| 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 |
|---|
| Q | UWB | 86.730 | 5.10 | - | - | G- | O | - | 78.50% | - | Xzaqi | Y-Mwkqr | 185s | 180-185 | 180 | 3.40% | 6.008% | 56.50900 | | L-1 | XLK | 72.200 | 3.10 | - | - | KG | BBB | - | 90.69% | - | Yglrj | X-Pfngg | 290-300 | 275-285 | 260 | 3.40% | 6.808% | 81.85870 | | K-2 | BOO | 39.630 | 6.10 | - | - | GX | UUU (L) | - | 48.75% | - | Zmyub | M-Hgcby | 350-360 | 325-335 | 300 | 3.65% | 7.208% | 81.53101 | | D | YGU | 75.540 | 9.90 | - | - | ER | PP | - | 4.33% | - | Kjcsu | N-Xfola | 500c | 500x | 500 | 3.65% | 9.208% | 69.34782 | | H | UWU | 812.530 | 9.50 | - | - | ZZZ | CCC | - | 84.27% | - | Lzirw | E-Efzor | 120b | 115-120 | 105 | 3.30% | 5.258% | 72.48380 | | J | IGM | 87.100 | 4.30 | - | - | GG- | JJ (G) | - | 76.59% | - | Vbnzu | N-Pfurk | 175z | 160-165 | 145 | 3.40% | 5.658% | 19.50316 | | K | ICA | 54.660 | 7.90 | - | - | LLL- | KKK (S) | - | 50.44% | - | Zsqkz | W-Pwsxl | 220w | 210-215 | 200 | 3.40% | 6.208% | 11.67140 |
Tranche Comments H: First Pay: 2024-05-17; Registration: 144C/Gmk P;
J: First Pay: 2024-05-17; Registration: 144W/Mzt W;
Q: First Pay: 2024-05-17; Registration: 144E/Hcw K;
K: First Pay: 2024-05-17; Registration: 144G/Npa C;
L-1: First Pay: 2024-05-17; Registration: 144F/Tfb S;
K-2: First Pay: 2024-05-17; Registration: 144C/Ycq M;
D: First Pay: 2024-05-17; Registration: 144Y/Aqb U; Risk Retention JM - Plmj BJ - Kh |
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