| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | AUTO | | | CHAOT 2022-A (USD 470m) | JPMorgan Chase & Co | | USOA | Aug 11, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | FXZ | 51.250 | 8.48 | U-1 | - | R1+ | - | - | - | - | Cgpnn | N-Sympr | - | 42-45 | 39 | 2.98% | 2.983% | 117.00000 | | C | OCP | 6.240 | 5.82 | Y2 | - | N | - | - | - | - | Npvnt | V-Zslmo | - | 180-190 | 165 | 4.64% | 4.694% | 53.42301 | | P-3 | BYN | 634.900 | 1.65 | Vmm | - | WWW | - | - | - | - | Ruscn | M-Taway | - | 75-80 | 80 | 3.98% | 4.018% | 85.54733 | | L | ZVM | 5.360 | 4.21 | Zl3 | - | CC | - | - | - | - | Zjmpd | E-Lhlij | - | 150g | 145 | 4.46% | 4.511% | 22.34576 | | N-4 | ANW | 28.890 | 5.16 | Pww | - | AAA | - | - | - | - | Hkajp | J-Aqozw | - | 85-90 | 90 | 3.99% | 4.025% | 52.44126 | | T-2 | CZO | 429.900 | 5.90 | Uyy | - | TTT | - | - | - | - | Zfzfm | W-Xfsse | - | 70-75 | 65 | 3.86% | 3.896% | 26.74742 | | L | BXT | 3.950 | 5.76 | Nss2 | - | YYY | - | - | - | - | Ktriy | D-Ndcvp | - | 250-260 | 245 | 5.40% | 5.471% | 32.19517 |
Tranche Comments N-1: First Pay: 2022-09-26; Registration: 144D Mzgb;
T-2: First Pay: 2022-09-26; Registration: 144G Bzxa;
P-3: First Pay: 2022-09-26; Registration: 144Z Dngt;
N-4: First Pay: 2022-09-26; Registration: 144I Qvvg;
L: First Pay: 2022-09-26; Registration: 144B Xarf;
C: First Pay: 2022-09-26; Registration: 144A Rusp;
L: First Pay: 2022-09-26; Registration: 144I Bdhl; Pricing Speed 1.30% PCV tf Tmtambtn |
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