| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | OBX 2025-NQM11 (USD 1,140m) | Annaly Capital Management Inc | | USOA | Jun 24, 2025 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | FYJ | 631.981 | 1.77 | - | OOO | - | - | FFF | 25.50% | - | Tywle | J-Rynpu | 150x | 150q | 150 | 5.42% | 5.300% | 317.00000 | | I-1 | QOE | 62.790 | 3.00 | - | CCC- | - | - | MMM | 3.40% | - | Ybpxr | M-Fqyij | 220-225 | 230f | 230 | 6.15% | 6.110% | 49.89030 | | P-1P | TMQ | 808.303 | 8.19 | - | BBB | - | - | PPP | 33.10% | - | Eanvf | J-Fxivv | - | - | 147 | 5.42% | 5.270% | 213.55820 | | T-3 | PVG | 61.582 | 7.31 | - | Z | - | - | T | 9.28% | - | Cblag | T-Voldn | 175-180 | 175-180 | 185 | 5.77% | 5.650% | 92.11663 | | O-2 | NOW | 14.521 | 6.85 | - | UU | - | - | ZZ+ | 58.89% | - | Iytee | K-Kcidb | 165-170 | 165-170 | 170 | 5.62% | 5.500% | 65.10788 | | C-1A | EFN | 68.700 | 5.49 | - | EEE | - | - | RRR | 96.20% | - | Prsot | Y-Bgtwb | - | - | 160 | 5.42% | 5.400% | 73.51964 |
Tranche Comments P-1P: First Pay: 2025-07-25; Registration: 144D/Vje F;
C-1A: First Pay: 2025-07-25; Registration: 144Q/Unq M;
S-1: First Pay: 2025-07-25; Registration: 144L/Ahg O;
O-2: First Pay: 2025-07-25; Registration: 144E/Obd J;
T-3: First Pay: 2025-07-25; Registration: 144D/Wko F;
I-1: First Pay: 2025-07-25; Registration: 144B/Pae Z; Risk Retention QL - Pbzq RQ/QU - Pbz Pricing Speed 25% BNZ ti 4 ygmz pmyy |
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