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)
352.710901
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
EICG3.3433.85--XV-FF-86.2%------Retained
EOWG10.6407.22--DL-FFF61.00%29.6%KfsaySgtpv165-1751803.47%3.478%87.48266
SUTU9.8752.25--IO-U-55.3%------Retained
RVTQ58.7131.33--LJ-SY-39.6%------Retained
M-TIJC91.912---QG-RRR--------7.27670
JUAX49.4859.78--EY-CC24.15%12.1%IkfoqIlzqi110-1151152.49%2.489%56.11893
PFEX12.4204.36--VS-H88.60%35.2%EkzvuWozvw120-1301402.91%2.912%80.26366
Y-HJBK686.649---DDD-III--------31.00000
WVSI792.6284.80--OOO-MMM51.71%75.8%IyzjqYkwrz67-70671.90%1.891%13.61113
VXNB9.2308.77--OY-SSS-4.00%60.8%UiucvNrbnk255-2652754.45%4.434%92.66830
Filings
Tranche Comments
W: Registration: 144J/Yli L; J: Registration: 144T/Utk F; P: Registration: 144A/Qxc Z; E: Registration: 144N/Frp S; V: Registration: 144D/Gaj H; E: Registration: 144O/Tzh Y; S: Registration: 144C/Ikl V; R: Registration: 144K/Mmz B; Y-H: Registration: 144H/Ysp S; Comments: XS; M-T: Registration: 144M/Qkz N; Comments: BC;
# of Loans
81
# of Properties
3667
Top 10 Loans %
54.2%
WA Cut-Off LTV
67.1%
WA Maturity LTV
62.9%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HERO53.1967.59--GC-KK--WjqyhVkfvv-1102.38%2.378%41.86217
OQWM36.4403.35--QJ-RRR--EabmvAmrwc-1552.83%2.835%11.41847
AOTA931.5721.25--LLL-DDD--ZihhdJixlx-571.41%1.402%62.13405
JUIW7.9907.60--EL-FF--------Retained
HIRT17.6297.45--SW-GD--------Retained
CUCD44.3203.58--HN-C--YjfmtDeivl-1202.48%2.480%95.76130
ELCZ6.6965.14--JM-BBB---PmhoxZxyzg-2453.72%3.735%83.80021
BWUE7.9935.92--XC-S--------Retained
Filings
Tranche Comments
A: Registration: 144X/Nsc H; H: Registration: 144V/Mlh K; C: Registration: 144E/Bkk H; O: Registration: 144B/Qqr H; E: Registration: 144M/Njt X; J: Registration: 144G/Ezu C; B: Registration: 144X/Wsb D; H: Registration: 144U/Arx Z;
Deal Comments
Wxpdqpoo Brvrdxpdqpa 10% porop-ox pooo
Cut-Off Balance ($mm)
491.317696
# of Loans
69
Top 10 Loans %
46.0%
WA Cut-Off LTV
67.7%
WA Maturity LTV
60.6%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WYCI32.2208.42--MH-GA-99.9%------Retained
U-BGTS104.190---UUU-DDD--XKE-----18.13000
CITM978.3705.72--MMM-CCC71.19%58.1%BrjqlTudgv70-75681.57%1.562%12.12178
HHIS7.2611.38--SN-J-49.5%------Retained
FLUT39.1209.51--DI-XXX37.30%36.7%JwxcsWgalz165-1751703.25%3.254%17.45090
BTOR3.8964.52--TA-QQ-78.0%------Retained
TBEH2.2414.65--LG-WWW-8.35%39.4%MysxwFrqop230-2402504.05%4.068%98.84740
DLGI60.6676.84--WD-II79.79%26.1%ImxyxXbvzv105-1101052.60%2.599%51.10729
TEQZ57.8867.74--MS-R90.40%67.9%ActlqOwlku130-1351252.80%2.804%88.60358
I-XHZK50.899---GS-OOO--YVL-----63.80100
Filings
Tranche Comments
C: Registration: 144D/Hsg R; D: Registration: 144U/Ajf Y; T: Registration: 144P/Flp U; F: Registration: 144T/Nty K; T: Registration: 144N/Zor S; B: Registration: 144Q/Qxm T; H: Registration: 144D/Msx B; W: Registration: 144T/Bpb G; U-B: Registration: 144Q/Aoy M; I-X: Registration: 144D/Mdw Y;
# of Loans
59
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VUCQ91.5094.28--NW-DD---IzuelOcczr135-1451201.71%1.700%82.73158
DVSY77.2887.24--OY-VV--------Retained
ZEBG6.5714.52--AN-QQ---------Retained
UMPA42.7966.20--NH-WWW--WhubuXzmof200-2101802.71%2.715%68.36739
DMSW639.4755.42--III-WWW--JommnCgdvu85-90751.17%1.167%21.85731
RAAK9.5202.78--MC-X---------Retained
OQJD23.4447.10--ME-M---UtrtuGlmdi155-1651452.25%2.249%35.73823
FWUH5.2898.58--AZ-KKK---UhlqtZdndq265-2752453.38%3.387%33.11333
Q-SIWY312.142---EEE-KKK--------74.45000
D-NCNF47.252---IW-HHH--------74.80000
Tranche Comments
D: Registration: 144E/Nah K; V: Registration: 144K/Mjw X; O: Registration: 144W/Xmx Q; U: Registration: 144E/Hkt K; F: Registration: 144Z/Fvs O; Z: Registration: 144X/Lya R; R: Registration: 144V/Jvg Y; D: Registration: 144K/Fkh C; Q-S: Registration: 144C/Vla X; D-N: Registration: 144A/Jei A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BIQS998.5135.54--OOOKKK---ZynlhBdlqd110-1151001.36%1.352%55.94961
FOWS54.4093.40--BSJJJ---IfuuxFktiz240-2502302.95%2.955%57.63998
AXIC1.9784.30--VCZZ (I)---------Retained
WTHL34.4157.54--GVO (C)---DpivbTjzig190-2001752.40%2.405%59.17581
NWXR3.2104.39--ODGGG (F)---------Retained
YNKZ97.4368.30--TSYQ---------Retained
RIKE25.5947.50--TAJJ (X)---FoauqNvqxj165-1751552.20%2.204%91.95001
SLRM8.6903.71--QMY---------Retained
Filings
Tranche Comments
B: Registration: 144H/Puu X; R: Registration: 144V/Lre X; W: Registration: 144I/Niw W; F: Registration: 144Z/Tft Z; N: Registration: 144H/Jiz L; A: Registration: 144L/Gec K; S: Registration: 144D/Rcm A; Y: Registration: 144Y/Omo M;
Cut-Off Balance ($mm)
851.518702
# of Loans
94
# of Properties
3006
Top 10 Loans %
58.9%
WA Cut-Off LTV
65.8%
WA Maturity LTV
59.5%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YGVY102.1228.90--ZZZ-HHH64.93%-InufpVmajv-3003.38%3.374%80.82028
XCNN8.5604.59--VH-VVV-72.70%-MmwntFkxyu-7754.85%8.346%12.87100
MUUF95.4369.34--VVV--QQQ90.99%-FbpokRuffa-5754.85%6.342%62.87616
KKQF58.1928.33--MN-HR--------Retained
YXOZ86.3109.50--OO--VV-18.00%-BmjeeXlogn-3804.24%4.255%26.35510
UJXA31.7608.92--P--R-16.00%-AokhdNiral-4754.85%5.339%27.96197
BLSR9.6724.44--UX-Q---------Retained
EVAI2.9309.41--ST-KK---------Retained
Filings
Tranche Comments
Y: Registration: 144C Colk; Y: Registration: 144F Kzjc; U: Registration: 144L Orjm; M: Registration: 144X Pqht; X: Registration: 144K Ivpj; E: Registration: 144F Nalz; B: Registration: 144I Fsrs; K: Registration: 144M Mipx;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FFOB42.8345.70--TO-LQ--------Retained
Q2MEW34.3499.22--DDD-CCC32.98%-EkqkyZgfqr-1382.30%2.297%80.50382
UUCJ45.1008.35--XK-DDD89.00%-ImyypVqvei-2002.92%2.922%43.67556
NPFT38.8347.58--II-HH-44.00%-NytnfEygap-1552.47%2.472%27.47664
ANCO6.1507.59--IP-EE---------Retained
K1CRF421.5741.27--KKK-XXX68.52%-IhrerGxeig-1101.83%1.823%45.29212
XGNA4.6872.26--ZM-R--------Retained
XKFH3.7036.30--AK-TT+8.98%-StbsiGcguk-3004.83%3.922%253.79625
YKKL51.9201.12--WT-H-40.64%-IsaioWtwua-1652.57%2.572%29.92921
Filings
Tranche Comments
K1: Registration: 144K/Qze D; Q2: Registration: 144U/Lur B; N: Registration: 144A/Rfr I; Y: Registration: 144V/Yeh X; U: Registration: 144F/Obf L; X: Registration: 144J/Qwf Q; A: Registration: 144C/Fvs K; X: Registration: 144Z/Yxt Y; F: Registration: 144X/Tfs M;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZETE80.2008.94--WFZZZGG+--HngfmGiciu310-3203004.74%4.774%746.25142
VNUX3.7196.53--JAU (Y)C---------Retained
EUOK86.6953.67--VLTT (H)QQ---GfmjfYgogg145-1501403.16%3.170%26.89641
ZUQO24.1953.85--KJBBB (Y)LLL--NpmuhIdizj210-2202003.76%3.772%73.23098
RLLF958.1402.21--ZZZAAAGGG--GzllsRchhs110-1151052.71%2.699%14.66464
SNIN45.7911.44--JGYYPP--------Retained
UXKT87.2428.64--NRP (H)B---TikiiOgxhc160-1701503.27%3.272%38.95624
VMCR16.4583.98--LUVV (P)SS---------Retained
Filings
Tranche Comments
R: First Pay: 2019-12-15; Registration: 144W/Qsy L; E: First Pay: 2019-12-15; Registration: 144I/Ddb T; U: First Pay: 2019-12-15; Registration: 144Z/Fpu M; Z: First Pay: 2019-12-15; Registration: 144L/Gwg Q; Z: First Pay: 2019-12-15; Registration: 144E/Jas A; V: First Pay: 2019-12-15; Registration: 144Y/Uel E; V: First Pay: 2019-12-15; Registration: 144L/Pxt C; S: First Pay: 2019-12-15; Registration: 144O/Jzo C;
Deal Comments
WZT yg 0 DYY gx vyvv/gx jygacygo. 10% vvtyy-ao vyvv.
# of Loans
932
# of Properties
3957
Top 10 Loans %
37.4%
WA Maturity LTV
61.7%
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZFYS3.7799.47--BB-VV---------Retained
GFLH1.9629.49--XU-O---------Retained
EFOK38.5606.63--SL-WWW46.56%-NinlqTzeqd250-2652254.22%4.236%69.67644
SIEO95.9826.17--QF-GK--------Retained
VMCJ63.4394.82--VN-FF-65.28%-LqsnqXnxqb150-1551453.42%3.433%34.93592
FBXI367.8594.20--SSS-ZZZ53.26%-UtwyiBtvcv105-1101002.84%2.831%32.80733
RRWQ80.9601.37--FU-H-14.40%-CowhnNfqva180-1901703.68%3.686%12.72114
DOIQ6.8353.99--TI-WW+5.70%-EvkwcBgjia375-3903405.39%5.386%67.47274
Filings
Tranche Comments
F: First Pay: 2019-08-15; Registration: 144A Spks; V: First Pay: 2019-08-15; Registration: 144H Kndp; R: First Pay: 2019-08-15; Registration: 144C Rgnt; E: First Pay: 2019-08-15; Registration: 144Z Ghhg; D: First Pay: 2019-08-15; Registration: 144U Xiom; Z: First Pay: 2019-08-15; Registration: 144T Nmjf; G: First Pay: 2019-08-15; Registration: 144W Usdh; S: First Pay: 2019-08-15; Registration: 144P Bwit;

B&I

BWICS & Inventory

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TRACE

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Research