| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ABMT 2016-2 (USD 309m) | Two Harbors Investment Corp | | USOA | Mar 10, 2016 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B7 | JRF | 73.000 | 12.70 | Gss | - | TTT | - | - | - | - | - | - | - | - | - | 3.50% | - | 82.74106 | | S5 | EWC | 483.000 | 3.16 | Kpp | - | ZZZ | - | - | - | - | - | - | - | - | - | 3.50% | - | 898.19436 | | P3 | QAS | 213.300 | 9.12 | Vll | - | JJJ | - | - | - | - | - | - | - | - | - | 3.50% | - | 119.30350 | | T9 | XBM | 19.408 | 5.45 | Fdd | - | III | - | - | - | - | - | - | - | - | - | 3.50% | - | 257.63300 |
Tranche Comments P3: Registration: 144R Kbnw;
S5: Registration: 144Z Hugg;
B7: Registration: 144E Xkgz;
T9: Registration: 144M Lqrn; Deal Comments Jmbzrwu QuurmmcummznH3p GGVV GJx H5p GGVV / XOXx H7p GGVV / TOXx H9p GVV MFZZ Collateral Jgit ($ff)n $328.99s QDGBn 4.110s DGAn 4fes DGUn 356fes GAJn $717s AJWn 67.43s BAJWn 67.55s SJBQn 773s %BGn 48.04s Jsutn 30sf Sggtt |
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