| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PROG 2024-SFR1 (USD 580m) | Pretium Partners | | USOA | Jan 18, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | ZBF | 82.889 | 8.40 | - | - | JD | OOO (E) | - | 82.69% | - | Kbajj | O-Mhfol | 400 fk Bkz 400b | 380-390 | 360 | 3.85% | 7.619% | 65.78230 | | J | UKW | 641.794 | 1.10 | - | - | NNN | EEE | - | 98.50% | - | Ifkja | V-Ycbqi | 145-150 | 135-140 | 120 | 3.35% | 5.219% | 74.78289 | | H | FNC | 16.208 | 3.10 | - | - | P- | AA (Q) | - | 65.11% | - | Mmcli | S-Ibfrc | 200q | 190-195 | 185 | 3.75% | 5.869% | 45.93799 | | F | JGK | 72.735 | 5.60 | - | - | VV- | RR (X) | - | 12.16% | - | Ycami | Z-Njrqf | 175-180 | 175-180 | 180 | 3.75% | 5.819% | 68.85236 | | L | ALP | 94.176 | 9.20 | - | - | OOO- | RRR (P) | - | 96.00% | - | Nvxvg | Q-Jykak | 250-260 | 240-245 | 230 | 3.75% | 6.319% | 19.22131 | | H1 | PKT | 81.605 | 8.70 | - | - | KF | JJJ | - | 86.00% | - | Tchtq | B-Fufpw | Qxc xu Kxyr 300g | 325-335 | 300 | 3.85% | 7.019% | 51.11407 |
Tranche Comments J: First Pay: 2024-03-19; Registration: 144J/Xlt C;
F: First Pay: 2024-03-19; Registration: 144N/Kzk A;
H: First Pay: 2024-03-19; Registration: 144E/Ewv A;
L: First Pay: 2024-03-19; Registration: 144N/Gcn L;
H1: First Pay: 2024-03-19; Registration: 144N/Fwt G;
I2: First Pay: 2024-03-19; Registration: 144C/Ncz Y; Risk Retention VS - Obk, VV - Bu (Y - Musmgucnzq) |
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