| 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 |
|---|
| X3 | MGP | 759.424 | 2.50 | - | - | LLL | DDD | UUU | 79.80% | - | Sowos | - | - | 3-08 Zazg YU3.5 | - | 3.50% | - | 101.64213 | | U9 | YSQ | 55.341 | 7.10 | - | - | CCC | EEE | SSS | - | - | Dnpeo | - | - | - | - | 3.50% | - | 26.47787 | | U5 | AXP | 273.164 | 2.37 | - | - | CCC | PPP | JJJ | 20.60% | - | Vowca | - | - | 3-28 Voqw EH3.5 | - | 3.50% | - | 430.70000 | | I4 | MNB | 948.966 | 4.82 | - | - | VVV | HHH | OOO | 34.10% | - | Oplzq | - | - | 5-12 Twaz WQ3.5 | - | 3.00% | - | 651.98000 | | U6 | UYP | 311.114 | 2.43 | - | - | RRR | III | JJJ | 48.20% | - | Dscgv | - | - | 5-00 Qwzj QR3.5 | - | 3.00% | - | 33.18913 | | H7 | WYJ | 45.899 | 13.17 | - | - | EEE | CCC | UUU | 62.50% | - | Yoheo | - | - | 145p | - | 3.50% | - | 99.23528 |
Tranche Comments X3: Registration: 144E Eflf;
I4: Registration: 144E Letx;
U5: Registration: 144T Yolc;
U6: Registration: 144R Sjox;
H7: Registration: 144X Wuhe;
U9: Registration: 144H Ppvr; |
|
