| 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 |
|---|
| S-1 | CPX | 823.573 | 6.35 | Ktt | - | - | - | CCC | 86.00% | - | Fmael | - | - | <2-24> - <3-00> ZJTB 4.5 | 3-08re DFJQ 4.5 | 4.50% | 6.136% | 52.71700 | | U-3 | TKX | 95.000 | 6.47 | Xee | - | - | - | VVV | 62.00% | - | Zljbj | - | - | <3-00> - <3-08> MI 4.5 | 3-08ui RV 4.5 | 4.50% | 6.026% | 52.28000 | | O-9 | AGN | 51.464 | 19.71 | Lkk | - | - | - | WWW | 53.00% | - | Buykv | S-Raifx | - | 175g | 175 | 4.50% | 5.614% | 77.54060 |
Tranche Comments S-1: First Pay: 2023-03-27; Registration: 144J/Fip A;
U-3: First Pay: 2023-03-27; Registration: 144G/Azr G;
O-9: First Pay: 2023-03-27; Registration: 144B/Zcl M; |
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