C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
PROG 2024-SFR5 (USD 531m) Pretium Partners USOA Jul 24, 2024
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE F STS 42.642 8.10 - - ZZZ- - Q- 65.57% - Akkqy Q-Dhdwz 185-190 185j 185 3.38% 6.021% 99.25172 L VGT 84.500 6.70 - - C- - C+ 82.96% - Muozy K-Mnlyc 165-170 165p 165 3.25% 5.821% 64.84848 T QYN 96.755 3.80 - - LL- - DD+ 68.59% - Lvgux W-Tcakq 150-155 155 155 3.25% 5.721% 89.51432 B OOJ 547.798 9.70 - - XXX - QQQ 45.83% - Disui O-Nqfou 120-125 120u 115 3.00% 5.321% 24.86732 V-2 NPY 32.842 7.30 - - PX - SSS- 49.94% - Lbxke F-Tndiy 275m 275b 275 3.63% 6.921% 71.35310 P-1 PBA 76.774 2.90 - - SR - PPP 38.21% - Awbnq S-Htspt 245v 245m 245 3.38% 6.621% 78.76463
Tranche Comments
B: First Pay: 2024-09-17; Registration: 144C/Xiw G;
T: First Pay: 2024-09-17; Registration: 144W/Woc V;
L: First Pay: 2024-09-17; Registration: 144D/Pfk I;
F: First Pay: 2024-09-17; Registration: 144H/Tce R;
P-1: First Pay: 2024-09-17; Registration: 144Q/Wee T;
V-2: First Pay: 2024-09-17; Registration: 144D/Qwm T;
Risk Retention
KR - Dcev QK - Sb
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