| 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 |
|---|
| P9 | ERY | 9.100 | 3.90 | - | - | WWW | LLL | - | 3.68% | - | Dycfs | - | 1-24 dx 2-00af Fxdxahz KNIU 6.0n | - | 2-00ah Fdo UIMN 6.0u | 6.00% | - | 858.30510 | | L6L | ENK | 58.767 | 9.10 | - | - | CCC | DDD | - | 81.00% | - | Tnywq | T-Aqwqb | 155-165 | 180 | 180 | 5.50% | 5.373% | 24.32477 | | X8X | HZY | 68.700 | 2.86 | - | - | TTT | TTT | - | 62.00% | - | Fgreo | P-Qwxvf | 175-185 | 185p | 185 | 5.50% | 5.326% | 824.18457 | | T9T | LAZ | 63.503 | 5.70 | - | - | AAA | KKK | - | 3.70% | - | Pokfw | - | 1-20 zj 1-28fv Ngzjfoq UFXZ 5.5g | - | 2-00of Izy PNBH 5.5r | 5.50% | - | 91.44810 | | V7V | PUL | 37.000 | 8.50 | - | - | GGG | EEE | - | 95.00% | - | Eimrm | L-Zwwgj | 160-170 | 170x | 170 | 5.50% | 5.329% | 747.80012 | | S5S | HQX | 95.000 | 92.15 | - | - | GGG | LLL | - | 69.00% | - | Zsgik | O-Eznsg | 155-165 | 165n | 165 | 5.50% | 5.364% | 591.27297 | | J3 | GVU | 644.987 | 5.40 | - | - | SSS | OOO | - | 11.00% | - | Cqwcj | - | 1-04 th 1-12tu Kothtaw EMYG 5.5v | 1-16hg Xkkphlj NYAJ 5.5e | 1-16hm Zym NXXQ 5.5u | 5.50% | - | 495.69500 |
Tranche Comments J3: First Pay: 2024-10-25; Registration: 144C Mrwe;
S5S: First Pay: 2024-10-25; Registration: 144G Mjil;
L6L: First Pay: 2024-10-25; Registration: 144G Wwvo;
V7V: First Pay: 2024-10-25; Registration: 144V Puwt;
X8X: First Pay: 2024-10-25; Registration: 144K Pkfu;
P9: First Pay: 2024-10-25; Registration: 144P Dxbn;
T9T: First Pay: 2024-10-25; Registration: 144L Hfev; |
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