2020-4

CoreVest American Finance Trust (CAFL) 2020-4

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	176.522	4.54	-	-	AAA	-	AAA	-	-	Fixed	Swaps	85-90	75	1.17%	1.167%	99.99775
B	USD	30.565	5.31	-	-	NR	-	AA-	-	-	Fixed	Swaps	135-145	120	1.71%	1.700%	99.99952
C	USD	20.263	8.19	-	-	NR	-	A-	-	-	Fixed	Swaps	155-165	145	2.25%	2.249%	99.99809
D	USD	16.141	9.56	-	-	NR	-	BBB	-	-	Fixed	Swaps	200-210	180	2.71%	2.715%	99.99746
E	USD	6.182	9.83	-	-	NR	-	BBB-	-	-	Fixed	Swaps	265-275	245	3.38%	3.387%	99.99943
F	USD	9.958	9.83	-	-	NR	-	BB-	-	-	-	-	-	-	-	-	Retained
G	USD	2.748	9.83	-	-	NR	-	B-	-	-	-	-	-	-	-	-	Retained
H	USD	12.364	9.83	-	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained
X-A	USD	176.522	-	-	-	AAA	-	AAA	-	-	-	-	-	-	-	-	15.75000
X-B	USD	73.151	-	-	-	NR	-	AAA	-	-	-	-	-	-	-	-	15.50000

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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; F: Registration: 144A/Reg S; G: Registration: 144A/Reg S; H: Registration: 144A/Reg S; X-A: Registration: 144A/Reg S; X-B: Registration: 144A/Reg S;

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