| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | JPMMT 2023-2 (USD 329m) | JPMorgan Chase & Co | | USOA | Feb 22, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R4R | UOA | 79.000 | 8.27 | - | - | ZZZ | - | VVV | 38.00% | - | Qckba | - | - | 2-00->2-08dp Yqs KX 5.0 | 2-08vj Sni QV 5.0 | 5.00% | - | 98.62950 | | T2 | ZME | 57.163 | 8.20 | - | - | MMM | - | AAA | 72.00% | - | Uuxbe | - | - | 1-08->1-12gb Rgp TRFT 5.5 | 1-10nn Nmq ENTH 5.5 | 5.50% | - | 80.78200 | | F5L | CUG | 28.424 | 44.43 | - | - | VVV | - | MMM | 63.00% | - | Fjxrx | Z-Kilpf | - | 170g | 165 | 5.50% | 5.564% | 77.67722 | | N15N | HFJ | 83.615 | 3.50 | - | - | MM+ | - | EEE | 2.80% | - | Nybyf | - | - | - | 4-00ew Get AGUX 5.0 | 5.00% | - | 29.60192 | | A3A | UCO | 23.292 | 7.28 | - | - | XXX | - | TTT | 96.00% | - | Ioobg | - | - | 1-24->1-28su Xfm QXIA 5.0 | 1-20ox Zkr XZBX 5.0 | 5.00% | - | 11.75980 | | R5R | AQU | 32.375 | 90.11 | - | - | TTT | - | KKK | 21.00% | - | Foqbb | S-Htyqd | - | 170s | 165 | 5.00% | 5.564% | 24.62887 | | Z4S | GGF | 32.700 | 4.66 | - | - | FFF | - | WWW | 68.00% | - | Glsur | - | - | 2-00->2-08mm Lxc GG 5.5 | 2-10ov Kbg NV 5.5 | 5.50% | - | 60.55760 | | H15B | UZY | 33.849 | 4.12 | - | - | RR+ | - | NNN | 1.90% | - | Wtigg | - | - | - | 3-16tx Xuk YXPY 5.5 | 5.50% | - | 45.37700 |
Tranche Comments T2: First Pay: 2023-03-27; Registration: 144I/Pia X;
A3A: First Pay: 2023-03-27; Registration: 144U/Iiq D;
Z4S: First Pay: 2023-03-27; Registration: 144I/Hpp P;
R4R: First Pay: 2023-03-27; Registration: 144U/Frq D;
F5L: First Pay: 2023-03-27; Registration: 144C/Zov R;
R5R: First Pay: 2023-03-27; Registration: 144Z/Bdu P;
H15B: First Pay: 2023-03-27; Registration: 144U/Qio O;
N15N: First Pay: 2023-03-27; Registration: 144V/Cdf M; |
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