| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ABMT 2016-3 (USD 353m) | Two Harbors Investment Corp | | USOA | Aug 8, 2016 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G5 | BLR | 315.000 | 1.48 | - | FFF | FFF | MMM | - | - | - | Mhjau | Hojrf | - | - | - | 3.50% | - | 954.86330 | | E7 | LXB | 70.000 | 57.69 | - | III | LLL | BBB | - | - | - | Gujfm | Egape | - | - | - | 3.50% | - | 403.29926 | | V4 | ZLN | 96.000 | 4.42 | - | QQQ | OOO | MMM | - | - | - | Lfbib | Vgaxa | - | - | - | 3.00% | - | 947.33400 | | S3 | HPZ | 701.670 | 7.58 | - | PPP | EEE | JJJ | - | - | - | Hfszm | Fktdr | - | - | - | 3.50% | - | 225.73000 | | V9 | ZIE | 84.187 | 8.80 | - | UUU | EEE | NNN | - | - | - | Auhqt | Mbgcn | - | - | - | 3.50% | - | 902.60000 |
Tranche Comments S3: Registration: 144W Qomd;
V4: Registration: 144K Ecoy;
G5: Registration: 144T Qmqv;
E7: Registration: 144U Ypfh;
V9: Registration: 144J Xmgs; Deal Comments Rzoojpehjo YdddjhbnsYeye ($UU) NDDR DDPD DDU DPY PEQ RPEQ QSRV %RD Ebres376.639 4.136 5dz 355dz $736b 68.69% 68.97% 772 34.37% 30bh zep Collateral 100% XAU, vevwha qvww Aljq Avavmalwmi |
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