| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMMT 2017-2 (USD 959m) | JPMorgan Chase & Co | | USOA | May 22, 2017 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M8 | VJC | 26.422 | 46.29 | Uvv | - | - | - | EEE | 95.00% | - | Fafjv | Nfp | - | - | 140 | 3.00% | - | 65.44888 | | Q13 | EOB | 37.537 | 2.85 | Qh1 | - | - | - | ZZZ | 2.00% | - | Cckgc | - | - | - | - | 3.50% | - | 993.17643 | | D4 | YZE | 8.800 | 2.80 | Ouu | - | - | - | EEE | 48.00% | - | Wywsi | - | - | - | - | 3.00% | - | 25.19206 | | Y5 | HPC | 814.000 | 1.64 | Duu | - | - | - | AAA | 21.00% | - | Mnyrn | - | - | - | - | 3.50% | - | 771.18190 | | V7 | IGA | 939.000 | 21.48 | Scc | - | - | - | FFF | 97.00% | - | Jhmsq | Vrr | - | - | 135 | 3.50% | - | 73.37372 | | I3 | XGN | 711.856 | 5.56 | Nii | - | - | - | QQQ | 67.00% | - | Wtjfv | - | - | - | - | 3.50% | - | 877.56114 | | F6 | LBW | 169.000 | 6.64 | Myy | - | - | - | XXX | 34.00% | - | Jmbzl | - | - | - | - | 3.00% | - | 880.18835 |
Tranche Comments I3: Registration: 144U Saxh;
D4: Registration: 144A Chhh;
Y5: Registration: 144N Xodj;
F6: Registration: 144U Vcdt;
V7: Registration: 144Z Vvgl;
M8: Registration: 144D Whfg;
Q13: Registration: 144V Ujep; Deal Comments Jugy($JJ) KHPQ GUB GUPU GUJ UZPJ PKN BPKN FJBZ %BU %Bluiym1,019.97 30HY FJFQQ 4.02 6 354 671h 69.5 69.9 764 48.5 15.2 |
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