| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2024-NQM9 (USD 494m) | Annaly Capital Management Inc | | USOA | Jun 14, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | OSQ | 938.328 | 4.57 | - | TTT | - | - | OOO | 27.94% | - | Wcvin | X-Phxfi | 130c | 125-130 | 125 | 6.03% | 5.898% | 97.24213 | | Y-2 | IOH | 59.933 | 5.78 | - | DD | - | - | UU+ | 17.30% | - | Uzvph | B-Gttkn | 155k | 150-155 | 150 | 6.28% | 6.148% | 86.32401 | | D-3 | BGN | 20.716 | 6.16 | - | X | - | - | A+ | 82.30% | - | Hqmnz | U-Rwxqj | 170x | 165-170 | 165 | 6.44% | 6.298% | 92.93412 | | A-1 | FMF | 32.316 | 7.50 | - | VVV- | - | - | ZZZ+ | 4.80% | - | Arcrk | M-Pnwwn | 210d | 210h | 210 | 6.47% | 6.433% | 63.49565 |
Tranche Comments W-1: First Pay: 2024-07-25; Registration: 144P/Pdu K;
Y-2: First Pay: 2024-07-25; Registration: 144L/Ztr T;
D-3: First Pay: 2024-07-25; Registration: 144U/Txg W;
A-1: First Pay: 2024-07-25; Registration: 144L/Xob M; Risk Retention ZC - Heed PZ/ZS - Hee Pricing Speed 25% VXB nk 4 wogi ggff |
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