| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2023-J1 (USD 260m) | Annaly Capital Management Inc | | USOA | Feb 16, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-9 | YCM | 11.751 | 95.50 | Vpp | - | - | - | RRR | 62.00% | - | Jkfvd | U-Cwhjv | - | 175f | 175 | 4.50% | 5.614% | 36.63610 | | T-1 | WZN | 777.271 | 2.10 | Pvv | - | - | - | DDD | 20.00% | - | Hhhjn | - | - | <2-24> - <3-00> KQLE 4.5 | 3-08ng GMBF 4.5 | 4.50% | 6.136% | 15.59600 | | Z-3 | KMR | 42.000 | 5.39 | Ncc | - | - | - | AAA | 38.00% | - | Chfyt | - | - | <3-00> - <3-08> ED 4.5 | 3-08py ZE 4.5 | 4.50% | 6.026% | 65.90500 |
Tranche Comments T-1: First Pay: 2023-03-27; Registration: 144B/Lbv O;
Z-3: First Pay: 2023-03-27; Registration: 144T/Zyf G;
Q-9: First Pay: 2023-03-27; Registration: 144U/Olm Q; |
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