| 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 |
|---|
| S9 | VAE | 59.671 | 9.53 | - | - | LLL | GGG | MMM | - | - | Kpuxi | - | - | - | - | 3.50% | - | 92.79502 | | C4 | IGQ | 336.481 | 3.35 | - | - | BBB | RRR | PPP | 53.80% | - | Ukohg | - | - | 5-12 Hesn HR3.5 | - | 3.00% | - | 623.76000 | | A6 | PMT | 244.350 | 7.43 | - | - | BBB | HHH | AAA | 97.30% | - | Hpjok | - | - | 5-00 Elhb LW3.5 | - | 3.00% | - | 67.43509 | | U7 | YBP | 36.523 | 95.70 | - | - | YYY | LLL | UUU | 55.60% | - | Inxqh | - | - | 145k | - | 3.50% | - | 25.57982 | | Y3 | PBQ | 256.190 | 1.72 | - | - | XXX | III | III | 28.20% | - | Isnwg | - | - | 3-08 Ktag OT3.5 | - | 3.50% | - | 858.32131 | | G5 | HKC | 950.329 | 2.58 | - | - | JJJ | WWW | TTT | 76.60% | - | Tzxrv | - | - | 3-28 Quuw NB3.5 | - | 3.50% | - | 325.10000 |
Tranche Comments Y3: Registration: 144G Pgvq;
C4: Registration: 144M Oatf;
G5: Registration: 144M Ferm;
A6: Registration: 144U Umnu;
U7: Registration: 144J Ozvm;
S9: Registration: 144U Fpwz; |
|
