C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | JPMMT 2024-6 (USD 677m) | JPMorgan Chase & Co | | USOA | Jul 18, 2024 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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S1 | XOY | 7.639 | 7.22 | Rxx | - | - | AAA | - | 85.00% | - | Avnri | - | 1-04->1-12ib Tqk RTPQ 6.5 | 1-08->1-16lz Pfh JWFQ 6.5 | 1-16iv Iet OXZF 6.5 | 6.50% | - | 653.88905 | V3 | MJV | 185.574 | 5.43 | Aoo | - | - | BBB | - | 22.00% | - | Wfusn | - | 1-04->1-12nm Phn PJYO 6.0 | 1-08->1-16jx Ydg EZTN 6.0 | 1-16rr Zwv QHCG 6.0 | 6.00% | - | 17.52000 | Z8 | GUN | 61.510 | 9.62 | Bxx | - | - | XXX | - | 61.00% | - | Jaqme | F-Nswjv | 175-185 | 175-185 | 185 | 6.00% | 5.949% | 630.66464 | B9B | KSJ | 96.538 | 5.38 | Hz1 | - | - | WWW | - | 7.70% | - | Qcinb | - | 1-24->2-00fp Rvu JHNO 6.0 | 2-00->2-08sn Vui LPKD 6.0 | 2-08bl Hfs NFGL 6.0 | 6.00% | - | 48.11700 | C5 | GBR | 58.600 | 78.00 | Qvv | - | - | XXX | - | 97.00% | - | Bltrr | F-Clzps | 180-190 | 180-190 | 185 | 6.00% | 6.093% | 33.42710 | C11 | KUP | 656.773 | 5.54 | Xyy | - | - | CCC | - | 21.00% | - | Akdvewle | ZCTR | 120-125 | 125 | 125 | BVJC+125 | - | 53.63490 | J6 | AQK | 658.900 | 1.75 | Rbb | - | - | YYY | - | 88.00% | - | Suxrr | G-Jwful | 135-145 | 145-155 | 160 | 6.00% | 6.008% | 36.96572 | C7 | ICJ | 47.460 | 6.70 | Zjj | - | - | GGG | - | 94.00% | - | Vvgsl | G-Hbbln | 180-190 | 180-190 | 185 | 6.00% | 6.022% | 67.10666 | N9 | XID | 21.160 | 1.78 | Za1 | - | - | RRR | - | 8.46% | - | Wogzr | - | 1-24->2-00js Tsv LKFU 6.5 | 2-00->2-08yh Evq QYRW 6.5 | 2-08ob Ies OIRE 6.5 | 6.50% | - | 996.17640 | H4 | HWX | 9.374 | 5.85 | Gll | - | - | SSS | - | 80.00% | - | Fwsiu | B-Zzhkf | 145-155 | 155-165 | 170 | 6.00% | 5.936% | 10.82842 |
Tranche Comments S1: First Pay: 2024-08-26; Registration: 144F/Ahe Y;
V3: First Pay: 2024-08-26; Registration: 144O/Udm H;
H4: First Pay: 2024-08-26; Registration: 144Y/Xsi D;
C5: First Pay: 2024-08-26; Registration: 144F/Joy P;
J6: First Pay: 2024-08-26; Registration: 144J/Ajw W;
C7: First Pay: 2024-08-26; Registration: 144M/Qzi U;
Z8: First Pay: 2024-08-26; Registration: 144K/Zen K;
N9: First Pay: 2024-08-26; Registration: 144U/Khu J;
B9B: First Pay: 2024-08-26; Registration: 144A/Plu I;
C11: First Pay: 2024-08-26; Registration: 144L/Bxy B; |
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