| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2025-NQM8 (USD 573m) | Annaly Capital Management Inc | | USOA | May 15, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | RHC | 29.510 | 2.95 | - | SS | - | - | UU+ | 62.34% | - | Fhayr | V-Ulgsg | 175-180 | 170i | 155 | 5.62% | 5.505% | 32.11477 | | J-3 | IUL | 34.720 | 5.50 | - | R | - | - | I | 1.10% | - | Ciyzi | L-Jlwdz | 185-190 | 180m | 175 | 5.83% | 5.705% | 58.87753 | | E-1 | EUD | 76.312 | 5.30 | - | UUU- | - | - | ZZZ | 5.51% | - | Pwybz | Z-Mscip | 245-250 | 245m | 235 | 6.39% | 6.351% | 78.49384 | | I-1 | KNQ | 537.563 | 5.92 | - | YYY | - | - | VVV | 84.30% | - | Iqnus | B-Mlmjg | 155-160 | 150g | 140 | 5.47% | 5.355% | 22.47705 |
Tranche Comments I-1: First Pay: 2025-06-25; Registration: 144N/Gis W;
J-2: First Pay: 2025-06-25; Registration: 144N/Uji L;
J-3: First Pay: 2025-06-25; Registration: 144P/Vtt F;
E-1: First Pay: 2025-06-25; Registration: 144I/Nch B; Risk Retention PM - Mktn GP/PA - Mkt Pricing Speed 25% CZV lt lkt 4 Gtkf Ctzmtt Tltm-Sm |
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