| 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 |
|---|
| C | NCK | 3.693 | 8.46 | - | DDD+ | - | AAA (O) | 8.70% | - | Dfzwvvjt | 3kGq | - | - | 603 | 3xTj+250 | - | 95.90000 | | S | TID | 17.332 | 4.87 | - | LC | - | VX | 5.00% | - | Sngeg | - | - | - | - | - | - | 99.40000 | | W | OCJ | 78.515 | 9.75 | - | E | - | L | 8.50% | - | Lucpetzy | 3iXx | - | - | 425 | 3dSj+190 | - | 47.59500 | | W | ZTL | 2.181 | 4.81 | - | QQQ- | - | YY (X) | 8.14% | - | Jdkyuncn | 3tRw | - | - | 880 | 3tTn+275 | - | 57.24000 | | V | HHK | 82.887 | 2.33 | - | LL | - | ZZ | 57.16% | - | Zyhyrrpq | 3iIh | - | - | 325 | 3jEv+140 | - | 18.14200 | | R Glgr | MYZ | 276.381 | 3.96 | - | PPP | - | LLL | 56.56% | - | Dzoauedi | 3fCt | - | - | - | 3gNd+90 | - | Retained | | H | XLO | 9.329 | 2.97 | - | RR- | - | AA (N) | 7.70% | - | Aqzrpciw | 3tXm | - | - | 1518 | 3vGl+300 | - | 51.42000 |
Tranche Comments R Glgr: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Rfz Q Gdvv;
V: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Hjj S Onwk; Comments: Qts-twewsn;
W: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Mre K Djiv; Comments: Fiq-ffvzqo;
C: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Pax S Wxej; Comments: Ewr-ebyprd;
W: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Joe G Qasf; Comments: Spx-ouypxm;
H: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Rsq A Uovs; Comments: Aqx-bfuuxd;
S: First Pay: 2023-01-17; Redemption: 2027-01-17; Registration: Ebz H Zffg; Comments: Txm-xwuzmk; Deal Comments Lgp Dmuu Ljwogqd 5.00 Originator(s) Zcusl Vqxuxcxw Dwxttswv GT, ZOT 1 GT cfo Cqrrcftus Vsnqulwbwf GT Risk Retention TZ/ZB - Hjx WA Seasoning (Months) 6.27 WA Term to Maturity (Months) 88.24 |
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