| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
|---|
| H-1 | TOM | 333.516 | 3.48 | - | YYY | - | - | OOO | 64.30% | - | Cjijs | R-Bjkki | 150x | 150b | 150 | 5.42% | 5.300% | 894.00000 | | R-2 | FZD | 52.396 | 9.51 | - | UU | - | - | LL+ | 83.40% | - | Atfxh | P-Rjomm | 165-170 | 165-170 | 170 | 5.62% | 5.500% | 88.43422 | | K-3 | AAY | 56.975 | 2.39 | - | I | - | - | Q | 8.56% | - | Qfgpi | W-Aldqj | 175-180 | 175-180 | 185 | 5.77% | 5.650% | 58.89325 | | R-1R | ZRK | 934.821 | 6.51 | - | UUU | - | - | RRR | 21.50% | - | Mkukr | S-Rkgrv | - | - | 147 | 5.42% | 5.270% | 218.82740 | | E-1P | ZVJ | 13.500 | 8.84 | - | III | - | - | NNN | 72.60% | - | Bbkou | R-Fprzq | - | - | 160 | 5.42% | 5.400% | 63.51228 | | D-1 | BAB | 82.910 | 9.00 | - | FFF- | - | - | GGG | 6.40% | - | Jiper | B-Aggsl | 220-225 | 230h | 230 | 6.15% | 6.110% | 24.28535 |
Tranche Comments R-1R: First Pay: 2025-07-25; Registration: 144D/Njo D;
E-1P: First Pay: 2025-07-25; Registration: 144I/Mpm J;
H-1: First Pay: 2025-07-25; Registration: 144V/Ras E;
R-2: First Pay: 2025-07-25; Registration: 144M/Wca Q;
K-3: First Pay: 2025-07-25; Registration: 144Y/Qxb U;
D-1: First Pay: 2025-07-25; Registration: 144V/Rno Z; Risk Retention HO - Azxi HH/HS - Azx Pricing Speed 25% MVJ of 4 qqqr nqoo |
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