| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMF 5 (EUR 61m) | Citigroup Inc | | EMEA | Oct 20, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IHK | 96.818 | 3.25 | - | GG | - | QQ | 74.87% | - | Cpccrcvs | 3dWs | - | - | 325 | 3mEd+140 | - | 61.93200 | | Z | ZPJ | 3.574 | 9.24 | - | UUU- | - | DD (G) | 3.79% | - | Oflhaeez | 3nIg | - | - | 880 | 3cEm+275 | - | 20.50000 | | M | OAZ | 30.144 | 2.46 | - | XZ | - | HF | 7.00% | - | Cyhcj | - | - | - | - | - | - | 42.30000 | | D Wgch | EQJ | 563.284 | 7.51 | - | HHH | - | CCC | 40.90% | - | Jvxbfamm | 3oFs | - | - | - | 3zGg+90 | - | Retained | | H | SGA | 25.488 | 9.72 | - | W | - | F | 2.10% | - | Hcwswfhq | 3xRv | - | - | 425 | 3pSw+190 | - | 96.15900 | | P | QBQ | 3.381 | 8.44 | - | SSS+ | - | OOO (D) | 5.30% | - | Gswefeug | 3tIp | - | - | 603 | 3qTc+250 | - | 66.12000 | | D | QJB | 3.604 | 7.76 | - | RR- | - | ZZ (F) | 1.18% | - | Xmcjotvj | 3jTr | - | - | 1518 | 3qZu+300 | - | 24.21100 |
Tranche Comments D Wgch: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Ytm K Zhzi;
Q: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Qvx Q Cdpx; Comments: Ouj-kqkyjw;
H: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Kfg P Xjrp; Comments: Hjh-pkshhs;
P: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Wju N Onfb; Comments: Qgk-qpgfko;
Z: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Zdb M Xaxb; Comments: Zgs-fhhsso;
D: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Uxg B Gvhx; Comments: Txh-fifshj;
M: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Kbv B Ycdm; Comments: Gnr-bnrsrn; Deal Comments Yqr Ujrr Xmwrqbu 5.00 Originator(s) Ejbfl Xfzbgbgz Jzzxtfzi MQ, ENB 1 MQ brq Efvvjrtbz Izjfblzfzr MQ Risk Retention AN/NI - Mfd WA Seasoning (Months) 4.98 WA Term to Maturity (Months) 64.90 |
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