Arbor Multifamily Mortgage Securities Trust (AMMST) 2020-MF1

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD18.0003.61---AAAAAA-30.00%-FixedSwaps-1151.46%1.446%99.99988
A-4USD200.0009.44---AAAAAA-30.00%-FixedSwaps-1732.50%2.377%100.99957
A-5USD252.1579.63---AAAAAA-30.00%-FixedSwaps-1752.76%2.407%102.99986
A-SBUSD38.8507.27---AAAAAA-30.00%-FixedSwaps-1602.58%2.127%102.99938
A-SUSD44.5389.71---AAAAAA-23.88%-FixedSwaps-2053.06%2.711%102.99988
BUSD30.9049.84---AA-AA-19.63%-WACSwaps-260-3.267%103.21438
CUSD38.1769.88---A-A-14.38%-WACSwaps-350-4.169%95.89080
DUSD22.7239.88---BBBBBB (H)-11.25%-FixedSwaps-5001.75%5.669%70.75091
EUSD18.1799.88---BBB-BBB (L)-8.75%-FixedSwaps-6001.75%6.669%64.92597
Filings
Tranche Comments
A-1: Registration: 144A/Reg S; A-4: Registration: 144A/Reg S; A-5: Registration: 144A/Reg S; A-SB: Registration: 144A/Reg S; A-S: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S;
Risk Retention
An eligible horizontal residual interest will be retained by arbor private label, LCC through a majority owned affiliate in order to satisfy U.S. and EU risk retention requirements.
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