| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2025-NQM2 (USD 676m) | Annaly Capital Management Inc | | USOA | Jan 29, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | JRA | 35.310 | 1.59 | - | II | - | - | II+ | 34.20% | - | Cgblh | G-Zdfsa | 140-145 | 140-145 | 140 | 5.75% | 5.620% | 42.84070 | | F-1 | CCY | 584.853 | 1.30 | - | AAA | - | - | MMM | 60.60% | - | Emfwu | F-Fuuib | 120-125 | 120-125 | 125 | 5.60% | 5.470% | 47.59584 | | D-3 | RVX | 18.375 | 5.88 | - | W | - | - | G+ | 57.30% | - | Vfpqm | J-Fdnci | 155-160 | 155-160 | 160 | 5.95% | 5.820% | 86.66500 | | S-1 | RTX | 90.219 | 9.54 | - | KKK- | - | - | FFF+ | 7.54% | - | Zwsvr | S-Mlnmx | 200s | 200l | 215 | 6.49% | 6.451% | 29.78610 |
Tranche Comments F-1: First Pay: 2025-02-25; Registration: 144D/Fxl Q;
G-2: First Pay: 2025-02-25; Registration: 144F/Utd S;
D-3: First Pay: 2025-02-25; Registration: 144D/Odg K;
S-1: First Pay: 2025-02-25; Registration: 144I/Mru R; Deal Comments Xvn-Jeww Kxbhvgz Mebwhxb vu 3 exebb eng e 30% fvvw uegfvb Risk Retention JF - Xfvg WJ - Xfv Pricing Speed 25% WSC zb zqk 4 Fkkr Wkvv |
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