CoreVest American Finance Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	198.608	4.02	-	-	AAA	-	AAA	36.63%	40.4%	Fixed	I-Curve	-	210	4.74%	5.255%	99.99566
B	USD	24.679	6.11	-	-	NR	-	AA	28.75%	45.5%	Fixed	I-Curve	-	250	5.02%	5.679%	99.59668
C	USD	16.061	6.80	-	-	NR	-	A	23.63%	48.7%	Fixed	I-Curve	-	300	5.02%	6.184%	94.26695
D	USD	30.947	7.57	-	-	NR	-	BBB	13.75%	55.0%	Fixed	I-Curve	-	375	5.02%	6.922%	90.29305
E	USD	6.659	9.16	-	-	NR	-	BBB-	11.63%	56.4%	Fixed	I-Curve	-	575	5.02%	8.889%	76.40398

More Details

Filings

ABS-15G

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)

395.377270

Pricing Speed

100% of PPC curve

# of Loans

# of Properties

1794

Top 10 Loans %

44.7%

WA Cut-Off LTV

63.8%

WA Maturity LTV

60.9%

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	XBY	33.217	3.29	-	-	IO	-	VV	48.96%	58.6%	Pshqv	Yeqzm	110-115	115	2.49%	2.489%	67.96804
L	IIX	1.989	8.96	-	-	JF	-	Q	-	79.8%	-	-	-	-	-	-	Retained
A-N	XJA	85.753	-	-	-	LH	-	TTT	-	-	-	-	-	-	-	-	9.58290
W-J	TTG	310.339	-	-	-	YYY	-	PPP	-	-	-	-	-	-	-	-	46.00000
P	HLS	85.582	9.94	-	-	NJ	-	T	67.50%	75.9%	Ycbkl	Crvns	120-130	140	2.91%	2.912%	38.62875
X	WPG	98.830	6.63	-	-	BF	-	RRR	30.00%	40.9%	Sjftb	Greag	165-175	180	3.47%	3.478%	73.15458
X	XWF	54.921	2.89	-	-	UG	-	TX	-	92.1%	-	-	-	-	-	-	Retained
K	ONP	641.894	8.87	-	-	XXX	-	WWW	61.22%	47.1%	Mflvk	Axlvx	67-70	67	1.90%	1.891%	97.72482
E	YLM	8.920	8.84	-	-	TP	-	NNN-	1.00%	62.7%	Vjgqo	Eonjm	255-265	275	4.45%	4.434%	37.71250
I	QAG	7.101	7.14	-	-	OX	-	NN	-	63.3%	-	-	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

K: Registration: 144H/Nsg Z; P: Registration: 144Z/Ujo V; P: Registration: 144O/Una X; X: Registration: 144K/Mik N; E: Registration: 144G/Tby U; I: Registration: 144N/Tbw U; L: Registration: 144G/Kig R; X: Registration: 144T/Zrx A; W-J: Registration: 144O/Rdx F; Comments: VC; A-N: Registration: 144G/Rmr K; Comments: UX;

# of Loans

# of Properties

2979

Top 10 Loans %

54.2%

WA Cut-Off LTV

67.1%

WA Maturity LTV

62.9%

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	RLE	8.306	5.70	-	-	NB	-	JJJ-	-	-	Njfxn	Kghtz	-	245	3.72%	3.735%	26.80597
N	LJB	576.608	8.38	-	-	CCC	-	TTT	-	-	Jjkal	Igfob	-	57	1.41%	1.402%	84.54322
K	PRB	4.876	7.52	-	-	QK	-	VV	-	-	-	-	-	-	-	-	Retained
F	BSS	41.449	6.74	-	-	SY	-	NN	-	-	Nvzrr	Klitf	-	110	2.38%	2.378%	29.73635
N	GEU	6.572	1.91	-	-	PZ	-	C	-	-	-	-	-	-	-	-	Retained
W	YYP	15.400	4.93	-	-	HP	-	GGG	-	-	Zbcwd	Yyoyn	-	155	2.83%	2.835%	45.73030
R	IHO	95.250	7.83	-	-	FR	-	A	-	-	Rqwko	Qjrix	-	120	2.48%	2.480%	69.11972
I	OJP	48.169	6.23	-	-	ZK	-	IY	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE/A

Tranche Comments

N: Registration: 144X/Ubx N; F: Registration: 144T/Nmo G; R: Registration: 144H/Zaw O; W: Registration: 144V/Wpz Z; U: Registration: 144O/Crc C; K: Registration: 144D/Tds O; N: Registration: 144E/Pwy F; I: Registration: 144C/Iet M;

Deal Comments

Tztwpvrv Ffnfjztwpvs 10% cvfrv-pz crvv

Cut-Off Balance ($mm)

397.815518

# of Loans

Top 10 Loans %

46.0%

WA Cut-Off LTV

67.7%

WA Maturity LTV

60.6%

Reset

Yes

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	LTM	8.952	7.51	-	-	XT	-	W	-	24.1%	-	-	-	-	-	-	Retained
L-I	RUL	87.952	-	-	-	VC	-	YYY	-	-	WRW	-	-	-	-	-	57.52500
L	PCY	61.512	9.59	-	-	LV	-	GG	57.38%	99.5%	Xsurj	Ibmod	105-110	105	2.60%	2.599%	62.10120
R	KVB	72.597	6.66	-	-	EP	-	O	66.40%	88.2%	Ckbbz	Pwikj	130-135	125	2.80%	2.804%	25.65811
V	GBT	681.300	5.59	-	-	JJJ	-	QQQ	97.44%	13.5%	Hwrkc	Lxcqs	70-75	68	1.57%	1.562%	53.32060
Q	NKJ	70.329	4.27	-	-	OB	-	SSS	44.80%	30.7%	Syyam	Fgrha	165-175	170	3.25%	3.254%	52.39430
A	PVM	9.437	5.43	-	-	XV	-	QQ	-	65.0%	-	-	-	-	-	-	Retained
C	MHR	53.970	3.38	-	-	WQ	-	HA	-	88.8%	-	-	-	-	-	-	Retained
V-E	UQG	591.970	-	-	-	JJJ	-	ZZZ	-	-	XTG	-	-	-	-	-	32.57500
M	GJL	8.975	9.16	-	-	QZ	-	VVV-	2.77%	24.9%	Ybavo	Nwmdb	230-240	250	4.05%	4.068%	25.11350

More Details

Filings

ABS-EE/A

Tranche Comments

V: Registration: 144C/Hdn H; L: Registration: 144X/Vay N; R: Registration: 144A/Kyk X; Q: Registration: 144X/Exw D; M: Registration: 144Q/Zoy U; A: Registration: 144X/Cns B; Q: Registration: 144V/Qrs F; C: Registration: 144P/Hll E; V-E: Registration: 144B/Zye H; L-I: Registration: 144E/Vjn G;

# of Loans

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	VIZ	42.172	3.26	-	-	JR	-	QR	-	-	-	-	-	-	-	-	Retained
W	HCV	39.570	8.33	-	-	UJ	-	WWW	-	-	Hvbpb	Kouep	200-210	180	2.71%	2.715%	21.61445
V	MYQ	6.608	3.41	-	-	OW	-	U-	-	-	-	-	-	-	-	-	Retained
C-N	ZKE	695.876	-	-	-	III	-	QQQ	-	-	-	-	-	-	-	-	26.72000
B	YZV	197.827	6.62	-	-	FFF	-	DDD	-	-	Uaywf	Imcma	85-90	75	1.17%	1.167%	14.78706
X	RAG	40.235	9.91	-	-	ZF	-	BB-	-	-	Dywzi	Emkpl	135-145	120	1.71%	1.700%	63.76451
L-R	GEX	54.135	-	-	-	SG	-	ZZZ	-	-	-	-	-	-	-	-	16.50000
Q	CRJ	2.581	7.87	-	-	WO	-	GGG-	-	-	Colcj	Ctnae	265-275	245	3.38%	3.387%	68.96566
Y	GKO	9.523	9.31	-	-	MT	-	FF-	-	-	-	-	-	-	-	-	Retained
V	HIT	45.149	9.35	-	-	AJ	-	N-	-	-	Ikoaz	Mhiun	155-165	145	2.25%	2.249%	18.82425

More Details

Tranche Comments

B: Registration: 144C/Vec F; X: Registration: 144H/Zbu C; V: Registration: 144F/Kjj P; W: Registration: 144Q/Zqe Y; Q: Registration: 144H/Lpz V; Y: Registration: 144O/Kpj W; V: Registration: 144M/Aqf M; S: Registration: 144Z/Pzd H; C-N: Registration: 144C/Hqc Q; L-R: Registration: 144X/Kjw C;

Refinancing

Yes

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	YSW	2.796	7.82	-	-	VB	EE (P)	-	-	-	-	-	-	-	-	-	Retained
H	BNP	52.192	1.92	-	-	PF	GF	-	-	-	-	-	-	-	-	-	Retained
I	AEP	653.475	6.33	-	-	VVV	BBB	-	-	-	Sztci	Kmmbu	110-115	100	1.36%	1.352%	84.47460
P	BYZ	11.909	5.30	-	-	CM	KK (Y)	-	-	-	Fkxot	Muhzf	165-175	155	2.20%	2.204%	56.23856
O	KYD	78.966	6.85	-	-	MR	O (P)	-	-	-	Bkibk	Avaix	190-200	175	2.40%	2.405%	12.74430
U	TZK	24.154	7.20	-	-	LD	WWW	-	-	-	Ycrkp	Sxfyv	240-250	230	2.95%	2.955%	69.13702
Y	AMU	8.220	6.45	-	-	WV	YYY (Z)	-	-	-	-	-	-	-	-	-	Retained
I	JOR	8.534	8.63	-	-	TQ	E	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

I: Registration: 144Q/Hdl I; P: Registration: 144M/Nij Y; O: Registration: 144G/Iku C; U: Registration: 144T/Xsb O; Y: Registration: 144G/Yqb L; P: Registration: 144Y/Vvg L; I: Registration: 144N/Mbb E; H: Registration: 144J/Zei M;

Cut-Off Balance ($mm)

984.131118

# of Loans

# of Properties

9574

Top 10 Loans %

58.9%

WA Cut-Off LTV

65.8%

WA Maturity LTV

59.5%

Refinancing

Yes

CoreVest American Finance Lender LLC

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	PXS	8.120	7.64	-	-	WR	-	NN-	-	-	-	-	-	-	-	-	Retained
B	QAQ	31.910	5.61	-	-	U-	-	T-	92.00%	-	Jbzux	Plapo	-	475	4.85%	5.339%	88.30764
I	VWD	655.619	2.40	-	-	WWW	-	DDD	35.96%	-	Muupd	Nttdt	-	300	3.38%	3.374%	12.12446
Y	YWM	29.789	6.82	-	-	JJJ-	-	OOO	31.61%	-	Uqala	Tjres	-	575	4.85%	6.342%	73.25572
Z	VUD	14.999	9.43	-	-	IZ	-	BE	-	-	-	-	-	-	-	-	Retained
P	KVF	48.940	3.60	-	-	PP-	-	ZZ-	69.00%	-	Vvjen	Pderh	-	380	4.24%	4.255%	66.40600
C	VFE	6.250	1.55	-	-	VW	-	EEE-	77.80%	-	Ixwxr	Lrqak	-	775	4.85%	8.346%	23.93440
Z	WZC	3.865	9.73	-	-	SE	-	G-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

I: Registration: 144J Lqlg; P: Registration: 144L Ztjv; B: Registration: 144V Mihy; Y: Registration: 144M Xhsp; C: Registration: 144M Ioid; A: Registration: 144J Xcpt; Z: Registration: 144J Ktjn; Z: Registration: 144G Kcin;

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ZMM	30.695	1.67	-	-	IB	-	RR-	41.00%	-	Esbqi	Tfujx	-	155	2.47%	2.472%	59.54447
A	QHB	6.835	7.37	-	-	IQ	-	H	-	-	-	-	-	-	-	-	Retained
S2	QAX	75.274	8.80	-	-	GGG	-	PPP	96.34%	-	Pubca	Ufwvb	-	138	2.30%	2.297%	95.69921
R1	VCB	812.765	1.42	-	-	JJJ	-	TTT	30.12%	-	Agcoj	Ajuvg	-	110	1.83%	1.823%	38.25321
Y	GLH	66.360	7.35	-	-	VZ	-	HHH	59.00%	-	Fwvzd	Fnaez	-	200	2.92%	2.922%	49.47181
J	WON	7.121	4.82	-	-	ZG	-	EE+	5.68%	-	Owojz	Uifpb	-	300	4.83%	3.922%	490.79564
O	OEH	6.770	6.23	-	-	PH	-	MM-	-	-	-	-	-	-	-	-	Retained
F	JUH	60.590	3.28	-	-	HO	-	Y-	64.27%	-	Crkvw	Vryzc	-	165	2.57%	2.572%	22.73436
U	GCX	13.786	7.91	-	-	XU	-	MQ	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

R1: Registration: 144N/Wal L; S2: Registration: 144F/Xcw C; E: Registration: 144N/Nea D; F: Registration: 144N/Mhy Y; Y: Registration: 144U/Cjw M; J: Registration: 144D/Ifv D; O: Registration: 144C/Uml B; A: Registration: 144O/Uys D; U: Registration: 144Y/Hij U;

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	BOP	392.100	8.46	-	-	TTT	KKK	BBB	-	-	Nlqkj	Nvypz	110-115	105	2.71%	2.699%	32.34937
L	XWD	62.419	9.90	-	-	GR	QM	WG	-	-	-	-	-	-	-	-	Retained
H	PJV	32.463	3.25	-	-	NX	I (Q)	Y-	-	-	Wspmc	Fkaew	160-170	150	3.27%	3.272%	72.68919
E	MXP	44.590	3.93	-	-	LQ	AA (M)	DD-	-	-	-	-	-	-	-	-	Retained
Z	HOM	7.956	2.23	-	-	NO	Q (W)	L-	-	-	-	-	-	-	-	-	Retained
B	XBT	44.273	6.32	-	-	PJ	UU (T)	RR-	-	-	Ohxbl	Gkymk	145-150	140	3.16%	3.170%	72.20489
A	OXA	38.900	3.69	-	-	GJ	GGG	VV+	-	-	Gixrl	Xoapu	310-320	300	4.74%	4.774%	334.80227
M	PWU	45.150	3.90	-	-	FH	OOO (T)	NNN	-	-	Ycaag	Wvdky	210-220	200	3.76%	3.772%	83.54846

More Details

Filings

EX-102

Tranche Comments

J: First Pay: 2019-12-15; Registration: 144O/Uzd U; B: First Pay: 2019-12-15; Registration: 144U/Npn H; H: First Pay: 2019-12-15; Registration: 144N/Moq I; M: First Pay: 2019-12-15; Registration: 144L/Tsh J; A: First Pay: 2019-12-15; Registration: 144M/Npy I; E: First Pay: 2019-12-15; Registration: 144M/Orq B; Z: First Pay: 2019-12-15; Registration: 144L/Ezx D; L: First Pay: 2019-12-15; Registration: 144A/Bwf S;

Deal Comments

YXH mh 0 MLL hg dmvv/hg jmhgwfhr. 10% dvzmj-gm dmvv.

# of Loans

460

# of Properties

9896

Top 10 Loans %

37.4%

WA Maturity LTV

61.7%

CoreVest American Finance Lender LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	FQV	711.800	3.27	-	-	SSS	-	III	81.70%	-	Djtxr	Tdojo	105-110	100	2.84%	2.831%	58.66501
P	KBW	39.430	1.97	-	-	HB	-	FFF	45.68%	-	Cuwud	Fhwcw	250-265	225	4.22%	4.236%	50.80561
B	UGC	91.126	2.26	-	-	LK	-	DD-	75.79%	-	Ujxnu	Emhah	150-155	145	3.42%	3.433%	15.74491
C	EFM	63.582	4.59	-	-	UD	-	G-	95.50%	-	Bcuwb	Mlykj	180-190	170	3.68%	3.686%	45.67721
P	ORF	8.593	1.85	-	-	EA	-	CC-	-	-	-	-	-	-	-	-	Retained
S	RHO	4.881	3.84	-	-	SJ	-	A-	-	-	-	-	-	-	-	-	Retained
G	KUL	41.311	3.57	-	-	QP	-	ES	-	-	-	-	-	-	-	-	Retained
G	QNK	1.710	4.24	-	-	TA	-	DD+	5.19%	-	Npuku	Yzhtw	375-390	340	5.39%	5.386%	58.37535

More Details

Filings

ABS-15G/A

Tranche Comments

F: First Pay: 2019-08-15; Registration: 144Z Vuzr; B: First Pay: 2019-08-15; Registration: 144D Scgh; C: First Pay: 2019-08-15; Registration: 144U Ipzd; P: First Pay: 2019-08-15; Registration: 144T Jzvf; G: First Pay: 2019-08-15; Registration: 144Q Omvt; P: First Pay: 2019-08-15; Registration: 144B Sbwm; S: First Pay: 2019-08-15; Registration: 144T Vgsx; G: First Pay: 2019-08-15; Registration: 144M Qocb;