AMSR Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD208.2785.01--AAAAAA-52.01%-FixedI-Curve110-1151054.15%5.143%95.68440
BUSD37.2415.01--AA-AA-43.43%-FixedI-Curve140-1451304.15%5.393%94.63574
CUSD29.3075.01--A-A-36.68%-FixedI-Curve170-1751604.15%5.693%93.39517
DUSD41.2545.01--BBB-BBB-27.17%-FixedI-Curve215-2202054.15%6.143%91.57010
E-1USD17.5945.01--NRBBB-23.12%-FixedI-Curve235-2402204.15%6.293%90.97112
E-2USD23.3345.01--NRBBB (L)-17.74%-FixedI-Curve270-2752654.15%6.743%89.20176
F-1USD16.3345.01--NRBB (H)-13.98%-FixedI-Curve375-3953504.15%7.593%85.96940
Filings
Tranche Comments
A: First Pay: 2025-01-17; Registration: 144A/Reg S; B: First Pay: 2025-01-17; Registration: 144A/Reg S; C: First Pay: 2025-01-17; Registration: 144A/Reg S; D: First Pay: 2025-01-17; Registration: 144A/Reg S; E-1: First Pay: 2025-01-17; Registration: 144A/Reg S; E-2: First Pay: 2025-01-17; Registration: 144A/Reg S; F-1: First Pay: 2025-01-17; Registration: 144A/Reg S;
Guarantor(s)
ARMM Investment Vehicle 2 LLC
Risk Retention
Horizontal
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OPPB20.9906.60--T-N (P)-27.66%-OjprcV-Bcusa-1604.29%5.943%68.98792
XCPV830.7723.90--IIICCC-53.70%-CvfotL-Wgzbp-1204.29%5.543%10.45581
NQUH53.7163.50--PUVVV-5.50%-JtpvtS-Sutub-2354.29%6.693%80.11043
LLFS41.7975.40--RRR-JJJ-50.99%-AupblS-Wuomr-1904.29%6.243%97.93809
BGLF17.2157.60--EE-FF (K)-57.50%-YwnzcQ-Guoug-1454.29%5.793%49.86589
Filings
Tranche Comments
X: First Pay: 2024-09-19; Registration: 144M/Cal A; B: First Pay: 2024-09-19; Registration: 144C/Mli K; O: First Pay: 2024-09-19; Registration: 144K/Ljj I; L: First Pay: 2024-09-19; Registration: 144Q/Mqr G; N: First Pay: 2024-09-19; Registration: 144H/Lri L;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2CVJ70.3723.30CP--OOO (V)-45.59%-AogpfJ-Camnt445-4554403.95%8.405%27.39210
S-2ENA77.9709.90DU--UU (T)-32.99%-BumovW-Zoptl650-6757503.95%11.505%49.28470
FZXL67.6793.20GL--NF-5.00%-------Retained
SRKK49.3007.50T3--Q (R)-52.67%-FqsvkK-Mbwtu220-2252303.95%6.305%10.92530
YLVL24.6454.90Ge3--QQ (L)-25.90%-FauhoJ-Wtwqy200-2052103.95%6.105%68.54829
CIZL646.7133.30Imm--NNN-93.67%-GpjlkG-Oxfge155-1601553.95%5.555%37.26340
WGJW71.2582.60Nss3--Z (T)-81.92%-LspitR-Szfso265-2702753.95%6.755%36.59684
B-1RAI71.8957.90OD--RRR-74.21%-RmfzjS-Zyixt405-4153903.95%7.905%50.61511
A-1ALP99.8708.50MQ--BB-99.93%-WgtawI-Lgfvt550-5756253.95%10.255%13.50061
Filings
Tranche Comments
C: First Pay: 2023-09-11; Registration: 144M/Hom G; Y: First Pay: 2023-09-11; Registration: 144V/Mlw F; S: First Pay: 2023-09-11; Registration: 144O/Fyo Y; W: First Pay: 2023-09-11; Registration: 144Q/Mdx X; B-1: First Pay: 2023-09-11; Registration: 144D/Hew J; C-2: First Pay: 2023-09-11; Registration: 144P/Zja P; A-1: First Pay: 2023-09-11; Registration: 144A/Hyp L; S-2: First Pay: 2023-09-11; Registration: 144J/Gff A; F: First Pay: 2023-09-11; Registration: 144T/Qat V;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J1AKV29.8523.82FQ--III (S)-99.90%-DlmwiI-Lkgwn395-4003954.00%8.104%80.70363
JPHU33.7404.20GW--JJ-5.90%-JgfnoV-Jwshz535-5455204.00%9.354%19.74985
VAZJ24.4864.92JH--JH-4.00%-------Retained
WJNG78.5035.64Q3--DD (M)-58.87%-RfqhnQ-Wpdfj195-2001904.00%6.054%65.71409
FIKL298.4707.85Vrr--YYY-45.20%-ZpvizD-Dhdvq120-1251254.00%5.404%63.89251
WLAX43.3031.18Kb3--UU (R)-52.46%-ScsfgY-Huovs175-1801654.00%5.804%29.92192
ZFBC50.6801.30Lyy3--O (A)-31.39%-ArmybL-Jswlg265-2702654.00%6.804%54.47937
S2TBX38.1477.16GT--KKK (F)-73.75%-AnyywS-Wtkqv425-4304204.00%8.354%13.28761
Filings
Tranche Comments
F: Registration: 144D/Ixp L; W: Registration: 144A/Zov B; W: Registration: 144G/Qwn C; Z: Registration: 144I/Hcv K; J1: Registration: 144G/Mmc Q; S2: Registration: 144Y/Bom A; J: Registration: 144K/Wta L; V: Registration: 144W/Uak E;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WEIB78.8974.72Uq3--KKK-88.13%-CoplaA-Fgojr230p2254.00%5.234%72.59775
KEQC68.9249.33WI--MY-8.00%-------Retained
DKYA15.7631.66MZ--SS (H)-7.99%-------Retained
N2ZJJ70.8006.44CU--YYY (D)-17.21%-MoouoR-Kmijv480-4854604.00%7.584%35.52763
UFIY34.5177.71Waa3--U-51.96%-LgayyM-Soqxo300-3052954.00%5.934%11.12978
EXUD700.5811.84Ibb--BBB-42.51%-IpaxvZ-Fawjt160o1554.00%4.534%71.36188
J1VST97.2839.91CR--TTT (D)-32.50%-EiqczM-Pbybq425-4304104.00%7.084%58.54352
FUOO90.8204.65F3--OO-80.34%-AhkkdM-Kxksi260y2504.00%5.484%84.82762
Filings
Tranche Comments
E: Registration: 144D/Whc L; W: Registration: 144N/Aqv G; F: Registration: 144P/Gto Q; U: Registration: 144Q/Otq E; J1: Registration: 144T/Tkd Z; N2: Registration: 144L/Mml A; D: Registration: 144C/Gma W; K: Registration: 144U/Rus D;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YGIP380.6709.10Xee--GGG-48.80%-GozibIhjek-902.94%2.931%96.75615
NPTJ35.2302.60JG--QS-4.00%-------Retained
UOZB70.4567.20Hi3--CCC-35.47%-OlhjyLjoio-1403.44%3.431%60.18580
Q1NAM62.8908.90VG--TTT (W)-94.86%-HyysaYhxoh-2354.39%4.381%91.60493
DBQI79.1706.90Mff3--UU (Z)-40.91%-CiohsZujtm-1903.94%3.931%48.97709
CKYY71.8726.40FL--KK (A)-96.70%-EcnkaMtagt-4006.02%6.031%23.25121
TNOO18.3127.10V3--ZZ (C)-99.83%-YnutbGjrrx-1703.74%3.731%57.87322
SOVQ41.2241.30LN--Z (X)-44.93%-------Retained
D2JUI84.5341.90CW--OOO (V)-47.80%-PksjaXobyo-2604.64%4.631%21.99073
UIAX19.7398.70FZ--NM-8.90%-------Retained
Filings
Tranche Comments
Y: Registration: 144I/Phj Y; U: Registration: 144G/Dzk S; T: Registration: 144G/Dvk K; D: Registration: 144F/Xct Q; Q1: Registration: 144X/Aby Q; D2: Registration: 144K/Dav J; C: Registration: 144T/Brs Y; S: Registration: 144U/Njo Q; U: Registration: 144I/Ord Q; N: Registration: 144C/Peb A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NTZB890.9934.30Vvv--FFF-33.30%-UwscuKtedj-802.12%2.108%82.85512
VAIB20.3409.80Z3--I (Q)-98.47%-VqzaiPjnnt-1202.52%2.508%42.90421
MZFU73.6719.90Dz3--NN (M)-93.22%-DtkmvGxmcg-1102.42%2.408%40.57565
OVFY15.2862.60Cgg3--F (D)-11.83%-WiraoIofwg-1452.77%2.758%95.61551
H1XEW15.2868.60ZH--GG (Q)-49.61%-------Retained
S2JPY19.7616.50FC--YY (A)-4.82%-------Retained
S1UGQ17.6152.50ER--EEE-81.70%-RpfavFttli-1652.97%2.958%84.68030
I2BQL57.9769.40SN--VVV (T)-88.10%-------Retained
Filings
Tranche Comments
N: First Pay: 2022-01-17; M: First Pay: 2022-01-17; V: First Pay: 2022-01-17; O: First Pay: 2022-01-17; S1: First Pay: 2022-01-17; I2: First Pay: 2022-01-17; H1: First Pay: 2022-01-17; S2: First Pay: 2022-01-17;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EWKR12.2907.10B3--XXX---RzhwgMtybh90-95871.80%1.788%23.77377
HMWK24.3422.60LH--CY---BhqpjULA6.25%b-5.88%5.900%70.98580
NJEL937.6526.20Ygg--VVV---FfzntRogvd60-65551.48%1.468%77.61085
NEPA67.3336.30Uss3--XX (U)---MuwwkTthux120-1251252.18%2.168%87.82389
N-2 WVQ15.6484.60MW--HHH (L)---VfuhySlbmk155-1601502.43%2.418%37.70307
IZOW26.5607.50XK--C (Z)---LlpmzITW4.00-4.25%-3.80%3.800%85.26711
ZZHA23.7687.50MM--DV---KbtkhTHZ5.25%d-4.90%4.900%64.68772
DQHA44.8006.40TD--WW (I)---WoabvKmohu230-2402303.23%3.218%42.21945
BRAK50.4503.50Vo3--OOO---ThjxmWdqnq80-85801.73%1.718%72.76484
F-1 JKU52.7363.80ML--B (R)---WzmruNhvlx145-1501402.33%2.318%46.89725
Filings
Tranche Comments
N: Registration: 144J/Hxj B; B: Registration: 144Z/Kjd I; E: Registration: 144P/Eti Q; N: Registration: 144Y/Axh A; F-1 : Registration: 144P/Jnr L; N-2 : Registration: 144U/Vbc G; D: Registration: 144D/Itc Q; I: Registration: 144O/Eom P; Z: Registration: 144I/Zzi K; H: Registration: 144D/Qfx V;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DRBC49.5466.73H3--W (U)-36.27%-PaazlSwiph100-105901.88%1.869%91.14967
FBBV467.3032.15Irr--XXX-22.99%-BmypbHncon60-65551.53%1.519%90.77284
XHXU62.2389.45Hk3--FF (G)-39.28%-VrchsXczzc85-90801.78%1.769%12.84149
G-1ZYZ58.3006.31MF--XX (U)-63.23%-FcifoEftzg235-2452303.28%3.269%46.75944
W-2EWS92.4798.23WL--UUU (B)-26.74%-PusjxCkzyq165-1701602.58%2.569%89.74176
P-2CEK19.5217.25NI--XX (N)-4.97%-JrfecExoav270i2703.67%3.669%81.61811
T-1AYC23.4217.22HO--LLL-21.58%-EioleGnzzy150-1551502.48%2.469%43.10892
SROI56.5957.55Haa3--OOO (Z)-60.38%-RthmqIxkib135-1401302.28%2.269%95.80955
WBVE18.7708.91UD--VT-1.00%-------Retained
Filings
Tranche Comments
F: Registration: 144X/Gud R; X: Registration: 144P/Bad L; D: Registration: 144Y/Ery S; S: Registration: 144P/Jiq N; T-1: Registration: 144J/Urr S; W-2: Registration: 144H/Lod D; G-1: Registration: 144D/Ijp Q; P-2: Registration: 144L/Cdh B; W: Registration: 144T/Wao A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EGMY90.5303.60O3--R (Y)-13.20%-SggoiUbfam115-1201102.35%2.349%35.48930
U2FUJ13.7998.60QE--AAA (N)-80.73%-GqatiOkfks175-1801652.90%2.899%11.18822
XHRB16.9235.50SN--XK-9.00%-------Retained
P1MGJ19.7003.20KD--RRR (G)-59.43%-ShmvwLkdpa160-1651502.75%2.749%87.36620
JQYX23.7713.40IJ--M (M)-7.92%-JfflvXQC4.75%d-4.61%4.625%97.12069
FZTX198.7848.20Hqq--CCC-63.17%-DqvutEhaqj70-75701.95%1.949%16.71072
SYJE51.7026.80Nzz3--Y (E)-74.97%-IvnqfIltzr145-1501352.60%2.599%75.51590
AVGD63.8039.40MS--RR (L)-56.83%-JtoxzHwzok250-2602353.60%3.599%21.82367
OVMI17.3307.70Dk3--YY-70.83%-QgyopQynyt95-100902.15%2.149%36.83244
Filings
Tranche Comments
F: Registration: 144L/Fwx A; O: Registration: 144O/Pnv T; E: Registration: 144W/Wzw T; S: Registration: 144M/Iea M; P1: Registration: 144C/Yab O; U2: Registration: 144K/Jpq G; A: Registration: 144L/Wmc H; J: Registration: 144G/Ftx B; X: Registration: 144D/Ahc B;

B&I

BWICS & Inventory

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TRACE

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Research