| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2024-NQM14 (USD 573m) | Annaly Capital Management Inc | | USOA | Sep 25, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | BLK | 84.522 | 7.33 | - | SSS- | - | - | KKK+ | 3.80% | - | Gupsk | L-Skmtr | 210h | 210c | 205 | 5.58% | 5.543% | 86.77570 | | E-1 | FYB | 623.459 | 3.23 | - | SSS | - | - | FFF | 51.31% | - | Bznkd | X-Esjvj | 135-140 | 135d | 130 | 4.94% | 4.830% | 67.54988 | | U-3 | UIQ | 11.392 | 2.55 | - | P | - | - | F+ | 4.69% | - | Aztbc | E-Kyqio | 170e | 170d | 170 | 5.35% | 5.230% | 78.12737 | | F-2 | MUT | 12.827 | 1.58 | - | NN | - | - | QQ+ | 50.50% | - | Moubc | M-Zgzcy | 160-165 | 160c | 155 | 5.20% | 5.080% | 36.53204 |
Tranche Comments E-1: First Pay: 2024-10-25; Registration: 144K/Mpo P;
F-2: First Pay: 2024-10-25; Registration: 144P/Ovt N;
U-3: First Pay: 2024-10-25; Registration: 144Q/Upx G;
D-1: First Pay: 2024-10-25; Registration: 144Z/Poh W; Risk Retention AM - Jizm QA/AZ - Jiz Pricing Speed 25% CVJ xo xvw 4 Awza Cofboa Nxwb-Kb |
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