| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2021-INV3 (USD 440m) | Annaly Capital Management Inc | | USOA | Nov 18, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-7 | QQG | 445.646 | 5.33 | Hoo | - | - | LLL | - | 58.00% | - | Rntoq | - | - | - | <2-22> qa | 2.50% | 2.117% | 839.62803 | | X-14 | ZLB | 29.746 | 98.74 | Abb | - | - | GGG | - | 43.00% | - | Btjpq | Vbbdt | - | - | 105 | 2.50% | 2.723% | 91.62319 | | R-11 | QQB | 17.229 | 7.45 | Wee | - | - | WWW | - | 46.00% | - | Xdukysqy | YKTL | - | - | 95 | TXWG+95 | - | 45.52605 | | Q-19 | VMV | 21.409 | 4.99 | Wx1 | - | - | III | - | 5.40% | - | Twotd | - | - | - | <2-30> op | 2.50% | 2.607% | 88.43067 | | G-3 | BFA | 615.300 | 3.19 | Mcc | - | - | BBB | - | 30.00% | - | Ppnqj | - | - | - | <2-04> qb | 2.50% | 2.420% | 571.81782 |
Tranche Comments G-3: Registration: 144A/Kdj B;
U-7: Registration: 144C/Dns O;
X-14: Registration: 144N/Lbg A;
R-11: Registration: 144J/Gyh H;
Q-19: Registration: 144U/Ufd A; |
|
