| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | AMSR 2023-SFR2 (USD 411m) | 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 |
|---|
| H | HWI | 419.677 | 5.40 | Vnn | - | - | UUU | - | 68.12% | - | Pknof | Y-Qffkv | 160-165 | 155-160 | 155 | 3.95% | 5.555% | 41.61780 | | Q-2 | GFK | 73.186 | 8.10 | FN | - | - | BBB (G) | - | 41.88% | - | Uwcmo | J-Royfo | 460-470 | 445-455 | 440 | 3.95% | 8.405% | 53.59290 | | C | NXB | 59.323 | 9.60 | QQ | - | - | GF | - | 7.00% | - | - | - | - | - | - | - | - | Retained | | J | ESU | 66.675 | 1.60 | Dnn3 | - | - | B (V) | - | 46.69% | - | Oorkp | K-Ychqi | 265-270 | 265-270 | 275 | 3.95% | 6.755% | 55.15413 | | B | AWK | 34.150 | 3.50 | K3 | - | - | L (I) | - | 99.91% | - | Vymgv | Z-Iaqup | 220-225 | 220-225 | 230 | 3.95% | 6.305% | 66.65300 | | P-1 | URB | 61.100 | 3.80 | ZV | - | - | DD | - | 93.49% | - | Shrkw | N-Jbuvu | 550-575 | 550-575 | 625 | 3.95% | 10.255% | 65.36198 | | D-2 | UBO | 70.177 | 1.50 | ZW | - | - | YY (K) | - | 28.83% | - | Willy | X-Gygur | 650-675 | 650-675 | 750 | 3.95% | 11.505% | 64.41806 | | H-1 | OYR | 21.562 | 7.40 | VO | - | - | VVV | - | 12.50% | - | Iblkk | L-Tatii | 420-430 | 405-415 | 390 | 3.95% | 7.905% | 97.82679 | | P | ECD | 66.375 | 9.20 | Zw3 | - | - | CC (N) | - | 88.77% | - | Vmfte | F-Dnkmz | 200-205 | 200-205 | 210 | 3.95% | 6.105% | 24.23911 |
Tranche Comments H: First Pay: 2023-09-11; Registration: 144H/Zjf F;
P: First Pay: 2023-09-11; Registration: 144Z/Mhl E;
B: First Pay: 2023-09-11; Registration: 144P/Qym R;
J: First Pay: 2023-09-11; Registration: 144X/Cau I;
H-1: First Pay: 2023-09-11; Registration: 144O/Pfu K;
Q-2: First Pay: 2023-09-11; Registration: 144O/Lxn D;
P-1: First Pay: 2023-09-11; Registration: 144Z/Osn E;
D-2: First Pay: 2023-09-11; Registration: 144J/Rsr V;
C: First Pay: 2023-09-11; Registration: 144X/Ylq S; |
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