| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | PROG 2024-SFR3 (USD 601m) | Pretium Partners | | USOA | May 10, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | XFQ | 91.778 | 7.50 | - | - | AB | - | MMM- | 24.69% | - | Fpcyp | V-Bgjit | 315-325 | 295-305 | 280 | 4.00% | 7.315% | 45.47982 | | N | PNH | 116.370 | 2.90 | - | - | CCC | - | CCC | 95.26% | - | Wstgm | W-Qakva | 110-115 | 105-110 | 100 | 3.00% | 5.515% | 49.90290 | | T | XHU | 92.742 | 5.10 | - | - | MN | - | ZZ | 8.67% | - | - | - | - | - | - | - | - | Retained | | X-1 | KHB | 21.783 | 6.60 | - | - | ZV | - | TTT | 14.58% | - | Qkjwf | N-Ruzvf | 270-280 | 250-260 | 235 | 4.00% | 6.865% | 99.95634 | | B | BHH | 72.516 | 8.90 | - | - | T- | - | M | 58.99% | - | Yptyr | K-Cdgip | 185-190 | 180-185 | 170 | 3.50% | 6.215% | 35.91751 | | K | QZE | 81.583 | 1.10 | - | - | AAA- | - | DDD+ | 38.73% | - | Bhhrz | M-Xohyc | 210-215 | 200-210 | 185 | 3.50% | 6.365% | 36.26324 | | U | UAL | 64.117 | 8.80 | - | - | EE- | - | II | 64.70% | - | Jvzlx | T-Nssaq | 145-150 | 145-150 | 145 | 3.50% | 5.965% | 11.80306 |
Tranche Comments N: First Pay: 2024-07-18; Registration: 144X/Hco R;
U: First Pay: 2024-07-18; Registration: 144F/Mmt U;
B: First Pay: 2024-07-18; Registration: 144H/Vlr F;
K: First Pay: 2024-07-18; Registration: 144T/Ffr Q;
X-1: First Pay: 2024-07-18; Registration: 144O/Auu U;
Y-2: First Pay: 2024-07-18; Registration: 144H/Wyd U;
T: First Pay: 2024-07-18; Registration: 144A/Qhd A; Risk Retention DG - Pvwa PD - Zq |
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