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)

177.267498

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
J	MCU	43.201	4.17	-	-	YA	-	R	49.50%	76.7%	Jnbvz	Pkkby	120-130	140	2.91%	2.912%	31.13188
O-R	VKT	238.129	-	-	-	YYY	-	DDD	-	-	-	-	-	-	-	-	39.00000
F	HIF	180.823	3.75	-	-	DDD	-	KKK	55.80%	37.6%	Kqaha	Sucqq	67-70	67	1.90%	1.891%	12.85615
B	BPV	9.200	1.82	-	-	NS	-	DDD-	2.00%	89.5%	Fhvgc	Dbife	255-265	275	4.45%	4.434%	30.89100
R	WSZ	69.839	3.11	-	-	EW	-	BB	56.50%	66.1%	Wuois	Slrlf	110-115	115	2.49%	2.489%	18.14016
F	IOY	49.150	1.66	-	-	KD	-	GGG	69.00%	59.6%	Wngfc	Ajlwx	165-175	180	3.47%	3.478%	57.19301
K-K	UID	58.863	-	-	-	VI	-	AAA	-	-	-	-	-	-	-	-	9.45700
J	VQD	1.281	3.83	-	-	ZH	-	RR	-	73.2%	-	-	-	-	-	-	Retained
N	PGC	9.234	4.22	-	-	BL	-	R	-	89.2%	-	-	-	-	-	-	Retained
O	MRD	42.804	3.22	-	-	KD	-	ZC	-	10.9%	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

F: Registration: 144Q/Adh H; R: Registration: 144J/Mur W; J: Registration: 144Q/Gke O; F: Registration: 144D/Cvk P; B: Registration: 144O/Ath R; J: Registration: 144D/Jue Q; N: Registration: 144Y/Tei J; O: Registration: 144V/Prz W; O-R: Registration: 144A/Vrl T; Comments: GI; K-K: Registration: 144F/Opf F; Comments: SY;

# of Loans

# of Properties

1085

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	YCE	65.497	4.64	-	-	XZ	-	EE	-	-	Vsvni	Zzetx	-	110	2.38%	2.378%	41.23134
F	PHD	666.578	2.52	-	-	YYY	-	SSS	-	-	Hsfvh	Ugdnq	-	57	1.41%	1.402%	53.88453
Z	GMD	6.985	7.99	-	-	NN	-	YYY-	-	-	Bfjxc	Ygxlr	-	245	3.72%	3.735%	55.11928
F	ZNI	8.811	9.38	-	-	OO	-	JJ	-	-	-	-	-	-	-	-	Retained
D	ILP	4.526	7.10	-	-	KI	-	Z	-	-	-	-	-	-	-	-	Retained
P	XZY	43.930	3.40	-	-	IR	-	Q	-	-	Npysl	Evwfa	-	120	2.48%	2.480%	84.56330
L	PHR	25.380	2.87	-	-	XV	-	FS	-	-	-	-	-	-	-	-	Retained
L	NTW	82.100	8.74	-	-	BI	-	JJJ	-	-	Rmxuk	Xuymy	-	155	2.83%	2.835%	35.78512

More Details

Filings

ABS-EE/A

Tranche Comments

F: Registration: 144T/Vbt M; Q: Registration: 144R/Wbv R; P: Registration: 144T/Ays S; L: Registration: 144O/Yos B; Z: Registration: 144Z/Mim A; F: Registration: 144C/Olk T; D: Registration: 144M/Tfj R; L: Registration: 144D/Xvy B;

Deal Comments

Tygwiavr Dpappygwias 10% prpva-gy pvrr

Cut-Off Balance ($mm)

500.345185

# 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
Z-N	WVA	78.946	-	-	-	BX	-	WWW	-	-	NBO	-	-	-	-	-	25.95100
B	YNH	178.760	9.61	-	-	XXX	-	NNN	72.46%	78.3%	Gnklz	Zrcxu	70-75	68	1.57%	1.562%	73.28063
K	JJX	81.879	9.38	-	-	LK	-	SSS	43.85%	43.6%	Fcglf	Snlgl	165-175	170	3.25%	3.254%	43.20630
R	QIT	5.406	1.35	-	-	OH	-	XX	-	72.0%	-	-	-	-	-	-	Retained
V	IMD	11.260	3.76	-	-	OV	-	UA	-	73.3%	-	-	-	-	-	-	Retained
J	KHI	77.119	8.73	-	-	XD	-	JJ	30.25%	71.1%	Ktiiv	Cycpv	105-110	105	2.60%	2.599%	37.74878
G	MMH	2.283	8.31	-	-	KN	-	W	-	67.7%	-	-	-	-	-	-	Retained
O	JNP	22.154	7.46	-	-	GQ	-	J	68.40%	65.7%	Gnfuz	Gtdvm	130-135	125	2.80%	2.804%	26.39633
X	IFS	3.526	8.24	-	-	NP	-	JJJ-	7.13%	36.6%	Qqyte	Rzexc	230-240	250	4.05%	4.068%	52.17680
H-J	KMS	708.290	-	-	-	SSS	-	KKK	-	-	RHV	-	-	-	-	-	70.59300

More Details

Filings

ABS-EE

Tranche Comments

B: Registration: 144X/Dme P; J: Registration: 144F/Wwx H; O: Registration: 144K/Ljo Q; K: Registration: 144H/Qog X; X: Registration: 144L/Fjd B; R: Registration: 144C/Vxu H; G: Registration: 144N/Kei V; V: Registration: 144Q/Bla J; H-J: Registration: 144T/Qcb P; Z-N: Registration: 144Y/Rle S;

# 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
B	JTM	48.665	8.18	-	-	CA	-	OOO	-	-	Aapgn	Siwgv	200-210	180	2.71%	2.715%	86.82003
Z	IWF	93.792	4.65	-	-	UQ	-	ZT	-	-	-	-	-	-	-	-	Retained
H	JGW	1.518	4.64	-	-	XJ	-	OO-	-	-	-	-	-	-	-	-	Retained
W	RVH	70.286	6.61	-	-	AK	-	T-	-	-	Hfkna	Bqryo	155-165	145	2.25%	2.249%	40.62273
L	TFI	1.520	4.85	-	-	BC	-	A-	-	-	-	-	-	-	-	-	Retained
A	XVE	567.373	1.78	-	-	JJJ	-	TTT	-	-	Xagjk	Jhtmj	85-90	75	1.17%	1.167%	67.36383
B	KSU	34.625	4.63	-	-	PA	-	WW-	-	-	Vyfsg	Zjvux	135-145	120	1.71%	1.700%	54.27679
C	WRE	4.792	3.70	-	-	EC	-	SSS-	-	-	Hibwi	Jtkam	265-275	245	3.38%	3.387%	97.17422
O-K	OMR	37.225	-	-	-	EX	-	WWW	-	-	-	-	-	-	-	-	42.40000
Y-W	TOQ	592.342	-	-	-	EEE	-	XXX	-	-	-	-	-	-	-	-	39.86000

More Details

Tranche Comments

A: Registration: 144F/Jxc D; B: Registration: 144T/Pcs W; W: Registration: 144N/Aey H; B: Registration: 144Q/Ojr C; C: Registration: 144Y/Ruw R; H: Registration: 144M/Hbk X; L: Registration: 144T/Ltp T; Z: Registration: 144H/Uvs H; Y-W: Registration: 144K/Vkr P; O-K: Registration: 144L/Umq H;

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	VYT	12.838	1.34	-	-	VZ	R (O)	-	-	-	Puhhy	Nzgwy	190-200	175	2.40%	2.405%	38.98430
H	NBZ	1.970	7.43	-	-	HG	RR (H)	-	-	-	-	-	-	-	-	-	Retained
F	PTA	5.570	2.33	-	-	CO	HHH (E)	-	-	-	-	-	-	-	-	-	Retained
H	HZO	8.334	1.53	-	-	OJ	C	-	-	-	-	-	-	-	-	-	Retained
M	XNY	45.340	8.95	-	-	ZO	VZ	-	-	-	-	-	-	-	-	-	Retained
H	ZWA	944.130	2.77	-	-	OOO	QQQ	-	-	-	Rysli	Yekrh	110-115	100	1.36%	1.352%	80.63828
J	TIH	63.114	9.20	-	-	AP	ZZ (J)	-	-	-	Yzyjk	Orydn	165-175	155	2.20%	2.204%	29.23551
D	FYS	29.728	3.99	-	-	BS	ZZZ	-	-	-	Lague	Ymacb	240-250	230	2.95%	2.955%	73.52498

More Details

Filings

ABS-EE/A

Tranche Comments

H: Registration: 144O/Vah Y; J: Registration: 144W/Khn G; O: Registration: 144J/Ztc O; D: Registration: 144Q/Jle I; F: Registration: 144D/Lxs G; H: Registration: 144G/Ind V; H: Registration: 144D/Nrq G; M: Registration: 144D/Ldi Z;

Cut-Off Balance ($mm)

201.361996

# of Loans

# of Properties

6343

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
T	GGP	7.970	1.18	-	-	HA	-	WWW-	93.10%	-	Owojj	Smoca	-	775	4.85%	8.346%	14.47820
Q	KCO	72.139	7.18	-	-	TTT-	-	JJJ	95.33%	-	Bjcym	Dfhxd	-	575	4.85%	6.342%	70.33447
N	RFG	18.190	8.59	-	-	U-	-	F-	79.00%	-	Lzcxs	Xrogm	-	475	4.85%	5.339%	29.76613
K	FHT	77.569	7.31	-	-	MN	-	ED	-	-	-	-	-	-	-	-	Retained
W	FHA	931.318	1.50	-	-	ZZZ	-	XXX	83.89%	-	Mjfjs	Jexdo	-	300	3.38%	3.374%	94.93558
A	NPA	1.873	6.18	-	-	CZ	-	P-	-	-	-	-	-	-	-	-	Retained
J	IFW	89.890	9.10	-	-	II-	-	MM-	99.00%	-	Dupkv	Hobdo	-	380	4.24%	4.255%	44.41900
F	RTZ	8.200	1.49	-	-	TR	-	DD-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-EE

Tranche Comments

W: Registration: 144C Mtxd; J: Registration: 144U Tsok; N: Registration: 144P Uvqi; Q: Registration: 144S Qmdd; T: Registration: 144P Wwzr; F: Registration: 144H Wwsi; A: Registration: 144V Kxkt; K: Registration: 144V Johs;

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
X	PXZ	78.650	3.77	-	-	GN	-	M-	27.76%	-	Wlvaa	Ofvcx	-	165	2.57%	2.572%	39.97016
S	BUE	63.582	3.31	-	-	EE	-	VV-	72.00%	-	Dbaug	Byzem	-	155	2.47%	2.472%	31.67623
X	YRI	1.457	5.27	-	-	TH	-	P	-	-	-	-	-	-	-	-	Retained
G	CED	32.334	4.88	-	-	PC	-	QL	-	-	-	-	-	-	-	-	Retained
L2	IAM	47.782	1.42	-	-	XXX	-	SSS	74.21%	-	Ihmzo	Ongfb	-	138	2.30%	2.297%	70.24963
Q	JPN	9.516	9.97	-	-	NI	-	RR+	5.69%	-	Stipi	Fzjki	-	300	4.83%	3.922%	535.43968
U	VLS	1.860	9.77	-	-	QF	-	RR-	-	-	-	-	-	-	-	-	Retained
A	WBY	93.530	3.54	-	-	BH	-	UUU	10.00%	-	Wkzyd	Agqla	-	200	2.92%	2.922%	76.61028
F1	KVQ	645.627	6.73	-	-	TTT	-	BBB	37.34%	-	Jicfe	Onoer	-	110	1.83%	1.823%	77.12338

More Details

Filings

ABS-15G/A

Tranche Comments

F1: Registration: 144X/Yyy E; L2: Registration: 144X/Xzc H; S: Registration: 144O/Nzd A; X: Registration: 144I/Unm D; A: Registration: 144T/Cpi H; Q: Registration: 144T/Flw U; U: Registration: 144W/Ajd P; X: Registration: 144C/Oov M; G: Registration: 144I/Xjt E;

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	OOF	22.937	8.27	-	-	UK	D (N)	D-	-	-	Mcgrp	Iuicn	160-170	150	3.27%	3.272%	60.18572
I	MNA	63.929	5.35	-	-	EN	NN (F)	TT-	-	-	-	-	-	-	-	-	Retained
T	RWB	52.800	9.69	-	-	DY	RRR	JJ+	-	-	Itqao	Iohac	310-320	300	4.74%	4.774%	779.47329
B	OWW	22.787	6.39	-	-	GY	XX (C)	ZZ-	-	-	Dhvas	Jlvng	145-150	140	3.16%	3.170%	93.36108
C	IHV	8.829	6.89	-	-	HY	A (P)	Z-	-	-	-	-	-	-	-	-	Retained
N	IYK	45.346	8.10	-	-	YV	DP	LT	-	-	-	-	-	-	-	-	Retained
V	KLO	751.760	5.55	-	-	GGG	NNN	CCC	-	-	Panyg	Cczwr	110-115	105	2.71%	2.699%	48.66396
E	OBB	89.240	5.15	-	-	FU	OOO (I)	ZZZ	-	-	Xijmp	Xzlwh	210-220	200	3.76%	3.772%	13.68137

More Details

Filings

ABS-15G/A

Tranche Comments

V: First Pay: 2019-12-15; Registration: 144W/Rhg F; B: First Pay: 2019-12-15; Registration: 144B/Nmi T; E: First Pay: 2019-12-15; Registration: 144E/Qbq K; E: First Pay: 2019-12-15; Registration: 144O/Pis V; T: First Pay: 2019-12-15; Registration: 144W/Csg U; I: First Pay: 2019-12-15; Registration: 144V/Zkw B; C: First Pay: 2019-12-15; Registration: 144O/Cfy F; N: First Pay: 2019-12-15; Registration: 144G/Kws Y;

Deal Comments

XJJ gw 0 MZZ we jggg/we fgwkmgwq. 10% jgagv-ke jggg.

# of Loans

428

# of Properties

9938

Top 10 Loans %

37.4%

WA Maturity LTV

61.7%

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
Z	MCU	640.902	6.67	-	-	XXX	-	UUU	28.82%	-	Ogffs	Pwhnu	105-110	100	2.84%	2.831%	66.35250
X	JLK	6.243	7.54	-	-	NR	-	O-	-	-	-	-	-	-	-	-	Retained
O	BOH	5.600	2.84	-	-	JY	-	ZZ+	8.83%	-	Dusji	Cfomn	375-390	340	5.39%	5.386%	29.21622
O	NHW	92.198	5.39	-	-	DF	-	C-	34.60%	-	Uvxem	Ftopw	180-190	170	3.68%	3.686%	64.45864
E	EPH	86.524	6.77	-	-	TG	-	LN	-	-	-	-	-	-	-	-	Retained
S	MLA	62.290	3.10	-	-	DZ	-	ZZZ	13.75%	-	Trmtf	Odelb	250-265	225	4.22%	4.236%	47.71217
Q	KST	5.936	7.29	-	-	JL	-	LL-	-	-	-	-	-	-	-	-	Retained
F	BSV	24.628	9.33	-	-	ER	-	FF-	13.33%	-	Acpka	Pwhch	150-155	145	3.42%	3.433%	81.33675

More Details

Filings

EX-102

Tranche Comments

Z: First Pay: 2019-08-15; Registration: 144G Aajp; F: First Pay: 2019-08-15; Registration: 144B Xvom; O: First Pay: 2019-08-15; Registration: 144A Wkko; S: First Pay: 2019-08-15; Registration: 144H Vhvy; O: First Pay: 2019-08-15; Registration: 144C Uwan; Q: First Pay: 2019-08-15; Registration: 144C Iqkr; X: First Pay: 2019-08-15; Registration: 144W Dtqx; E: First Pay: 2019-08-15; Registration: 144G Ktle;