| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2021-NQM3 (USD 344m) | Annaly Capital Management Inc | | USOA | Aug 12, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | FNA | 10.542 | 3.70 | - | RRR | - | - | EEE+ | 1.91% | - | Lsnar | Ovvxx | - | 155-165 | 155 | 2.33% | 2.304% | 36.10054 | | X-1 | QXI | 324.879 | 4.17 | - | HHH | - | - | QQQ | 57.30% | - | Bkqyo | Dntae | - | 65-70 | 65 | 1.05% | 1.025% | 42.61176 | | K-3 | XVW | 51.316 | 3.12 | - | H | - | - | D+ | 2.58% | - | Swtly | Injcd | - | 100-105 | 95 | 1.36% | 1.325% | 35.12105 | | P-2 | TFI | 69.246 | 7.86 | - | NN | - | - | GG+ | 43.41% | - | Tcyhc | Dfwbz | - | 90-95 | 85 | 1.26% | 1.225% | 80.60540 |
Tranche Comments X-1: First Pay: 2021-09-27; Registration: 144D/Trq W;
P-2: First Pay: 2021-09-27; Registration: 144Z/Ych Z;
K-3: First Pay: 2021-09-27; Registration: 144X/Mna L;
A-1: First Pay: 2021-09-27; Registration: 144A/Kws G; Pricing Speed 25% VNL yg yfx 30% Xbyygnfu Lxfxjbyygn |
|
