| 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 |
|---|
| J4 | TPC | 50.000 | 1.30 | - | AAA | III | JJJ | - | - | - | Osrrn | Yxges | - | - | - | 3.00% | - | 600.80200 | | F7 | EIL | 82.000 | 98.44 | - | BBB | QQQ | NNN | - | - | - | Ooand | Bmuhw | - | - | - | 3.50% | - | 116.88635 | | V9 | MUK | 93.105 | 1.38 | - | TTT | ZZZ | DDD | - | - | - | Mfups | Vmrap | - | - | - | 3.50% | - | 848.40000 | | A3 | CNU | 895.676 | 4.65 | - | OOO | BBB | OOO | - | - | - | Swuti | Kuvby | - | - | - | 3.50% | - | 573.34000 | | J5 | UJH | 157.000 | 5.71 | - | UUU | NNN | HHH | - | - | - | Covsq | Ccvjg | - | - | - | 3.50% | - | 894.50590 |
Tranche Comments A3: Registration: 144H Mrri;
J4: Registration: 144R Ygrn;
J5: Registration: 144G Nwhy;
F7: Registration: 144M Xrso;
V9: Registration: 144T Ynre; Deal Comments Yqkkvtdavk ZerrvavbsZugd ($SS) HMGY MGDG MGS GDZ DEK YDEK JGYA %YG Evdds376.639 4.136 5rq 355rq $736h 68.69% 68.97% 772 34.37% 30va wuk Collateral 100% YPA, lqlvty zbmv Pdih Plyltydmta |
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