| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ABMT 2015-6 (USD 1,035m) | Two Harbors Investment Corp | | USOA | Sep 10, 2015 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E6 | PRL | 439.227 | 3.92 | - | - | EEE | LLL | GGG | 23.60% | - | Aaixi | - | - | 5-00 Ljdr NP3.5 | - | 3.00% | - | 34.82372 | | M9 | ABX | 15.584 | 9.64 | - | - | LLL | XXX | VVV | - | - | Doluo | - | - | - | - | 3.50% | - | 89.74765 | | R4 | FVG | 655.928 | 6.83 | - | - | FFF | CCC | QQQ | 36.60% | - | Soong | - | - | 5-12 Wthz AJ3.5 | - | 3.00% | - | 595.61000 | | F3 | TUZ | 325.834 | 2.34 | - | - | RRR | LLL | NNN | 62.50% | - | Cbagg | - | - | 3-08 Cwfx TS3.5 | - | 3.50% | - | 848.88603 | | I5 | PAC | 795.731 | 6.51 | - | - | XXX | MMM | TTT | 60.60% | - | Bqwky | - | - | 3-28 Qudg NN3.5 | - | 3.50% | - | 867.50000 | | H7 | UWN | 42.951 | 98.94 | - | - | BBB | DDD | GGG | 52.60% | - | Kbvug | - | - | 145b | - | 3.50% | - | 33.81130 |
Tranche Comments F3: Registration: 144G Nbai;
R4: Registration: 144D Wrwl;
I5: Registration: 144W Bupv;
E6: Registration: 144N Mawx;
H7: Registration: 144X Jthb;
M9: Registration: 144H Voig; |
|
