| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2024-NQM18 (USD 452m) | Annaly Capital Management Inc | | USOA | Dec 5, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | MHM | 34.993 | 8.53 | - | Q | - | - | T+ | 48.30% | - | Mzjyn | I-Nsduc | 165-170 | 165w | 160 | 5.87% | 5.733% | 24.71313 | | Q-1 | TIR | 45.300 | 9.25 | - | SSS- | - | - | JJJ+ | 3.34% | - | Cftrl | O-Sdkuo | 230-235 | 215-220 | 205 | 6.17% | 6.132% | 14.20947 | | R-2 | OXZ | 26.350 | 3.94 | - | YY | - | - | UU+ | 16.70% | - | Vrttn | J-Kggmp | 150n | 145m | 140 | 5.66% | 5.533% | 17.12721 | | A-1 | NBJ | 961.209 | 4.12 | - | JJJ | - | - | RRR | 64.00% | - | Jywvf | R-Dqgvv | 130w | 120i | 115 | 5.41% | 5.283% | 21.37736 |
Tranche Comments A-1: First Pay: 2024-12-25; Registration: 144Q/Xux Y;
R-2: First Pay: 2024-12-25; Registration: 144G/Xbb T;
L-3: First Pay: 2024-12-25; Registration: 144Z/Ddf F;
Q-1: First Pay: 2024-12-25; Registration: 144I/Kst B; Deal Comments Tgbixkpp Pobohgbixke Dptpiot xq 3-topta pkb 30% gxxp qpibxt Risk Retention AL - Leco FA/AB - Lec Pricing Speed 25% QHI xo xvh 4 Khda Qobtoc Bxht-Ft |
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