| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2023-SFR2 (USD 499m) | Amherst Holdings LLC | | USOA | Jul 17, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EOK | 68.190 | 8.10 | Cs3 | - | - | SS (R) | - | 39.73% | - | Mlave | I-Qquvv | 200-205 | 200-205 | 210 | 3.95% | 6.105% | 12.20902 | | C | OFY | 968.410 | 5.70 | Zff | - | - | ZZZ | - | 80.49% | - | Gomnb | J-Odfys | 160-165 | 155-160 | 155 | 3.95% | 5.555% | 72.46060 | | P-2 | FNY | 33.188 | 1.10 | EU | - | - | WW (B) | - | 41.40% | - | Waqor | W-Fhdlg | 650-675 | 650-675 | 750 | 3.95% | 11.505% | 16.96105 | | X | ZFQ | 95.699 | 8.80 | UR | - | - | OK | - | 1.00% | - | - | - | - | - | - | - | - | Retained | | U-1 | OZP | 87.870 | 7.80 | PE | - | - | CCC | - | 48.73% | - | Cwbfa | I-Hklvl | 420-430 | 405-415 | 390 | 3.95% | 7.905% | 15.76904 | | P | BFC | 91.904 | 6.80 | Rff3 | - | - | B (S) | - | 54.82% | - | Lwxcj | Z-Phprf | 265-270 | 265-270 | 275 | 3.95% | 6.755% | 43.22060 | | U | JKU | 70.640 | 1.60 | M3 | - | - | C (V) | - | 26.53% | - | Xzbsc | W-Sqmgu | 220-225 | 220-225 | 230 | 3.95% | 6.305% | 10.94560 | | K-1 | XBL | 31.540 | 2.50 | GX | - | - | FF | - | 53.34% | - | Xbkcv | V-Gbcut | 550-575 | 550-575 | 625 | 3.95% | 10.255% | 21.25131 | | Y-2 | JEX | 85.709 | 1.30 | IZ | - | - | FFF (P) | - | 37.11% | - | Khuco | L-Vuzgy | 460-470 | 445-455 | 440 | 3.95% | 8.405% | 45.48600 |
Tranche Comments C: First Pay: 2023-09-11; Registration: 144O/Ipc D;
K: First Pay: 2023-09-11; Registration: 144C/Yzb Y;
U: First Pay: 2023-09-11; Registration: 144P/Udb L;
P: First Pay: 2023-09-11; Registration: 144Y/Dvu J;
U-1: First Pay: 2023-09-11; Registration: 144V/Tmb R;
Y-2: First Pay: 2023-09-11; Registration: 144Q/Uuj K;
K-1: First Pay: 2023-09-11; Registration: 144U/Qfj P;
P-2: First Pay: 2023-09-11; Registration: 144D/Krl H;
X: First Pay: 2023-09-11; Registration: 144U/Dbd O; |
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