| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMMT 2020-LTV2 (USD 345m) | JPMorgan Chase & Co | | USOA | Sep 25, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3Q | BOQ | 122.000 | 9.57 | Kkk | - | - | AAA | - | 10.00% | - | Jqtln | - | - | - | 2-10dn Zwu NPYH | 2.50% | 2.500% | 645.73531 | | Y15 | GKP | 84.605 | 7.55 | Jp1 | - | - | VVV | - | 58.00% | - | Wiuzt | - | - | - | 2-14in Yid GFCG | 3.00% | 3.000% | 324.80335 | | A13 | FXY | 50.262 | 2.13 | Ell | - | - | AAA | - | 59.00% | - | Uwaah | - | - | - | 1-28qo Dmc FTAP | 3.00% | 3.000% | 783.59831 | | Q3 | QHW | 72.680 | 6.55 | Qdd | - | - | HHH | - | 92.00% | - | Cvagm | - | - | - | 1-26ba Wup KGHT | 3.00% | 3.000% | 158.24470 | | F5 | FOW | 28.000 | 12.40 | Pqq | - | - | SSS | - | 94.00% | - | Jjajt | Adozt | - | - | 170 | 3.00% | 2.405% | 281.13753 | | G4 | ACK | 63.000 | 5.58 | Jrr | - | - | KKK | - | 71.00% | - | Puqft | - | - | - | 2-12bv Vdg ED | 3.00% | 3.000% | 109.60000 |
Tranche Comments Q3: Registration: 144M/Tqm D;
Q3Q: Registration: 144B/Tnn D;
G4: Registration: 144P/Lxt F;
F5: Registration: 144I/Pnx I;
A13: Registration: 144G/Wdq R;
Y15: Registration: 144C/Yfh H; |
|
