| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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|---|
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 |
|---|
| R3 | RLV | 823.383 | 8.84 | - | LLL | GGG | EEE | - | - | - | Kggyo | Zwxnb | - | - | - | 3.50% | - | 187.32000 | | K9 | FJY | 65.324 | 8.16 | - | WWW | OOO | KKK | - | - | - | Fkhqq | Jmxnj | - | - | - | 3.50% | - | 305.30000 | | U4 | QVD | 72.000 | 1.58 | - | QQQ | OOO | SSS | - | - | - | Qrgpt | Xenux | - | - | - | 3.00% | - | 525.94100 | | D5 | VXA | 559.000 | 3.39 | - | JJJ | NNN | QQQ | - | - | - | Ubfnx | Hqxzg | - | - | - | 3.50% | - | 353.52770 | | V7 | PSM | 37.000 | 75.75 | - | BBB | MMM | GGG | - | - | - | Csihm | Ojjfy | - | - | - | 3.50% | - | 223.95298 |
Tranche Comments R3: Registration: 144P Yolc;
U4: Registration: 144J Sgwe;
D5: Registration: 144Q Mfzx;
V7: Registration: 144L Zhql;
K9: Registration: 144W Yumj; Deal Comments Hhuunbtanu XsjjnamqvXdvt ($KK) HSDH SDHD SDK DHX HHV HHHV DUHO %HD Hmctv376.639 4.136 5jh 355jh $736m 68.69% 68.97% 772 34.37% 30ma udq Collateral 100% VRZ, zyzglt umhg Rwmf Rztzmtwhma |
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