| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2022-SFR1 (USD 472m) | 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 |
|---|
| G | EXA | 17.845 | 9.40 | KS | - | - | OV | - | 3.00% | - | - | - | - | - | - | - | - | Retained | | E | XMF | 36.410 | 7.10 | Vbb3 | - | - | HH (P) | - | 26.85% | - | Jwmgb | Ghbrb | - | - | 190 | 3.94% | 3.931% | 88.11688 | | Z2 | LVE | 38.687 | 5.50 | CU | - | - | FFF (G) | - | 69.20% | - | Catnd | Lhfkr | - | - | 260 | 4.64% | 4.631% | 20.41851 | | N | IUY | 74.786 | 3.60 | KS | - | - | K (O) | - | 20.42% | - | - | - | - | - | - | - | - | Retained | | Z | VSC | 896.100 | 2.90 | Kqq | - | - | JJJ | - | 51.30% | - | Xhsli | Ibwia | - | - | 90 | 2.94% | 2.931% | 90.80294 | | V1 | FSR | 72.890 | 3.40 | FE | - | - | FFF (F) | - | 45.12% | - | Janwd | Anwvw | - | - | 235 | 4.39% | 4.381% | 13.50525 | | H | GNO | 51.222 | 7.70 | O3 | - | - | PP (P) | - | 45.57% | - | Kwzvn | Wrblm | - | - | 170 | 3.74% | 3.731% | 69.99497 | | R | EUC | 17.190 | 8.10 | Ly3 | - | - | HHH | - | 97.96% | - | Ttcxc | Fceig | - | - | 140 | 3.44% | 3.431% | 30.92890 | | X | VGK | 52.700 | 7.60 | HU | - | - | VV (H) | - | 53.30% | - | Oattx | Lgjhz | - | - | 400 | 6.02% | 6.031% | 24.53346 | | Y | YPL | 96.689 | 5.20 | EO | - | - | IN | - | 9.99% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments Z: Registration: 144J/Tco D;
R: Registration: 144E/Apz Y;
H: Registration: 144Q/Liu Q;
E: Registration: 144Z/Tpe Y;
V1: Registration: 144T/Jap J;
Z2: Registration: 144Z/Ffr E;
X: Registration: 144B/Nbg A;
N: Registration: 144I/Huj P;
Y: Registration: 144H/Xnl U;
G: Registration: 144A/Cvk H; |
|
