| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ABMT 2016-1 (USD 279m) | Two Harbors Investment Corp | | USOA | Jan 11, 2016 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D6 | JUJ | 61.000 | 3.65 | - | HHH | GGG | - | - | - | - | - | - | - | - | - | 3.00% | - | - | | Q7 | HGP | 32.399 | 46.38 | - | XXX | RRR | - | - | - | - | - | - | - | - | - | 3.50% | - | - | | I5 | FME | 747.353 | 6.91 | - | VVV | TTT | - | - | - | - | - | - | - | - | - | 3.50% | - | - | | V3 | URG | 58.860 | 6.73 | - | GGG | VVV | - | - | - | - | - | - | - | - | - | 3.50% | - | - | | L4 | NVO | 91.000 | 9.16 | - | JJJ | ZZZ | - | - | - | - | - | - | - | - | - | 3.00% | - | - | | I9 | CQN | 11.720 | 2.58 | - | SSS | UUU | - | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments V3: Registration: 144P Qfon;
L4: Registration: 144K Foqn;
I5: Registration: 144P Vony;
D6: Registration: 144Z Czkz;
Q7: Registration: 144Q Dhac;
I9: Registration: 144A Sxhy; Deal Comments B/Em B3-B7 c 13.40%, B9 c 6.70% |
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