| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMMT 2020-7 (USD 601m) | JPMorgan Chase & Co | | USOA | Sep 18, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S11 | VIS | 53.000 | 2.81 | - | DDD | - | OOO | - | 14.00% | - | Wvclqbtc | 1fO | 85-95 | - | 80 | 1bO+80 | - | - | | Z13 | BOG | 55.730 | 4.92 | - | YYY | - | OOO | - | 48.00% | - | Ylbfw | - | 2-04->2-10gf Dnc RCUN 3.0 | - | 1-22yl Uxn HDUP 3.0 | 3.00% | - | - | | O5O | XMM | 4.000 | 58.73 | - | FFF | - | TTT | - | 82.00% | - | Nyqvo | Tfijo | 140-150 | - | 135 | 2.50% | - | - | | D3D | ZBU | 518.900 | 8.15 | - | MMM | - | YYY | - | 79.00% | - | Prias | - | 2-10->2-16sn Pnr ZWIA 2.5 | - | 2-08el Zrx RXZT 2.5 | 2.50% | - | - | | T15 | KAI | 50.838 | 3.83 | - | CCC | - | YYY | - | 5.00% | - | Djgfd | - | 12-18qa | - | 2-12ax Dhe PNAE 3.0 | 3.00% | - | - | | H3 | TNA | 205.371 | 9.39 | - | YYY | - | NNN | - | 84.00% | - | Nvsil | - | 2-04->2-10dz Gmj FVUY 3.0 | - | 1-22sx Wsj YJXW 3.0 | 3.00% | - | - | | X4 | JSH | 69.550 | 6.79 | - | KKK | - | RRR | - | 43.00% | - | Sgmpz | - | 2-08->2-12ud Vwg OR 3.0 | - | 2-08iv Rmk SC 3.0 | 3.00% | - | - | | W5 | KNI | 69.511 | 21.40 | - | RRR | - | KKK | - | 58.00% | - | Tmvrs | Pgnxb | 170-180 | - | 165 | 3.00% | - | - | | S4S | TSG | 92.700 | 6.65 | - | QQQ | - | YYY | - | 11.00% | - | Rnbwv | - | 2-08->2-12ra Hmg XS 2.5 | - | 2-08hv Pns GZ 2.5 | 2.50% | - | - |
Tranche Comments H3: Registration: 144O/Flj G;
D3D: Registration: 144M/Fle R;
X4: Registration: 144G/Rhh J;
S4S: Registration: 144A/Qbx D;
W5: Registration: 144B/Ioa Y;
O5O: Registration: 144G/Wsk S;
S11: Registration: 144K/Mhy H;
Z13: Registration: 144Q/Daf I;
T15: Registration: 144A/Ylj V; |
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