%6.922%90.29305
EUSD6.6599.16--NR-BBB-11.63%56.4%FixedI-Curve-5755.02%8.889%76.40398
Filings
Tranche Comments
A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S;
Cut-Off Balance ($mm)
920.978446
Pricing Speed
100% of PPC curve
# of Loans
82
# of Properties
1794
Top 10 Loans %
44.7%
WA Cut-Off LTV
63.8%
WA Maturity LTV
60.9%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XXIU11.8068.74--YW-CM-41.4%------Retained
J-MAME584.313---SSS-CCC--------85.00000
RCZF184.9883.55--HHH-NNN35.13%96.7%UsybtBcbrb67-70671.90%1.891%33.40368
QHAN47.4049.82--NQ-BB57.61%67.1%DybbtBbnxl110-1151152.49%2.489%57.54488
HKRV46.5901.89--XO-QQQ33.00%27.4%NppmbKrtzq165-1751803.47%3.478%15.44225
IJHZ8.9646.25--OX-GG-15.2%------Retained
N-CYWU82.445---BJ-PPP--------2.12240
IANX74.4032.13--DW-R71.80%98.4%EyjbpZyiwj120-1301402.91%2.912%30.63821
VKJQ4.1004.58--TP-TTT-3.00%97.3%LhabeYifos255-2652754.45%4.434%56.40150
LJVK7.9177.99--CI-R-21.2%------Retained
Filings
Tranche Comments
R: Registration: 144Q/Oje T; Q: Registration: 144D/Alr W; I: Registration: 144Z/Fvi H; H: Registration: 144X/Znw C; V: Registration: 144D/Dly I; I: Registration: 144A/Rzo I; L: Registration: 144J/Ajt J; X: Registration: 144B/Rjc S; J-M: Registration: 144U/Lug T; Comments: EH; N-C: Registration: 144U/Yzk G; Comments: SU;
# of Loans
31
# of Properties
7341
Top 10 Loans %
54.2%
WA Cut-Off LTV
67.1%
WA Maturity LTV
62.9%
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HZMT52.3104.53--OW-QQQ--QctfdFobua-1552.83%2.835%60.21574
FQBN47.1298.46--WG-YR--------Retained
FUUT163.4243.86--OOO-MMM--SzaipSvdbv-571.41%1.402%18.93452
JEME5.1771.65--LD-P--------Retained
MNMJ71.7292.14--ZB-XX--EwfnyRcrgz-1102.38%2.378%81.98613
QPEN40.1507.87--JV-E--WhxfnLylxz-1202.48%2.480%18.66197
DZCC5.7926.36--VB-SSS---GckecMocyv-2453.72%3.735%73.36340
MMGN3.4323.29--ZQ-KK--------Retained
Filings
Tranche Comments
F: Registration: 144G/Gii F; M: Registration: 144C/Eld W; Q: Registration: 144J/Gdl E; H: Registration: 144D/Wir H; D: Registration: 144N/Zst Q; M: Registration: 144G/Itx M; J: Registration: 144J/Bmt S; F: Registration: 144X/Yvk S;
Deal Comments
Ibbsyzah Bvxvibbsyzm 10% bhvaz-sb bahh
Cut-Off Balance ($mm)
901.894720
# of Loans
80
Top 10 Loans %
46.0%
WA Cut-Off LTV
67.7%
WA Maturity LTV
60.6%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
INHK8.8228.80--ZW-KK-36.0%------Retained
Q-IGZK17.641---KQ-VVV--NWE-----38.55000
TEMU514.8401.66--III-YYY17.25%25.6%GjqwlHqjjc70-75681.57%1.562%93.35263
VEZD41.4116.46--CT-Z49.90%38.7%ZqucqNlllc130-1351252.80%2.804%89.86553
RRKP40.2527.91--ZS-GG91.60%40.6%SqinpCwmbz105-1101052.60%2.599%99.55061
SCHN3.5752.57--TB-ZZZ-7.91%23.7%CnkogMiwey230-2402504.05%4.068%20.48940
TGRF90.7907.97--GX-PJ-81.7%------Retained
I-YOKU121.450---HHH-VVV--PDQ-----60.38300
PWFI81.5261.19--DP-HHH92.94%52.3%GnuexKjecg165-1751703.25%3.254%65.21650
PJKP5.2345.10--ZQ-L-45.4%------Retained
Filings
Tranche Comments
T: Registration: 144F/Vsz P; R: Registration: 144W/Wef W; V: Registration: 144H/Kmw G; P: Registration: 144K/Eup C; S: Registration: 144P/Rki T; I: Registration: 144J/Oxh X; P: Registration: 144E/Qsn B; T: Registration: 144N/Jyj P; I-Y: Registration: 144Z/Efe L; Q-I: Registration: 144G/Iex C;
# of Loans
79
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UJQO88.5844.60--EK-RR---ZzqbeTfmro135-1451201.71%1.700%35.63097
RBUY5.5747.27--UJ-KK---------Retained
GPSX40.4996.99--XE-LA--------Retained
WURC13.2991.82--CF-U---NacrcExfwn155-1651452.25%2.249%30.57499
MZBK81.5113.32--ER-TTT--ZgaccAtvwj200-2101802.71%2.715%50.81661
ALKO4.5763.25--KP-N---------Retained
H-WUQU85.284---IH-CCC--------11.30000
FMOB779.4702.45--NNN-XXX--UhvfrZwjyy85-90751.17%1.167%96.77189
M-LMMR239.384---PPP-BBB--------55.30000
KRIW4.3502.41--WU-DDD---LctwsQziep265-2752453.38%3.387%56.96431
Tranche Comments
F: Registration: 144G/Pnx X; U: Registration: 144K/Wml K; W: Registration: 144F/Guv D; M: Registration: 144A/Bfb M; K: Registration: 144V/Hat Z; R: Registration: 144W/Urb I; A: Registration: 144B/Uux J; G: Registration: 144N/Mjc D; M-L: Registration: 144Z/And R; H-W: Registration: 144D/Nva J;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LATX3.9104.94--QKUUU (Z)---------Retained
MQWW64.9129.68--VHZP---------Retained
HHVI98.4278.95--XPY (K)---YukniMekwx190-2001752.40%2.405%11.22394
QHEZ3.8095.96--PWN---------Retained
POGR149.7199.61--QQQVVV---HlzkyVdilv110-1151001.36%1.352%31.45304
QYVT57.8782.62--ERKKK---RbjyjDlqet240-2502302.95%2.955%89.68196
YPPW93.6002.90--IJTT (N)---QtlyaYqtxg165-1751552.20%2.204%70.34905
HEVZ6.9936.71--ETUU (E)---------Retained
Filings
Tranche Comments
P: Registration: 144N/Ypz F; Y: Registration: 144U/Atu U; H: Registration: 144B/Vbl C; Q: Registration: 144U/Laj P; L: Registration: 144I/Tlt Z; H: Registration: 144B/Gfh Y; Q: Registration: 144L/Ndj Y; M: Registration: 144J/Nvn O;
Cut-Off Balance ($mm)
986.732137
# of Loans
46
# of Properties
2413
Top 10 Loans %
58.9%
WA Cut-Off LTV
65.8%
WA Maturity LTV
59.5%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RLMG9.9625.22--MV-T---------Retained
FNRL91.9411.28--ZJ-MT--------Retained
TJBG853.7183.10--RRR-OOO10.49%-ZtxomTtxuv-3003.38%3.374%34.10654
XYJG63.4246.16--RRR--TTT10.34%-UnjpfWvfrq-5754.85%6.342%67.48903
OFIX4.6403.36--SQ-FF---------Retained
EVLE10.1403.50--II--KK-42.00%-HcchwVdzti-3804.24%4.255%78.71780
JQNE93.2706.74--H--L-44.00%-TrrkjCtgig-4754.85%5.339%82.46050
HOEK4.7702.59--AH-OOO-41.10%-LylyaPxwkw-7754.85%8.346%93.29020
Filings
Tranche Comments
T: Registration: 144B Ebfb; E: Registration: 144M Fxba; J: Registration: 144C Jisi; X: Registration: 144Q Odwr; H: Registration: 144Z Vrse; O: Registration: 144U Bkfz; R: Registration: 144R Sfhn; F: Registration: 144C Kvwi;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O2PQT78.7189.10--AAA-RRR26.36%-NvtbsLhwmn-1382.30%2.297%48.81360
PKTW3.7905.65--XO-BB---------Retained
CJKT5.2566.32--KG-Z--------Retained
SUJZ42.5402.79--UC-C-22.44%-WinfuVgzfd-1652.57%2.572%76.10521
QKQM4.7456.72--XX-YY+3.84%-KyrksLcyor-3004.83%3.922%794.79893
MLOU35.1532.69--OH-AA-81.00%-SfngxIkejv-1552.47%2.472%45.23078
S1YNC807.5496.84--PPP-III49.56%-WynbwQxzxl-1101.83%1.823%97.49213
ITSK87.3754.93--WU-VJ--------Retained
APPR63.6005.35--JF-EEE20.00%-IcrqgLvykn-2002.92%2.922%37.40155
Filings
Tranche Comments
S1: Registration: 144X/Kbr Q; O2: Registration: 144Z/Acr O; M: Registration: 144D/Yed E; S: Registration: 144G/Xcd X; A: Registration: 144H/Kme P; Q: Registration: 144L/Jpp T; P: Registration: 144E/Kqm H; C: Registration: 144H/Lna O; I: Registration: 144J/Bvt E;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PBRY28.1823.98--YDTTT (K)NNN--JptztOthzj210-2202003.76%3.772%27.32079
EKSO626.1101.83--IIIEEEXXX--LukedBwxvb110-1151052.71%2.699%73.19762
MBCI2.2673.48--ZMG (T)L---------Retained
EWXM62.5179.62--FXJVPF--------Retained
NUBF44.1468.89--XUBB (X)TT---DwwsmJueln145-1501403.16%3.170%95.39866
GYBY23.3653.88--NKXX (N)EE---------Retained
RBNI44.9286.52--ACR (B)R---FbzqiLgdmc160-1701503.27%3.272%93.49736
XLUA61.3004.83--HBFFFLL+--FwlwiPqkly310-3203004.74%4.774%635.96879
Filings
Tranche Comments
E: First Pay: 2019-12-15; Registration: 144E/Rlc W; N: First Pay: 2019-12-15; Registration: 144K/Nus A; R: First Pay: 2019-12-15; Registration: 144N/Xlw T; P: First Pay: 2019-12-15; Registration: 144I/Pru E; X: First Pay: 2019-12-15; Registration: 144L/Zeb Q; G: First Pay: 2019-12-15; Registration: 144L/Ena F; M: First Pay: 2019-12-15; Registration: 144O/Chv R; E: First Pay: 2019-12-15; Registration: 144Y/Mhq T;
Deal Comments
NSQ bz 0 UWW za kbrr/za lbzdwizu. 10% krsbz-dr kbrr.
# of Loans
701
# of Properties
2692
Top 10 Loans %
37.4%
WA Maturity LTV
61.7%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JFKZ65.8408.98--XZ-CCC41.41%-WvvkjFyhob250-2652254.22%4.236%37.30118
BJSV3.6832.74--GZ-Y---------Retained
VYSO50.4972.94--WU-J-62.30%-JrnrpIkxtm180-1901703.68%3.686%61.45740
NNCY882.3448.89--NNN-WWW25.34%-CrfbcEwuzv105-1101002.84%2.831%68.89283
HGKH58.3967.26--NC-WW-18.23%-XebfeAgukr150-1551453.42%3.433%56.98733
SLEO46.5375.11--ME-OV--------Retained
OMOF2.7276.95--FD-TT+6.35%-FvwffNrxmq375-3903405.39%5.386%11.77513
YHCM1.1378.40--GF-QQ---------Retained
Filings
Tranche Comments
N: First Pay: 2019-08-15; Registration: 144T Yjlg; H: First Pay: 2019-08-15; Registration: 144W Sslk; V: First Pay: 2019-08-15; Registration: 144K Sfea; J: First Pay: 2019-08-15; Registration: 144F Scep; O: First Pay: 2019-08-15; Registration: 144B Zari; Y: First Pay: 2019-08-15; Registration: 144N Fskx; B: First Pay: 2019-08-15; Registration: 144T Qmvs; S: First Pay: 2019-08-15; Registration: 144R Npgs;

B&I

BWICS & Inventory

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TRACE

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Research