Market Data
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Market Overview
RMBS
Non-Performing Loans
Parent Companies
Pretium Partners
Pretium Trust
2022-NPL2
Pretium Trust (PRET) 2022-NPL2
ABS
RMBS
PRET 2022-NPL2 (USD 331m)
Pretium Partners
BAM
,
MOS
USOA
May 4, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A1
USD
281.000
2.15
-
-
-
-
-
31.02%
-
Fixed
YLD
-
-
5.24%
5.500%
99.60396
A2
USD
49.500
2.95
-
-
-
-
-
18.87%
-
Fixed
YLD
-
-
6.90%
7.250%
99.35560
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Tranche Comments
A1: First Pay: 2022-05-25; Redemption: 2025-04-25; Registration: 144A/Reg S; A2: First Pay: 2022-05-25; Redemption: 2025-04-25; Registration: 144A/Reg S;
Risk Retention
EU - Yes; US - Yes
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