| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2020-SFR4 (USD 761m) | Amherst Holdings LLC | | USOA | Sep 16, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HQF | 34.511 | 3.21 | Bn3 | - | - | SS (U) | - | 86.70% | - | Yqvoa | Analv | - | 135-140 | 135 | 1.71% | 1.698% | 61.86139 | | U-1 | AJJ | 31.362 | 5.38 | FQ | - | - | III (C) | - | 59.81% | - | Gwzeo | Cakax | - | 200k | 185 | 2.21% | 2.198% | 52.69658 | | J-1 | UHE | 78.716 | 6.74 | YY | - | - | T (S) | - | 84.74% | - | Bqikj | GHJ | - | 4i | - | 4.00% | 4.000% | 52.15930 | | O | NTJ | 95.270 | 1.59 | GZ | - | - | RR (S) | - | 26.49% | - | Nyxuz | Voxtj | - | 275-280 | 250 | 2.86% | 2.848% | 96.59158 | | F | QLC | 715.960 | 2.42 | Uvv | - | - | YYY | - | 86.39% | - | Niceq | Hlqnc | - | 100h | 100 | 1.36% | 1.348% | 90.28926 | | D | PXI | 16.934 | 7.55 | Wxx3 | - | - | H (Q) | - | 26.44% | - | Lkvtq | Hyclo | - | 165-170 | 165 | 2.01% | 1.998% | 56.28772 | | F-2 | RCB | 98.310 | 1.94 | VU | - | - | T (R) | - | 5.47% | - | Mglwn | VQV | - | 5u | - | 4.87% | 4.875% | 30.94789 | | H | YRB | 98.264 | 5.12 | X3 | - | - | T (G) | - | 65.38% | - | Dhuvq | Cmuxy | - | 150-155 | 150 | 1.86% | 1.848% | 43.67586 | | S-2 | CYZ | 26.824 | 4.94 | QS | - | - | SSS (M) | - | 42.42% | - | Avsxf | Nkjha | - | 225c | 210 | 2.46% | 2.448% | 52.15426 |
Tranche Comments F: First Pay: 2020-11-19; Registration: 144U/Kwh X;
I: First Pay: 2020-11-19; Registration: 144I/Izw E;
H: First Pay: 2020-11-19; Registration: 144Q/Pom D;
D: First Pay: 2020-11-19; Registration: 144E/Rlp N;
U-1: First Pay: 2020-11-19; Registration: 144Z/Kkh I;
S-2: First Pay: 2020-11-19; Registration: 144A/Nsn R;
O: First Pay: 2020-11-19; Registration: 144J/Evf J;
J-1: First Pay: 2020-11-19; Registration: 144W/Qic C;
F-2: First Pay: 2020-11-19; Registration: 144B/Cve V; |
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