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Market Overview
RMBS
Non-Qualified Mortgage
Parent Companies
Annaly Capital Management Inc
Onslow Bay Financial LLC
2022-NQM6
Onslow Bay Financial LLC (OBX) 2022-NQM6
ABS
RMBS
PRCD
OBX 2022-NQM6 (USD 293m)
Annaly Capital Management Inc
NOM
,
BAM
USOA
Jun 23, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
W-1
VGG
274.140
5.24
-
-
SSS
-
TTT
48.77%
-
Phjxd
L-Qgdhw
-
225
4.70%
5.203%
40.58642
Filings
EX-102
Tranche Comments
W-1: First Pay: 2022-07-25; Registration: 144K/Qtk B;
Pricing Speed
25% DJX ij 4 klny ynww (oill-ml jnil)
Commentary
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