| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMMT 2021-8 (USD 900m) | JPMorgan Chase & Co | | USOA | Jun 25, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | KFU | 666.177 | 2.45 | Err | - | AAA | - | - | 14.00% | - | Nqksd | - | - | - | 2-00dk Lnv GENY2.5 | 2.50% | - | 772.63850 | | B11 | CZH | 17.707 | 6.27 | Hhh | - | GGG | - | - | 56.00% | - | Ddacxzal | IVMR | - | - | 65 | SBBD+65 | - | 49.50480 | | U6 | XRK | 95.833 | 6.00 | Dzz | - | HHH | - | - | 34.00% | - | Jptcr | Hlqte | - | - | 75 | 2.50% | 1.084% | 667.12657 | | C4 | PSY | 913.535 | 2.14 | Qss | - | JJJ | - | - | 72.00% | - | Pupjy | - | - | - | 1-24gt Evm VP2.5 | 2.50% | - | 585.66478 | | D5 | KNN | 62.355 | 65.59 | Poo | - | PPP | - | - | 48.00% | - | Ztoxs | Wchut | - | - | 90 | 2.50% | 2.428% | 800.84530 | | J7 | LYF | 94.142 | 3.26 | Ryy | - | AAA | - | - | 12.00% | - | Phyvx | Hqkzt | - | - | 95 | 2.50% | 2.358% | 208.18840 | | Z15 | FVR | 10.345 | 3.14 | Dx1 | - | AAA | - | - | 7.00% | - | Ztfuu | - | - | - | 2-22gp Dwd NVIR2.5 | 2.50% | - | 899.31210 | | B4B | JUB | 4.550 | 1.13 | Faa | - | VVV | - | - | 75.00% | - | Vqqvc | - | - | - | 1-26nf Znx IX2.0 | 2.00% | - | 361.44200 | | B12 | MPM | 9.000 | 5.67 | Uvv | - | BBB | - | - | 4.00% | - | Welae | - | - | - | - | 5.00% | - | 154.58000 | | U1 | LND | 26.353 | 9.38 | Bv3 | - | OO- | - | - | 3.65% | - | GVS | Ujebi | - | - | 110 | - | 2.530% | 822.30651 |
Tranche Comments O3: Registration: 144L/Ooh Q;
C4: Registration: 144P/Bcq N;
B4B: Registration: 144Q/Aae Y;
D5: Registration: 144W/Ppd G;
U6: Registration: 144Z/Kzd Q;
J7: Registration: 144T/Qkh B;
B11: Registration: 144Z/Uac M;
B12: Registration: 144P/Gze K;
Z15: Registration: 144H/Ojt K;
U1: Registration: 144P/Phj H; |
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