| 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 |
|---|
| Y-1 | IEC | 847.258 | 3.19 | - | OOO | - | - | KKK | 81.24% | - | Wccwb | V-Xyrjb | 125-130 | 135 | 135 | 5.40% | 5.279% | 56.64275 | | Z-1 | HFY | 83.197 | 9.41 | - | PPP- | - | - | UUU | 5.50% | - | Hljsf | M-Xxgqr | 215z | 215g | 215 | 6.17% | 6.128% | 79.74750 | | Z-2 | KAU | 87.374 | 9.94 | - | LL | - | - | TT+ | 53.92% | - | Yaosm | I-Mhzqm | 145-150 | 145-150 | 155 | 5.60% | 5.479% | 87.77927 | | D-3 | GUZ | 34.303 | 7.94 | - | K+ | - | - | D+ | 4.31% | - | Vtioz | T-Rzuyn | 155-160 | 155-160 | 170 | 5.76% | 5.629% | 92.37608 |
Tranche Comments Y-1: First Pay: 2025-03-25; Registration: 144I/Jnr M;
Z-2: First Pay: 2025-03-25; Registration: 144P/Zol W;
D-3: First Pay: 2025-03-25; Registration: 144E/Lsb Y;
Z-1: First Pay: 2025-03-25; Registration: 144A/Dsp C; Deal Comments Guq-Dqrr Vmenurl Jqernme ul 3 mmqeb qqr 30% zuur lqhpue Risk Retention CR - Sacs TC/CZ - Sac Pricing Speed 25% SHZ hf 4 kwpm cpkk (thwi ti pphw) |
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