| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2022-SFR1 (USD 379m) | Amherst Holdings LLC | | USOA | Feb 15, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PBO | 57.264 | 8.80 | WM | - | - | DM | - | 4.00% | - | - | - | - | - | - | - | - | Retained | | G | KIH | 12.766 | 5.20 | CB | - | - | MI | - | 4.86% | - | - | - | - | - | - | - | - | Retained | | O | ZZO | 715.360 | 5.60 | Aqq | - | - | JJJ | - | 58.40% | - | Wkhhp | Tbexx | - | - | 90 | 2.94% | 2.931% | 14.98585 | | N1 | ZBH | 78.920 | 3.30 | KG | - | - | WWW (P) | - | 41.69% | - | Pfjiq | Ujegu | - | - | 235 | 4.39% | 4.381% | 98.87759 | | R | JZL | 86.744 | 6.70 | T3 | - | - | SS (D) | - | 33.11% | - | Djkft | Oyzzj | - | - | 170 | 3.74% | 3.731% | 49.29878 | | C | QFL | 45.361 | 5.10 | Yo3 | - | - | TTT | - | 41.40% | - | Emwux | Byjyk | - | - | 140 | 3.44% | 3.431% | 74.28430 | | U | QOO | 53.150 | 6.80 | Qxx3 | - | - | AA (Q) | - | 31.56% | - | Tmmwy | Fkxkq | - | - | 190 | 3.94% | 3.931% | 10.95638 | | Z2 | QQA | 24.537 | 5.20 | VM | - | - | BBB (A) | - | 63.40% | - | Ohkrp | Jxqfq | - | - | 260 | 4.64% | 4.631% | 76.13813 | | G | BZE | 41.387 | 5.50 | OG | - | - | Q (W) | - | 13.92% | - | - | - | - | - | - | - | - | Retained | | Q | QEY | 28.505 | 4.80 | QL | - | - | XX (L) | - | 50.10% | - | Ffkxc | Zucgo | - | - | 400 | 6.02% | 6.031% | 60.74118 |
Tranche Comments O: Registration: 144V/Nwh I;
C: Registration: 144F/Khd B;
R: Registration: 144D/Twq B;
U: Registration: 144P/Wqb M;
N1: Registration: 144W/Aey R;
Z2: Registration: 144F/Wxl B;
Q: Registration: 144J/Xui O;
G: Registration: 144L/Qrz H;
G: Registration: 144P/Eaf G;
P: Registration: 144D/Mxr K; |
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