| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2021-SFR2 (USD 377m) | 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 |
|---|
| L | OPP | 89.410 | 9.33 | Ja3 | - | - | CC (Z) | - | 36.40% | - | Rhwrk | Ltjdl | - | 85-90 | 80 | 1.78% | 1.769% | 69.27593 | | A | NJI | 33.482 | 4.44 | M3 | - | - | I (B) | - | 33.24% | - | Fntue | Quxyg | - | 100-105 | 90 | 1.88% | 1.869% | 51.16157 | | T-2 | GFW | 53.809 | 3.36 | AZ | - | - | QQQ (C) | - | 11.25% | - | Sclbo | Lguzs | - | 165-170 | 160 | 2.58% | 2.569% | 40.86885 | | M | GEY | 432.539 | 1.30 | Cxx | - | - | MMM | - | 79.54% | - | Jlype | Xxncq | - | 60-65 | 55 | 1.53% | 1.519% | 67.74503 | | O-1 | GOI | 19.640 | 9.94 | EB | - | - | FF (R) | - | 57.52% | - | Vcjtj | Eqlbn | - | 235-245 | 230 | 3.28% | 3.269% | 26.80638 | | G | WGU | 77.300 | 8.56 | BW | - | - | QA | - | 7.00% | - | - | - | - | - | - | - | - | Retained | | B-1 | XMJ | 14.681 | 7.15 | VF | - | - | ZZZ | - | 72.90% | - | Scqzl | Nfmro | - | 150-155 | 150 | 2.48% | 2.469% | 69.28115 | | Z | BFJ | 58.560 | 3.78 | Krr3 | - | - | ZZZ (E) | - | 92.16% | - | Wtohn | Lgfpl | - | 135-140 | 130 | 2.28% | 2.269% | 29.28948 | | D-2 | FTZ | 58.302 | 9.21 | TV | - | - | QQ (Z) | - | 7.69% | - | Dubnj | Ginwu | - | 270x | 270 | 3.67% | 3.669% | 62.89717 |
Tranche Comments M: Registration: 144M/Tno B;
L: Registration: 144F/Nlj H;
A: Registration: 144B/Zrt A;
Z: Registration: 144K/Wso S;
B-1: Registration: 144Z/Wee J;
T-2: Registration: 144P/Kie W;
O-1: Registration: 144M/Fqe V;
D-2: Registration: 144J/Hsl I;
G: Registration: 144A/Jst N; |
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