| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PROG 2022-SFR5 (USD 505m) | Pretium Partners | | USOA | Jun 10, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PVG | 60.792 | 1.59 | Ldd3 | - | - | - | N- | 13.90% | - | Cpjhx | I-Ssmja | - | 285a | 270 | 5.73% | 5.890% | 41.69755 | | S | BHE | 39.334 | 9.51 | NC | - | - | - | EEE- | 61.62% | - | - | - | - | - | - | - | - | Retained | | E | TIZ | 71.936 | 8.25 | FK | - | - | - | FG | - | - | - | - | - | - | - | - | - | Retained | | Q-1 | KLK | 18.100 | 5.88 | WO | - | - | - | NNN+ | 83.61% | - | Fnobd | S-Jhwon | - | 375s | 360 | 6.62% | 6.790% | 51.28253 | | R | QGO | 30.798 | 9.13 | UE | - | - | - | KK | 6.10% | - | - | - | - | - | - | - | - | Retained | | A | CJS | 184.370 | 4.12 | Pnn | - | - | - | WWW | 47.99% | - | Vlhvv | A-Kadfn | - | 155-160 | 140 | 4.45% | 4.590% | 81.81438 | | C | MJJ | 71.425 | 6.23 | Ce3 | - | - | - | XX | 56.40% | - | Ggqgs | O-Wkwym | - | 200c | 185 | 4.90% | 5.040% | 87.44209 | | C | KMK | 32.987 | 6.20 | S3 | - | - | - | X+ | 93.60% | - | Eayzv | D-Bukyq | - | 225o | 215 | 5.19% | 5.340% | 48.70933 | | K-2 | MIC | 34.873 | 1.71 | NZ | - | - | - | QQQ- | 22.67% | - | Pzhuk | A-Sosdb | - | 400-410 | 385 | 6.86% | 7.040% | 95.24806 |
Tranche Comments A: First Pay: 2022-08-17; Registration: 144A/Wcl K;
C: First Pay: 2022-08-17; Registration: 144L/Uzu C;
C: First Pay: 2022-08-17; Registration: 144N/Isl C;
G: First Pay: 2022-08-17; Registration: 144M/Zwu Q;
Q-1: First Pay: 2022-08-17; Registration: 144E/Icj Z;
K-2: First Pay: 2022-08-17; Registration: 144K/Coi W;
S: First Pay: 2022-08-17; Registration: 144T/Bac S;
R: First Pay: 2022-08-17; Registration: 144L/Enk D;
E: First Pay: 2022-08-17; Registration: 144K/Vvm P; Risk Retention TW/NT - Icu |
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