| 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 |
|---|
| Y2 | TCT | 61.885 | 46.80 | Qi3 | - | - | ZZ (A) | - | 9.87% | - | OPP | Z-Vyryr | 200t | 185-190 | 175 | - | 5.878% | 47.58125 | | J2 | GOE | 9.109 | 24.53 | Ezz3 | - | - | HHH (P) | - | 3.62% | - | OFW | Y-Qurqv | 250f | 245-250 | 250 | - | 6.612% | 93.18615 | | X1X | BXI | 317.830 | 5.80 | Ezz | - | - | III | - | 53.00% | - | Gzzuz | J-Fcuvk | 155-165 | 140-145 | 135 | 3.38% | 4.910% | 15.11104 | | T1F | APZ | 70.198 | 9.10 | Xzz | - | - | NNN | - | 73.10% | - | Luzmq | S-Nlsrl | 175-185 | 160-165 | 155 | 3.38% | 5.110% | 87.98734 | | Q1 | BNB | 4.223 | 58.84 | I3 | - | - | B (E) | - | 7.60% | - | UUN | W-Cicyc | 225z | 210-215 | 200 | - | 6.122% | 22.97351 |
Tranche Comments X1X: First Pay: 2024-10-25; Registration: 144N Ymgn;
T1F: First Pay: 2024-10-25; Registration: 144U Mgvo;
Y2: First Pay: 2024-10-25; Registration: 144I Hwtx;
Q1: First Pay: 2024-10-25; Registration: 144U Ekja;
J2: First Pay: 2024-10-25; Registration: 144H Akin; Risk Retention 5% Qovvbxfy |
|
