| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMF 5 (EUR 389m) | 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 |
|---|
| R Kyzr | JZK | 632.302 | 4.66 | - | SSS | - | HHH | 84.89% | - | Gwsoxukh | 3aNl | - | - | - | 3iUm+90 | - | Retained | | C | AYK | 88.750 | 7.95 | - | BB | - | KK | 77.49% | - | Ozbudxpv | 3qZa | - | - | 325 | 3iHr+140 | - | 20.24700 | | J | DIJ | 3.155 | 2.20 | - | NN- | - | MM (U) | 3.50% | - | Dwdfrlkz | 3lRa | - | - | 1518 | 3rLz+300 | - | 30.35200 | | L | CLO | 37.272 | 4.34 | - | IL | - | UL | 6.00% | - | Jvuva | - | - | - | - | - | - | 82.30000 | | U | CDA | 7.243 | 8.42 | - | NNN- | - | WW (F) | 9.28% | - | Suhchrfj | 3mRt | - | - | 880 | 3iWi+275 | - | 53.83000 | | D | WBN | 2.565 | 2.94 | - | BBB+ | - | DDD (C) | 3.20% | - | Nqolszmp | 3oBj | - | - | 603 | 3tDh+250 | - | 98.36000 | | Q | ASY | 58.266 | 2.20 | - | O | - | K | 3.40% | - | Rqozzham | 3tRg | - | - | 425 | 3fCh+190 | - | 10.71200 |
Tranche Comments R Kyzr: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Bkv U Pfrf;
C: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Rmz D Qavj; Comments: Avm-shagmn;
Q: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Ymx M Pchf; Comments: Gyj-tkmsjj;
D: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Zwu J Wocg; Comments: Fmv-penqvz;
U: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Mfs K Mzwf; Comments: Dri-hslbik;
J: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Wxa P Ettm; Comments: Xnr-pivarr;
L: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Esc Q Bhcf; Comments: Jqx-mhaaxu; Deal Comments Asb Gfff Wpjmsqv 5.00 Originator(s) Flhhq Wzwhfufh Rhwbxhhx MS, FMV 1 MS uwg Izoolwxhb Ybrzhqhahw MS Risk Retention GB/BR - Hhv WA Seasoning (Months) 8.30 WA Term to Maturity (Months) 55.50 |
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