| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2021-SFR2 (USD 404m) | Amherst Holdings LLC | | USOA | Jun 23, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | VBI | 50.798 | 5.58 | S3 | - | - | J (W) | - | 31.39% | - | Dlmvz | Kbcdz | - | 100-105 | 90 | 1.88% | 1.869% | 95.44509 | | C | WLA | 34.400 | 1.28 | YC | - | - | QC | - | 8.00% | - | - | - | - | - | - | - | - | Retained | | Y-1 | FAE | 94.157 | 1.56 | UZ | - | - | NNN | - | 81.41% | - | Wfshq | Irizx | - | 150-155 | 150 | 2.48% | 2.469% | 36.30289 | | A-1 | ZKG | 64.330 | 5.14 | TB | - | - | PP (K) | - | 28.24% | - | Ozbjk | Mlvmg | - | 235-245 | 230 | 3.28% | 3.269% | 68.19728 | | D | PXK | 88.236 | 3.75 | Uxx3 | - | - | KKK (Z) | - | 25.29% | - | Ootaz | Wbyak | - | 135-140 | 130 | 2.28% | 2.269% | 18.45134 | | P | LVS | 32.404 | 1.92 | Al3 | - | - | ZZ (Q) | - | 84.93% | - | Cokjl | Lgulb | - | 85-90 | 80 | 1.78% | 1.769% | 95.41745 | | W-2 | NBK | 50.796 | 3.51 | TZ | - | - | MM (F) | - | 6.23% | - | Pfuta | Ojezn | - | 270l | 270 | 3.67% | 3.669% | 38.86618 | | Q | CWK | 269.301 | 4.92 | Wnn | - | - | MMM | - | 32.72% | - | Mqxyb | Atviu | - | 60-65 | 55 | 1.53% | 1.519% | 52.95831 | | O-2 | NVV | 79.599 | 1.56 | MV | - | - | FFF (Y) | - | 65.78% | - | Jutru | Noabc | - | 165-170 | 160 | 2.58% | 2.569% | 80.51389 |
Tranche Comments Q: Registration: 144Z/Pdg G;
P: Registration: 144Y/Wrv J;
T: Registration: 144C/Rar Y;
D: Registration: 144T/Gmv M;
Y-1: Registration: 144Q/Drs O;
O-2: Registration: 144U/Dqm W;
A-1: Registration: 144F/Jtw S;
W-2: Registration: 144V/Vmu C;
C: Registration: 144J/Baz N; |
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