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Market Data
Pricing
Solutions
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Market Overview
RMBS
Non-Qualified Mortgage
Parent Companies
Annaly Capital Management Inc
Onslow Bay Financial LLC
2024-NQM2
Onslow Bay Financial LLC (OBX) 2024-NQM2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
OBX 2024-NQM2 (USD 463m)
Annaly Capital Management Inc
BRC
,
NOM
USOA
Jan 25, 2024
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
M-2
JMH
61.915
3.82
-
RR
-
-
EE+
18.19%
-
Cqkqk
W-Ylpgs
-
160-165
160
6.03%
5.888%
90.44869
I-1
IIU
183.176
8.62
-
TTT
-
-
EEE
86.87%
-
Qusrk
M-Dmorv
-
145-150
145
5.88%
5.738%
62.65489
M-1
PSW
66.599
4.66
-
III-
-
-
DDD+
6.32%
-
Zvkgd
U-Zwmvu
-
280t
275
6.86%
6.818%
84.33648
P-3
OPC
88.680
5.95
-
F
-
-
Y+
48.55%
-
Bfmzc
W-Uojws
-
180-185
175
6.18%
6.038%
31.16931
Filings
ABS-15G
Tranche Comments
I-1: Registration: 144B/Emo E; M-2: Registration: 144E/Kyv D; P-3: Registration: 144B/Rao K; M-1: Registration: 144L/Ntc G;
Deal Comments
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Risk Retention
LD - Tqqk SL/LW - Tqq
Pricing Speed
25% AXZ cq cck 4 Tkac Aqglqe Gckl-Ul
Commentary
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