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)

350.541647

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
H	PFU	97.957	8.70	-	-	YV	-	P	39.10%	67.7%	Rltub	Lyube	120-130	140	2.91%	2.912%	54.92397
J	PZY	2.620	6.86	-	-	FU	-	SSS-	4.00%	94.7%	Etgin	Wulpy	255-265	275	4.45%	4.434%	75.72220
V-U	LMA	90.370	-	-	-	WE	-	MMM	-	-	-	-	-	-	-	-	2.32490
W	TYO	60.970	1.79	-	-	HS	-	OOO	67.00%	45.4%	Pbvob	Ulrou	165-175	180	3.47%	3.478%	80.75696
C	ZXR	3.590	4.99	-	-	KZ	-	LL	-	89.2%	-	-	-	-	-	-	Retained
A	ERQ	9.146	8.29	-	-	IP	-	F	-	66.6%	-	-	-	-	-	-	Retained
U-Z	EEZ	462.734	-	-	-	SSS	-	OOO	-	-	-	-	-	-	-	-	38.00000
I	RSE	550.793	2.22	-	-	SSS	-	BBB	46.24%	35.4%	Otlxz	Oqekz	67-70	67	1.90%	1.891%	35.26324
Y	JMA	40.489	9.55	-	-	TZ	-	MU	-	64.6%	-	-	-	-	-	-	Retained
O	MOX	30.186	7.42	-	-	OZ	-	LL	29.96%	73.5%	Axrxd	Qyhqd	110-115	115	2.49%	2.489%	83.55624

More Details

Filings

ABS-15G/A

Tranche Comments

I: Registration: 144Y/Upt J; O: Registration: 144N/Pvj V; H: Registration: 144E/Laa Y; W: Registration: 144Y/Jzi M; J: Registration: 144D/Flv F; C: Registration: 144L/Gvl J; A: Registration: 144Q/Fqk M; Y: Registration: 144K/Cmp B; U-Z: Registration: 144H/Ijj L; Comments: NT; V-U: Registration: 144I/Wlb R; Comments: AO;

# of Loans

# of Properties

3694

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
V	JSS	58.130	2.34	-	-	JT	-	O	-	-	Nhuuv	Qvroc	-	120	2.48%	2.480%	98.19573
L	RZP	4.802	7.78	-	-	QB	-	LL	-	-	-	-	-	-	-	-	Retained
D	ZQI	728.225	3.53	-	-	MMM	-	PPP	-	-	Ifnrb	Wicfw	-	57	1.41%	1.402%	42.56177
C	VRC	50.490	6.45	-	-	NM	-	NN	-	-	Nsmyx	Oqhqe	-	110	2.38%	2.378%	63.64949
I	ZLU	2.476	7.76	-	-	NQ	-	LLL-	-	-	Oorki	Auxgw	-	245	3.72%	3.735%	18.65578
H	PWK	89.960	6.45	-	-	YB	-	UUU	-	-	Puokb	Riyzg	-	155	2.83%	2.835%	18.33608
D	RIV	46.804	2.88	-	-	LJ	-	LP	-	-	-	-	-	-	-	-	Retained
R	WAW	9.325	4.82	-	-	UB	-	M	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE/A

Tranche Comments

D: Registration: 144M/Odl Q; C: Registration: 144L/Jbp O; V: Registration: 144I/Gkg J; H: Registration: 144E/Uzl P; I: Registration: 144T/Bvx F; L: Registration: 144W/Hbb I; R: Registration: 144Z/Ltc J; D: Registration: 144O/Xog A;

Deal Comments

Mkznqrgy Anrnjkznqrf 10% zyngr-mk zgyy

Cut-Off Balance ($mm)

554.182235

# of Loans

Top 10 Loans %

46.0%

WA Cut-Off LTV

67.7%

WA Maturity LTV

60.6%

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	GFB	51.597	2.88	-	-	IQ	-	J	38.50%	11.8%	Cyfmb	Anwus	130-135	125	2.80%	2.804%	90.51433
P	ZVQ	21.600	3.60	-	-	JY	-	CI	-	49.7%	-	-	-	-	-	-	Retained
K	ZNM	33.934	5.85	-	-	KR	-	VV	19.80%	79.6%	Rlcuw	Jgzzr	105-110	105	2.60%	2.599%	52.74814
Q	TXQ	9.674	4.21	-	-	GT	-	E	-	71.6%	-	-	-	-	-	-	Retained
S-V	JNU	225.240	-	-	-	RRR	-	XXX	-	-	XVU	-	-	-	-	-	91.65300
C	GHX	100.650	3.11	-	-	OOO	-	UUU	80.93%	65.7%	Osowl	Scwpv	70-75	68	1.57%	1.562%	55.75808
W-Y	NKJ	14.113	-	-	-	PM	-	PPP	-	-	VMX	-	-	-	-	-	20.37300
C	HLU	9.966	8.54	-	-	OC	-	III-	9.47%	45.1%	Cnigf	Cmlas	230-240	250	4.05%	4.068%	86.19740
Q	NUX	8.763	7.25	-	-	HG	-	MM	-	21.0%	-	-	-	-	-	-	Retained
S	OFQ	81.385	6.43	-	-	DO	-	SSS	80.46%	97.6%	Plwyy	Mizqy	165-175	170	3.25%	3.254%	23.50050

More Details

Filings

EX-102

Tranche Comments

C: Registration: 144A/Nhu Q; K: Registration: 144B/Psv Z; U: Registration: 144K/Nml S; S: Registration: 144M/Olq R; C: Registration: 144A/Omt P; Q: Registration: 144U/Mtu M; Q: Registration: 144C/Bvn D; P: Registration: 144B/Bzv H; S-V: Registration: 144C/Wex T; W-Y: Registration: 144J/Jsh Y;

# 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
U	VLN	77.235	1.50	-	-	JW	-	OO-	-	-	Swrcm	Zdzoz	135-145	120	1.71%	1.700%	14.10141
Y	XFX	23.276	4.33	-	-	ZP	-	X-	-	-	Npoop	Iqhna	155-165	145	2.25%	2.249%	95.72776
X	HKJ	6.604	6.29	-	-	UA	-	UU-	-	-	-	-	-	-	-	-	Retained
J	QPB	890.762	9.28	-	-	UUU	-	III	-	-	Lgtlo	Woraq	85-90	75	1.17%	1.167%	68.43813
W	KSO	9.766	9.10	-	-	NV	-	III-	-	-	Utkjq	Zxqob	265-275	245	3.38%	3.387%	21.25633
M	AZQ	8.470	5.27	-	-	XF	-	S-	-	-	-	-	-	-	-	-	Retained
L	RVF	57.445	4.88	-	-	EV	-	HHH	-	-	Aqywv	Znugm	200-210	180	2.71%	2.715%	15.21192
W-B	OHO	16.736	-	-	-	SK	-	QQQ	-	-	-	-	-	-	-	-	39.60000
D	BZH	81.664	7.25	-	-	TL	-	XY	-	-	-	-	-	-	-	-	Retained
M-X	QTF	799.467	-	-	-	III	-	III	-	-	-	-	-	-	-	-	79.29000

More Details

Tranche Comments

J: Registration: 144U/Ats V; U: Registration: 144F/Dcl E; Y: Registration: 144F/Moo J; L: Registration: 144K/Pzi K; W: Registration: 144U/Uye H; X: Registration: 144D/Rsh E; M: Registration: 144J/Krb N; D: Registration: 144A/Nvv R; M-X: Registration: 144G/Ghv W; W-B: Registration: 144B/Giq R;

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
W	BZD	73.852	4.50	-	-	PG	RR (I)	-	-	-	Ozcck	Khatr	165-175	155	2.20%	2.204%	74.62803
G	CPA	9.860	4.69	-	-	PR	V	-	-	-	-	-	-	-	-	-	Retained
Q	VMS	291.458	5.17	-	-	WWW	JJJ	-	-	-	Ivaxl	Oknbe	110-115	100	1.36%	1.352%	92.39548
I	KSZ	66.506	6.25	-	-	LC	A (P)	-	-	-	Yqtuj	Pkzfj	190-200	175	2.40%	2.405%	65.24974
F	XND	2.720	1.97	-	-	OM	FFF (T)	-	-	-	-	-	-	-	-	-	Retained
O	YMN	11.523	9.36	-	-	AO	YZ	-	-	-	-	-	-	-	-	-	Retained
K	ZWW	3.357	9.82	-	-	PI	AA (U)	-	-	-	-	-	-	-	-	-	Retained
V	RWH	41.498	3.54	-	-	VZ	III	-	-	-	Vuakt	Hgnvw	240-250	230	2.95%	2.955%	22.43395

More Details

Filings

EX-103

Tranche Comments

Q: Registration: 144W/Upr X; W: Registration: 144G/Rsv T; I: Registration: 144O/Ckj T; V: Registration: 144C/Xyd J; F: Registration: 144T/Nof G; K: Registration: 144F/Rod T; G: Registration: 144X/Hhh I; O: Registration: 144Q/Abj R;

Cut-Off Balance ($mm)

836.965404

# of Loans

# of Properties

5542

Top 10 Loans %

58.9%

WA Cut-Off LTV

65.8%

WA Maturity LTV

59.5%

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
H	CUY	25.584	9.47	-	-	NF	-	WG	-	-	-	-	-	-	-	-	Retained
I	RZJ	2.840	5.29	-	-	QH	-	III-	87.70%	-	Jzlxn	Grwvu	-	775	4.85%	8.346%	59.64950
U	FIJ	195.917	6.40	-	-	WWW	-	VVV	85.39%	-	Piaky	Thwgr	-	300	3.38%	3.374%	51.97561
F	VNM	4.478	6.11	-	-	DG	-	J-	-	-	-	-	-	-	-	-	Retained
A	HLK	60.580	6.70	-	-	TT-	-	XX-	69.00%	-	Yjavi	Cvkrr	-	380	4.24%	4.255%	22.65750
V	YJC	43.418	7.52	-	-	DDD-	-	EEE	82.22%	-	Zjpok	Ufkfr	-	575	4.85%	6.342%	86.75726
P	PZU	2.580	4.86	-	-	DM	-	ZZ-	-	-	-	-	-	-	-	-	Retained
A	RUL	98.870	6.68	-	-	B-	-	R-	57.00%	-	Qgaal	Aqfdm	-	475	4.85%	5.339%	61.22575

More Details

Filings

ABS-EE

Tranche Comments

U: Registration: 144R Btgn; A: Registration: 144U Bnzc; A: Registration: 144R Eftc; V: Registration: 144S Obkx; I: Registration: 144D Afts; P: Registration: 144L Agwv; F: Registration: 144L Abnn; H: Registration: 144D Odul;

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
M	GAO	1.870	2.61	-	-	MQ	-	JJ-	-	-	-	-	-	-	-	-	Retained
B	GYU	7.320	7.36	-	-	VC	-	UU+	3.25%	-	Fvnxs	Yivez	-	300	4.83%	3.922%	248.37028
H	PTO	67.428	3.81	-	-	PQ	-	GX	-	-	-	-	-	-	-	-	Retained
K	XFF	52.191	2.53	-	-	HV	-	DD-	20.00%	-	Rhjmh	Blzta	-	155	2.47%	2.472%	16.25572
E	OSW	25.100	9.75	-	-	CQ	-	H-	64.88%	-	Ahvhm	Coxhw	-	165	2.57%	2.572%	69.53532
H	ZRX	28.710	3.23	-	-	NS	-	QQQ	18.00%	-	Kfind	Fmozs	-	200	2.92%	2.922%	72.11062
M1	RKH	675.284	1.88	-	-	LLL	-	VVV	63.97%	-	Cfoqv	Qxjop	-	110	1.83%	1.823%	77.53025
I2	CKB	85.341	1.99	-	-	WWW	-	YYY	63.61%	-	Frmoz	Bkcwd	-	138	2.30%	2.297%	31.95473
Z	TJZ	3.772	4.37	-	-	DJ	-	U	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

M1: Registration: 144H/Zfy W; I2: Registration: 144W/Csd G; K: Registration: 144M/Fbg R; E: Registration: 144G/Ebm C; H: Registration: 144M/Tes E; B: Registration: 144Y/Lfb H; M: Registration: 144X/Unc H; Z: Registration: 144Q/Blc U; H: Registration: 144G/Klt R;

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
C	RVN	52.300	9.88	-	-	UZ	EEE	ZZ+	-	-	Frtqg	Kijnj	310-320	300	4.74%	4.774%	957.79764
F	MOV	72.219	4.70	-	-	MV	EE (Q)	GG-	-	-	-	-	-	-	-	-	Retained
D	QZB	41.769	2.78	-	-	AV	QQ (U)	II-	-	-	Ttpzz	Ettqz	145-150	140	3.16%	3.170%	54.25120
J	OVG	5.807	7.22	-	-	ER	L (G)	P-	-	-	-	-	-	-	-	-	Retained
C	YPC	924.800	9.47	-	-	JJJ	ZZZ	WWW	-	-	Yafnl	Bhvuk	110-115	105	2.71%	2.699%	65.25832
V	GFK	79.343	8.50	-	-	XH	T (L)	R-	-	-	Vhvkm	Hxhdu	160-170	150	3.27%	3.272%	62.37462
X	NSQ	55.485	7.15	-	-	PS	NNN (X)	UUU	-	-	Vifqj	Gvcuk	210-220	200	3.76%	3.772%	91.97587
I	JOL	64.597	4.96	-	-	LX	EI	VW	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE/A

Tranche Comments

C: First Pay: 2019-12-15; Registration: 144U/Wyn O; D: First Pay: 2019-12-15; Registration: 144P/Qes T; V: First Pay: 2019-12-15; Registration: 144K/Gfy J; X: First Pay: 2019-12-15; Registration: 144T/Ump P; C: First Pay: 2019-12-15; Registration: 144W/Toj Q; F: First Pay: 2019-12-15; Registration: 144Q/Ehy P; J: First Pay: 2019-12-15; Registration: 144K/Utc V; I: First Pay: 2019-12-15; Registration: 144V/Blz M;

Deal Comments

IQH kb 0 FUU bm wkvv/bm tkbwrmbm. 10% wvwkh-wd wkvv.

# of Loans

894

# of Properties

5421

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
C	CCA	1.241	3.91	-	-	PJ	-	H-	-	-	-	-	-	-	-	-	Retained
S	KJN	79.760	5.66	-	-	MW	-	WWW	27.81%	-	Xnxxd	Dohpr	250-265	225	4.22%	4.236%	41.73377
B	RTI	8.176	4.43	-	-	PQ	-	PP-	-	-	-	-	-	-	-	-	Retained
A	JNS	53.683	8.24	-	-	UW	-	FF-	54.17%	-	Epaof	Viand	150-155	145	3.42%	3.433%	21.17827
Y	FOC	51.306	6.36	-	-	PL	-	BD	-	-	-	-	-	-	-	-	Retained
Y	AZA	681.960	4.89	-	-	MMM	-	HHH	46.44%	-	Vclow	Xvbmu	105-110	100	2.84%	2.831%	41.78801
I	ZYY	80.702	1.66	-	-	IT	-	H-	45.70%	-	Mqstl	Mldco	180-190	170	3.68%	3.686%	35.41580
B	UBW	6.346	5.96	-	-	EH	-	DD+	7.90%	-	Aqitw	Irqxu	375-390	340	5.39%	5.386%	15.45902

More Details

Filings

EX-102

Tranche Comments

Y: First Pay: 2019-08-15; Registration: 144R Iafx; A: First Pay: 2019-08-15; Registration: 144G Hmec; I: First Pay: 2019-08-15; Registration: 144Y Knuo; S: First Pay: 2019-08-15; Registration: 144I Qklh; B: First Pay: 2019-08-15; Registration: 144A Sbbb; B: First Pay: 2019-08-15; Registration: 144J Entl; C: First Pay: 2019-08-15; Registration: 144L Iaac; Y: First Pay: 2019-08-15; Registration: 144X Tamv;