| 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 |
|---|
| U3 | BBP | 301.900 | 6.71 | Ppp | - | YYY | - | - | - | - | - | - | - | - | - | 3.50% | - | 604.93860 | | R7 | RZF | 20.000 | 82.80 | Ucc | - | BBB | - | - | - | - | - | - | - | - | - | 3.50% | - | 54.24064 | | S5 | TAX | 566.000 | 9.98 | Uii | - | ZZZ | - | - | - | - | - | - | - | - | - | 3.50% | - | 490.20650 | | A9 | KNC | 80.194 | 3.44 | Hii | - | EEE | - | - | - | - | - | - | - | - | - | 3.50% | - | 539.13400 |
Tranche Comments U3: Registration: 144I Sdkt;
S5: Registration: 144P Keqm;
R7: Registration: 144T Lczu;
A9: Registration: 144B Akpd; Deal Comments Oxmgcmm SmycxaubakgvU3t RRQT BOi U5t RRQT / SRSi U7t RRQT / QRSi U9t RQT DQMM Collateral Ktiv ($cc)a $328.99k QXUQa 4.110k XUHa 4ctk XUEa 356ctk UHKa $717k HTNa 67.43k QHTNa 67.55k PSQQa 773k %QUa 48.04k Tkkva 30ks Ptevi |
|
