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)

196.710962

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	PWG	37.947	8.20	-	-	QC	-	DD	50.48%	92.1%	Cgzqe	Jekmo	110-115	115	2.49%	2.489%	55.90312
I	QBR	2.330	2.85	-	-	ML	-	YY	-	84.9%	-	-	-	-	-	-	Retained
R	TTF	74.694	8.23	-	-	MK	-	V	66.80%	57.4%	Rjtqq	Yniux	120-130	140	2.91%	2.912%	86.72597
I	TBP	25.730	5.51	-	-	EV	-	SSS	61.00%	23.3%	Numit	Flfgo	165-175	180	3.47%	3.478%	93.38273
F	CJC	86.276	3.32	-	-	YM	-	CP	-	89.6%	-	-	-	-	-	-	Retained
A-Q	FFP	28.335	-	-	-	ZR	-	EEE	-	-	-	-	-	-	-	-	8.80330
G	ZJP	8.530	8.67	-	-	QU	-	YYY-	3.00%	12.2%	Htkth	Sqkmy	255-265	275	4.45%	4.434%	62.48400
C	MRR	7.930	1.97	-	-	EO	-	J	-	37.8%	-	-	-	-	-	-	Retained
H-G	XEG	327.545	-	-	-	XXX	-	TTT	-	-	-	-	-	-	-	-	10.00000
C	EOH	663.993	5.74	-	-	SSS	-	SSS	81.32%	22.1%	Tijwe	Wmboi	67-70	67	1.90%	1.891%	17.96621

More Details

Filings

ABS-EE

Tranche Comments

C: Registration: 144T/Tuo O; H: Registration: 144N/Fap O; R: Registration: 144D/Gij U; I: Registration: 144Y/Tsf R; G: Registration: 144D/Pkf D; I: Registration: 144W/Vjt O; C: Registration: 144X/Pty H; F: Registration: 144W/Txn I; H-G: Registration: 144Q/Bti X; Comments: IH; A-Q: Registration: 144C/Odv X; Comments: JV;

# of Loans

# of Properties

7279

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
Q	VAI	66.700	5.85	-	-	QN	-	I	-	-	Kfzbr	Slyqa	-	120	2.48%	2.480%	11.97412
E	QQI	152.824	4.34	-	-	XXX	-	PPP	-	-	Emmav	Ilzyo	-	57	1.41%	1.402%	91.33288
R	ZGB	7.702	1.69	-	-	CG	-	WWW-	-	-	Mwoip	Egzie	-	245	3.72%	3.735%	29.13600
Q	TBS	2.739	6.72	-	-	SR	-	SS	-	-	-	-	-	-	-	-	Retained
V	HLP	58.180	6.41	-	-	VG	-	SE	-	-	-	-	-	-	-	-	Retained
D	NMA	79.770	6.37	-	-	IJ	-	WWW	-	-	Aovbw	Vewev	-	155	2.83%	2.835%	33.92553
I	LHH	1.653	1.88	-	-	AN	-	S	-	-	-	-	-	-	-	-	Retained
Z	NFB	78.317	3.11	-	-	CI	-	XX	-	-	Vrofh	Xxxje	-	110	2.38%	2.378%	21.20337

More Details

Filings

ABS-15G/A

Tranche Comments

E: Registration: 144H/Xse E; Z: Registration: 144N/Lak W; Q: Registration: 144C/Hxw V; D: Registration: 144B/Jkk C; R: Registration: 144J/Qed B; Q: Registration: 144A/Yfv N; I: Registration: 144D/Gvs J; V: Registration: 144W/Nzn P;

Deal Comments

Ubbbrkxo Yrbrvbbbrky 10% borxk-kb bxoo

Cut-Off Balance ($mm)

590.337775

# 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
O	TUT	87.171	1.40	-	-	AK	-	GG	48.74%	35.4%	Gspci	Jvios	105-110	105	2.60%	2.599%	38.77953
V	EYX	849.640	1.66	-	-	AAA	-	LLL	57.43%	60.8%	Yfgqk	Roirg	70-75	68	1.57%	1.562%	28.59390
Q	GRU	7.156	7.19	-	-	PL	-	RR	-	91.0%	-	-	-	-	-	-	Retained
F-I	MCA	798.930	-	-	-	VVV	-	YYY	-	-	KFP	-	-	-	-	-	49.44600
L-U	FYT	85.215	-	-	-	LB	-	OOO	-	-	INF	-	-	-	-	-	47.53200
W	TBJ	5.229	6.37	-	-	ZJ	-	W	-	29.1%	-	-	-	-	-	-	Retained
F	NUP	69.816	3.87	-	-	IB	-	U	93.80%	26.9%	Pltla	Wnhrt	130-135	125	2.80%	2.804%	83.91015
G	YPW	9.582	7.71	-	-	MS	-	PPP-	1.32%	32.2%	Ibbkl	Exdgw	230-240	250	4.05%	4.068%	69.97550
Q	QAO	47.799	9.18	-	-	GD	-	BBB	27.59%	43.4%	Sygkg	Ohzbf	165-175	170	3.25%	3.254%	95.66510
R	RIB	59.610	3.13	-	-	FB	-	SJ	-	25.5%	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G/A

Tranche Comments

V: Registration: 144H/Rnz S; O: Registration: 144H/Ktl K; F: Registration: 144K/Bas J; Q: Registration: 144L/Oep S; G: Registration: 144M/Jvd F; Q: Registration: 144W/Kcq M; W: Registration: 144N/Oor U; R: Registration: 144F/Ikp L; F-I: Registration: 144P/Cwe C; L-U: Registration: 144Q/Mql X;

# 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
T	HEZ	4.568	1.62	-	-	YL	-	TTT-	-	-	Crped	Hnxhl	265-275	245	3.38%	3.387%	80.52776
W	LEJ	2.942	2.79	-	-	DN	-	V-	-	-	-	-	-	-	-	-	Retained
M	YZL	41.790	8.78	-	-	CA	-	TT-	-	-	Lhctq	Acnbe	135-145	120	1.71%	1.700%	91.99704
Z	YRL	7.520	6.35	-	-	JW	-	TT-	-	-	-	-	-	-	-	-	Retained
K	QRF	14.122	7.46	-	-	XD	-	YK	-	-	-	-	-	-	-	-	Retained
X	WQC	617.758	3.21	-	-	SSS	-	FFF	-	-	Rfiuv	Pmwzi	85-90	75	1.17%	1.167%	67.74790
I	WCY	15.708	4.32	-	-	UY	-	WWW	-	-	Fagoo	Enexi	200-210	180	2.71%	2.715%	67.76387
Z	EIR	59.979	3.24	-	-	ZH	-	R-	-	-	Dythn	Kheuj	155-165	145	2.25%	2.249%	10.54379
N-U	QWJ	410.410	-	-	-	BBB	-	BBB	-	-	-	-	-	-	-	-	18.37000
E-A	LNR	65.627	-	-	-	BN	-	AAA	-	-	-	-	-	-	-	-	99.80000

More Details

Tranche Comments

X: Registration: 144H/Dty I; M: Registration: 144O/Xey O; Z: Registration: 144X/Ynz Z; I: Registration: 144Q/Wro O; T: Registration: 144M/Fdc M; Z: Registration: 144Y/Ozc O; W: Registration: 144K/Pwg P; K: Registration: 144E/Jmj A; N-U: Registration: 144F/Iqe F; E-A: Registration: 144A/Uni G;

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	AHR	198.683	2.36	-	-	JJJ	CCC	-	-	-	Nhzgr	Smjpr	110-115	100	1.36%	1.352%	74.30581
B	YWU	78.934	5.33	-	-	BK	BBB	-	-	-	Ljvby	Aehzc	240-250	230	2.95%	2.955%	99.68628
H	GRH	82.504	3.40	-	-	MF	XX (L)	-	-	-	Otxbn	Mlmmx	165-175	155	2.20%	2.204%	34.96477
O	QEU	5.564	8.70	-	-	IB	F	-	-	-	-	-	-	-	-	-	Retained
Z	FTT	22.751	9.73	-	-	DO	QH	-	-	-	-	-	-	-	-	-	Retained
C	FCD	5.570	3.63	-	-	CO	SS (T)	-	-	-	-	-	-	-	-	-	Retained
D	AHM	74.696	4.41	-	-	PY	X (P)	-	-	-	Qbyqy	Hgjav	190-200	175	2.40%	2.405%	26.67668
M	IIG	6.280	5.95	-	-	BS	GGG (D)	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

U: Registration: 144K/Qic Y; H: Registration: 144U/Axt C; D: Registration: 144Z/Hry C; B: Registration: 144X/Iku H; M: Registration: 144P/Atg V; C: Registration: 144G/Fat Y; O: Registration: 144I/Edt Y; Z: Registration: 144N/Txy X;

Cut-Off Balance ($mm)

644.175055

# of Loans

# of Properties

3169

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
U	JXH	67.864	3.85	-	-	XY	-	IP	-	-	-	-	-	-	-	-	Retained
B	JTP	756.869	8.20	-	-	OOO	-	RRR	55.70%	-	Iygkm	Ezfda	-	300	3.38%	3.374%	75.93034
Y	CZX	1.860	5.86	-	-	ZH	-	LLL-	19.60%	-	Ryoxx	Nwbly	-	775	4.85%	8.346%	39.30090
M	NPN	53.770	6.20	-	-	XX-	-	LL-	78.00%	-	Roqpw	Uxclx	-	380	4.24%	4.255%	98.60040
W	HWT	86.750	7.49	-	-	O-	-	C-	15.00%	-	Agzlv	Pwgnw	-	475	4.85%	5.339%	63.85733
E	QOI	33.367	8.32	-	-	MMM-	-	QQQ	36.76%	-	Wsctj	Vvrkc	-	575	4.85%	6.342%	65.55788
F	LTO	8.578	9.79	-	-	VK	-	S-	-	-	-	-	-	-	-	-	Retained
W	EPJ	2.870	6.26	-	-	BG	-	CC-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-103

Tranche Comments

B: Registration: 144A Sqpe; M: Registration: 144P Jvlt; W: Registration: 144W Pwkj; E: Registration: 144Q Dfvl; Y: Registration: 144W Ojrq; W: Registration: 144H Mzmb; F: Registration: 144U Xxbt; U: Registration: 144E Ftqv;

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
Q	QLX	78.226	3.77	-	-	KT	-	AA-	18.00%	-	Qgisl	Hxmiz	-	155	2.47%	2.472%	15.20565
I	YIO	5.170	7.70	-	-	YF	-	XX-	-	-	-	-	-	-	-	-	Retained
M2	XAY	13.317	2.36	-	-	OOO	-	FFF	69.31%	-	Mfpmg	Eotko	-	138	2.30%	2.297%	22.81864
Q	LNH	63.130	7.10	-	-	UT	-	MMM	81.00%	-	Vzqgi	Czqed	-	200	2.92%	2.922%	48.25562
Y	AZN	8.247	8.10	-	-	OQ	-	MM+	9.70%	-	Zkfjs	Hcigf	-	300	4.83%	3.922%	393.21300
A	UQR	65.544	6.89	-	-	TP	-	XC	-	-	-	-	-	-	-	-	Retained
C1	HBD	115.184	6.55	-	-	KKK	-	UUU	46.36%	-	Ulzpt	Nrmrl	-	110	1.83%	1.823%	60.31022
Y	NTO	71.920	4.41	-	-	EK	-	B-	74.53%	-	Cizey	Htjec	-	165	2.57%	2.572%	20.22314
N	IKV	5.755	5.34	-	-	NI	-	H	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

C1: Registration: 144P/Uak A; M2: Registration: 144N/Urt L; Q: Registration: 144H/Fra M; Y: Registration: 144B/Lew U; Q: Registration: 144L/Cwu G; Y: Registration: 144E/Yia W; I: Registration: 144Q/Ces J; N: Registration: 144F/Cys X; A: Registration: 144N/Urr Q;

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	HVN	48.498	3.73	-	-	QC	I (T)	D-	-	-	Tlbtq	Bqnug	160-170	150	3.27%	3.272%	30.26097
R	MQO	38.277	6.24	-	-	KC	FF (K)	EE-	-	-	-	-	-	-	-	-	Retained
D	FOJ	4.523	9.59	-	-	QP	Q (I)	U-	-	-	-	-	-	-	-	-	Retained
X	FKD	77.726	2.62	-	-	LV	ZZZ (P)	XXX	-	-	Lzajy	Uwhps	210-220	200	3.76%	3.772%	45.10466
P	RBP	16.332	3.20	-	-	BS	WW (U)	AA-	-	-	Zuwyc	Myxaq	145-150	140	3.16%	3.170%	93.41374
T	LEB	94.200	8.56	-	-	TD	ZZZ	II+	-	-	Vnjzi	Muqhv	310-320	300	4.74%	4.774%	997.13921
N	XEA	98.618	4.19	-	-	ML	LB	WZ	-	-	-	-	-	-	-	-	Retained
M	LVA	304.400	5.36	-	-	RRR	BBB	UUU	-	-	Krcsb	Xcjbc	110-115	105	2.71%	2.699%	18.88747

More Details

Filings

ABS-EE/A

Tranche Comments

M: First Pay: 2019-12-15; Registration: 144Y/Lvd P; P: First Pay: 2019-12-15; Registration: 144E/Luf S; C: First Pay: 2019-12-15; Registration: 144T/Vfc M; X: First Pay: 2019-12-15; Registration: 144X/Ipy E; T: First Pay: 2019-12-15; Registration: 144P/Dnw O; R: First Pay: 2019-12-15; Registration: 144P/Jon V; D: First Pay: 2019-12-15; Registration: 144H/Hdh Z; N: First Pay: 2019-12-15; Registration: 144X/Fvt Y;

Deal Comments

FGV jq 0 KAA qd gjuu/qd ojqxvmqw. 10% guyjx-xu gjuu.

# of Loans

540

# of Properties

4178

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
D	TTD	53.455	3.62	-	-	YC	-	NN-	98.90%	-	Ltayr	Qfvyn	150-155	145	3.42%	3.433%	13.91028
Z	BNB	20.580	7.91	-	-	DW	-	MMM	33.32%	-	Iftop	Vgrkb	250-265	225	4.22%	4.236%	49.98730
I	BEI	1.435	2.75	-	-	AA	-	GG+	5.56%	-	Gvkko	Cdzgc	375-390	340	5.39%	5.386%	54.57743
E	RBX	3.189	9.64	-	-	GE	-	QQ-	-	-	-	-	-	-	-	-	Retained
A	FFY	1.258	5.19	-	-	NF	-	Q-	-	-	-	-	-	-	-	-	Retained
S	FMJ	69.351	2.40	-	-	OH	-	MH	-	-	-	-	-	-	-	-	Retained
B	ACU	326.991	1.41	-	-	NNN	-	CCC	78.27%	-	Cvupw	Goxdj	105-110	100	2.84%	2.831%	72.95795
P	TPV	89.973	8.28	-	-	TC	-	E-	93.20%	-	Lwpgv	Lxhet	180-190	170	3.68%	3.686%	50.53893

More Details

Filings

ABS-EE

Tranche Comments

B: First Pay: 2019-08-15; Registration: 144C Nzqr; D: First Pay: 2019-08-15; Registration: 144Q Awxa; P: First Pay: 2019-08-15; Registration: 144A Yglj; Z: First Pay: 2019-08-15; Registration: 144P Robi; I: First Pay: 2019-08-15; Registration: 144E Nkem; E: First Pay: 2019-08-15; Registration: 144K Lneb; A: First Pay: 2019-08-15; Registration: 144K Edms; S: First Pay: 2019-08-15; Registration: 144J Polp;