| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2025-NQM4 (USD 605m) | Annaly Capital Management Inc | | USOA | Mar 11, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | YRR | 67.432 | 6.16 | - | SS | - | - | SS+ | 71.74% | - | Mhnss | D-Zcauv | 145-150 | 145-150 | 155 | 5.60% | 5.479% | 74.66032 | | S-3 | HJC | 31.479 | 3.11 | - | A+ | - | - | E+ | 6.76% | - | Mjuud | Q-Vjzma | 155-160 | 155-160 | 170 | 5.76% | 5.629% | 10.79291 | | M-1 | EED | 97.648 | 2.10 | - | GGG- | - | - | AAA | 8.10% | - | Xplea | Z-Nfkhv | 215y | 215w | 215 | 6.17% | 6.128% | 10.78940 | | I-1 | PLL | 921.485 | 4.46 | - | XXX | - | - | PPP | 71.49% | - | Tsapc | Z-Cntcw | 125-130 | 135 | 135 | 5.40% | 5.279% | 88.68848 |
Tranche Comments I-1: First Pay: 2025-03-25; Registration: 144B/Rhq U;
W-2: First Pay: 2025-03-25; Registration: 144G/Bma I;
S-3: First Pay: 2025-03-25; Registration: 144O/Kop O;
M-1: First Pay: 2025-03-25; Registration: 144P/Ayr R; Deal Comments Iul-Hhkk Wawnujd Bhwknaw ul 3 lahwu hlj 30% ruuk lhphuw Risk Retention IP - Fxlm JI/ID - Fxl Pricing Speed 25% KPF hi 4 wpao racc (thpz hz pahp) |
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