| 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 |
|---|
| R3 | VKD | 81.543 | 1.93 | - | SSS | TTT | - | - | - | - | - | - | - | - | - | 3.50% | - | - | | F5 | ISV | 668.571 | 3.24 | - | FFF | NNN | - | - | - | - | - | - | - | - | - | 3.50% | - | - | | G4 | WSQ | 33.000 | 5.86 | - | QQQ | GGG | - | - | - | - | - | - | - | - | - | 3.00% | - | - | | X7 | EVA | 87.312 | 71.45 | - | XXX | ZZZ | - | - | - | - | - | - | - | - | - | 3.50% | - | - | | Q6 | PVU | 53.000 | 5.72 | - | III | MMM | - | - | - | - | - | - | - | - | - | 3.00% | - | - | | M9 | VHZ | 54.760 | 8.55 | - | MMM | WWW | - | - | - | - | - | - | - | - | - | 3.50% | - | - |
Tranche Comments R3: Registration: 144Z Fdwn;
G4: Registration: 144K Dgcg;
F5: Registration: 144F Oaaq;
Q6: Registration: 144R Dxpf;
X7: Registration: 144E Gcop;
M9: Registration: 144T Dktb; Deal Comments J/Eg Q3-Q7 q 13.40%, Q9 q 6.70% |
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