C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
PROG 2024-SFR2 (USD 702m) Pretium Partners USOA Mar 28, 2024
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE G RNJ 60.200 4.10 - - KK- ZZ (C) - 71.54% - Hrcpk P-Lwbhm 175q 160-165 145 3.40% 5.658% 86.99516 N LIT 550.120 8.10 - - MMM TTT - 21.42% - Yosfr T-Tmasx 120o 115-120 105 3.30% 5.258% 88.96527 N-1 AAW 72.600 1.30 - - II UUU - 27.48% - Srrpe O-Hwpqi 290-300 275-285 260 3.40% 6.808% 91.81250 E-2 YQK 30.640 7.50 - - KU UUU (F) - 94.94% - Hzmyh A-Wuffg 350-360 325-335 300 3.65% 7.208% 21.90374 B JNW 78.150 2.60 - - JZ BB - 4.59% - Gbnvp N-Ljcgb 500p 500c 500 3.65% 9.208% 62.17708 J MNJ 86.910 1.10 - - Z- Q - 47.20% - Oinkb P-Ttztk 185f 180-185 180 3.40% 6.008% 75.12760 L LYY 16.930 7.60 - - QQQ- YYY (J) - 79.48% - Vvxpz W-Iuzfc 220n 210-215 200 3.40% 6.208% 27.16920
Tranche Comments
N: First Pay: 2024-05-17; Registration: 144X/Mzy T;
G: First Pay: 2024-05-17; Registration: 144E/Ffw J;
J: First Pay: 2024-05-17; Registration: 144D/Eck G;
L: First Pay: 2024-05-17; Registration: 144I/Oco A;
N-1: First Pay: 2024-05-17; Registration: 144G/Qrn T;
E-2: First Pay: 2024-05-17; Registration: 144Q/Obo Y;
B: First Pay: 2024-05-17; Registration: 144B/Xso Y;
Risk Retention
BG - Syqf JB - Zb
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