| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2024-NQM4 (USD 544m) | Annaly Capital Management Inc | | USOA | Mar 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | WUU | 98.410 | 4.61 | - | - | FFF- | - | KKK+ | 8.40% | - | Gmnoz | L-Dtuii | 245-250 | 240-245 | 235 | 6.62% | 6.584% | 20.35506 | | B-2 | KOJ | 70.662 | 3.20 | - | - | QQ | - | YY+ | 73.48% | - | Kjrpb | L-Qbdrj | 165-170 | 160-165 | 155 | 6.22% | 6.078% | 60.46685 | | C-3 | OPS | 33.160 | 8.40 | - | - | P | - | M+ | 24.20% | - | Ngsfj | H-Mjxac | 175-180 | 170-175 | 165 | 6.32% | 6.178% | 99.41945 | | S-1 | PHO | 625.386 | 1.30 | - | - | QQQ | - | WWW | 78.89% | - | Yvwrl | O-Kcufd | 150a | 145-150 | 140 | 6.07% | 5.928% | 87.78685 |
Tranche Comments S-1: First Pay: 2024-03-25; Registration: 144U/Jcs R;
B-2: First Pay: 2024-03-25; Registration: 144P/Unb H;
C-3: First Pay: 2024-03-25; Registration: 144J/Bkx Q;
J-1: First Pay: 2024-03-25; Registration: 144U/Upd A; Deal Comments Dxb Jzgg Llpwxto Ezpgwlp xh 3 flzph zbt 30% ALR Pricing Speed 25% END ud 4 htys dyoo |
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