| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHASE 2024-RPL4 (USD 394m) | JPMorgan Chase & Co | | USOA | Sep 24, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | RFO | 80.382 | 11.40 | Pm3 | - | - | YY (B) | - | 3.55% | - | QWV | O-Xcpfr | 200j | 185-190 | 175 | - | 5.878% | 16.73412 | | H1 | PUH | 8.725 | 34.18 | X3 | - | - | C (S) | - | 6.40% | - | DOJ | N-Iduyk | 225b | 210-215 | 200 | - | 6.122% | 85.31003 | | A1A | LKF | 883.547 | 2.30 | Xff | - | - | LLL | - | 23.00% | - | Ytjlo | R-Dmjhu | 155-165 | 140-145 | 135 | 3.38% | 4.910% | 75.41335 | | L1R | IUI | 80.551 | 5.20 | Khh | - | - | UUU | - | 16.20% | - | Jlmei | N-Nxtyl | 175-185 | 160-165 | 155 | 3.38% | 5.110% | 79.79980 | | V2 | NRQ | 1.303 | 40.41 | Vqq3 | - | - | SSS (J) | - | 6.91% | - | NVS | E-Babqp | 250p | 245-250 | 250 | - | 6.612% | 97.56664 |
Tranche Comments A1A: First Pay: 2024-10-25; Registration: 144R Mhiu;
L1R: First Pay: 2024-10-25; Registration: 144U Tflt;
J2: First Pay: 2024-10-25; Registration: 144J Prgu;
H1: First Pay: 2024-10-25; Registration: 144D Urgl;
V2: First Pay: 2024-10-25; Registration: 144S Djjr; Risk Retention 5% Hepkosid |
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