| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHASE 2024-8 (USD 583m) | JPMorgan Chase & Co | | USOA | Sep 18, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y7Y | OJZ | 34.000 | 4.40 | - | - | UUU | UUU | - | 54.00% | - | Wkpow | O-Vidql | 160-170 | 170f | 170 | 5.50% | 5.329% | 159.67116 | | D3 | MAK | 408.987 | 8.80 | - | - | KKK | VVV | - | 93.00% | - | Qjzte | - | 1-04 gy 1-12mp Abgymmr XEXN 5.5h | 1-16hb Apiihpm CFXT 5.5c | 1-16oi Iao RVNH 5.5d | 5.50% | - | 451.28800 | | Y5Y | QSR | 59.000 | 89.83 | - | - | WWW | SSS | - | 93.00% | - | Lpwav | G-Rfkxn | 155-165 | 165u | 165 | 5.50% | 5.364% | 418.35108 | | U8U | KSB | 56.300 | 6.13 | - | - | LLL | WWW | - | 81.00% | - | Gjiek | A-Vdgng | 175-185 | 185h | 185 | 5.50% | 5.326% | 677.80705 | | N9 | LGZ | 9.400 | 3.90 | - | - | YYY | AAA | - | 8.82% | - | Xwjeg | - | 1-24 qm 2-00tv Ybqmtah TKBM 6.0h | - | 2-00mn Ize ZKBY 6.0o | 6.00% | - | 367.33870 | | Y9Y | LGM | 81.608 | 9.50 | - | - | GGG | FFF | - | 8.50% | - | Kvpiu | - | 1-20 wt 1-28ld Nxwtlec OVBJ 5.5k | - | 2-00xm Gjk OKHM 5.5z | 5.50% | - | 48.37820 | | U6U | NEC | 27.586 | 4.90 | - | - | QQQ | UUU | - | 12.00% | - | Ktcor | A-Uanpa | 155-165 | 180 | 180 | 5.50% | 5.373% | 73.70670 |
Tranche Comments D3: First Pay: 2024-10-25; Registration: 144K Htlt;
Y5Y: First Pay: 2024-10-25; Registration: 144V Kbkq;
U6U: First Pay: 2024-10-25; Registration: 144M Hver;
Y7Y: First Pay: 2024-10-25; Registration: 144D Vvsz;
U8U: First Pay: 2024-10-25; Registration: 144C Yfry;
N9: First Pay: 2024-10-25; Registration: 144I Pjsj;
Y9Y: First Pay: 2024-10-25; Registration: 144J Lnzw; |
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