| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2023-SFR1 (USD 412m) | Amherst Holdings LLC | | USOA | Feb 22, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | AWZ | 95.655 | 2.27 | DS | - | - | QQQ (G) | - | 34.68% | - | Hwwwi | V-Scnux | - | 395-400 | 395 | 4.00% | 8.104% | 65.73278 | | I | TGO | 74.542 | 4.33 | ZO | - | - | NA | - | 3.00% | - | - | - | - | - | - | - | - | Retained | | Z | WBC | 59.294 | 7.39 | It3 | - | - | FF (E) | - | 28.41% | - | Nxagx | R-Kdyhm | - | 175-180 | 165 | 4.00% | 5.804% | 77.19359 | | T | QXN | 23.260 | 9.43 | UU | - | - | QQ | - | 7.90% | - | Fawrt | E-Gtwdk | - | 535-545 | 520 | 4.00% | 9.354% | 65.64632 | | D | UCV | 210.870 | 8.86 | Nee | - | - | DDD | - | 67.10% | - | Ocibn | D-Lkwqg | - | 120-125 | 125 | 4.00% | 5.404% | 76.87603 | | T | CVL | 21.321 | 6.99 | H3 | - | - | FF (Q) | - | 97.67% | - | Ituud | E-Ygsow | - | 195-200 | 190 | 4.00% | 6.054% | 54.29732 | | M | IMY | 60.480 | 9.71 | Eee3 | - | - | G (G) | - | 16.96% | - | Mzusm | W-Nbxrz | - | 265-270 | 265 | 4.00% | 6.804% | 12.98869 | | P2 | OHQ | 38.786 | 6.98 | OJ | - | - | JJJ (E) | - | 61.66% | - | Bqwty | S-Ktzvo | - | 425-430 | 420 | 4.00% | 8.354% | 81.68844 |
Tranche Comments D: Registration: 144W/Kas C;
Z: Registration: 144Z/Psv D;
T: Registration: 144U/Zkt Z;
M: Registration: 144A/Tlo V;
V1: Registration: 144Q/Apb S;
P2: Registration: 144B/Bnk K;
T: Registration: 144I/Mkj O;
I: Registration: 144T/Iba G; |
|
