| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PROG 2022-SFR2 (USD 394m) | Pretium Partners | | USOA | Mar 14, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FWB | 2.371 | 8.70 | JR | - | - | - | BO | 1.85% | - | - | - | - | - | - | - | - | Retained | | Q | UXI | 87.112 | 8.80 | Iv3 | - | - | - | SSS | 31.70% | - | Surtj | Fnycn | - | - | 165 | 3.40% | 3.837% | 70.27882 | | E | GFT | 454.459 | 7.30 | Roo | - | - | - | XXX | 43.68% | - | Nizss | Kdatp | - | - | 135 | 2.95% | 3.537% | 16.76444 | | Z | MKZ | 69.512 | 4.50 | K3 | - | - | - | DDD | 99.73% | - | Aqrtv | Txnrq | - | - | 180 | 3.75% | 3.987% | 14.54221 | | B | LPC | 43.408 | 1.50 | Err3 | - | - | - | UU | 55.27% | - | Rnpoh | Vcjni | - | - | 220 | 3.95% | 4.387% | 87.85658 | | A-2 | QEY | 58.685 | 7.50 | JJ | - | - | - | NNN- | 21.71% | - | Iwqgn | Juclg | - | - | 340 | 4.80% | 5.587% | 71.54744 | | F | OCO | 46.377 | 2.30 | OE | - | - | - | LT | - | - | - | - | - | - | - | - | - | Retained | | C-1 | MXB | 347.944 | 3.70 | ZE | - | - | - | CCC+ | 47.87% | - | Pvzjz | Imree | - | - | 300 | 4.55% | 5.187% | 64.40247 | | Z | RBE | 44.925 | 6.90 | IA | - | - | - | FF- | 76.15% | - | - | - | - | - | - | - | - | Retained | | G | AAO | 48.280 | 7.40 | VH | - | - | - | W- | 3.58% | - | - | - | - | - | - | - | - | Retained |
Tranche Comments E: Registration: 144Y/Hil O;
Q: Registration: 144A/Ztn B;
Z: Registration: 144O/Rcc G;
B: Registration: 144Q/Att M;
C-1: Registration: 144A/Qqs N;
A-2: Registration: 144F/Qla P;
Z: Registration: 144F/Tuj P;
G: Registration: 144K/Mvi L;
Q: Registration: 144W/Njf D;
F: Registration: 144W/Pxe J; |
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