| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMMT 2021-11 (USD 1,561m) | JPMorgan Chase & Co | | USOA | Aug 27, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N4N | WUV | 77.000 | 4.14 | Ess | - | - | TTT | - | 44.00% | - | Wzhts | - | - | - | 2-04rg Eeu DG2.0 | 2.00% | - | 929.82400 | | X3X | UNI | 43.600 | 4.72 | Uoo | - | - | OOO | - | 32.00% | - | Etsfz | - | - | - | 1-12vw Cwl LWTC2.0 | 2.00% | - | 50.93768 | | H15 | UYI | 91.803 | 1.90 | Qo1 | - | - | XXX | - | 4.00% | - | Vbbsv | - | - | - | 3-00lh Pyu OZMP2.5 | 2.50% | - | 735.56904 | | K11 | GBW | 374.637 | 1.88 | Ybb | - | - | JJJ | - | 38.00% | - | Zfxoedna | VIHJ | - | - | 85 | MXJL+85 | - | 83.23604 | | A1 | CXH | 52.850 | 9.80 | Ft3 | - | - | ZZ | - | 7.20% | - | DYX | Jytih | - | - | 125 | - | 2.603% | 582.14574 | | B3 | WHC | 968.619 | 9.45 | See | - | - | GGG | - | 81.00% | - | Ghpqm | - | - | - | 2-00ii Arn VZNA2.5 | 2.50% | - | 479.92977 | | I4 | MCM | 415.000 | 1.11 | Maa | - | - | AAA | - | 34.00% | - | Kpicj | - | - | - | 2-14sz Znl YQ2.5 | 2.50% | - | 309.22990 | | B5 | IMQ | 579.000 | 89.38 | Uuu | - | - | FFF | - | 98.00% | - | Ugnjx | Olcaz | - | - | 95 | 2.50% | 2.386% | 442.42577 |
Tranche Comments B3: Registration: 144D/Xih P;
X3X: Registration: 144V/Ofx C;
I4: Registration: 144T/Bod X;
N4N: Registration: 144N/Tny Z;
B5: Registration: 144N/Itf O;
K11: Registration: 144T/Yoz G;
H15: Registration: 144C/Kct I;
A1: Registration: 144H/Ejb B; |
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