| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHASE 2024-DRT1 (USD 106m) | JPMorgan Chase & Co | | USOA | Aug 13, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | AUF | 53.192 | - | - | - | FFF | PPP | - | - | - | Iybjd | - | 190-195 | - | - | 6.564% | - | - | | W2W | HWO | 11.175 | - | - | - | YYY | III | - | - | - | Pnume | - | 170-175 | - | - | 6.000% | - | - | | A3 | AMX | 2.663 | - | - | - | HHH | DDD (Q) | - | - | - | BNJ | - | Lvq df Ovqc 200h | - | - | 6.564% | - | - | | W6 | AJF | 2.882 | - | - | - | VW | CG | - | - | - | ITB | - | Bltm 40u | - | - | 6.564% | - | - | | Q6S | IGK | 4.666 | - | - | - | VP | OV | - | - | - | SNQ | - | Sjf 60e | - | - | 13.475% | - | - | | F2E | PJI | 52.333 | - | - | - | QQQ | HHH | - | - | - | Vzynp | - | - | - | - | 0.564% | - | - | | Q4 | UCO | 5.252 | - | - | - | GG | ZZ (J) | - | - | - | DMR | - | Ycg oc Lqr 300m | - | - | 6.564% | - | - | | C2 | RET | 7.765 | - | - | - | N | K (V) | - | - | - | QVR | - | Aon co Bio 200n | - | - | 6.564% | - | - | | U5 | OUD | 3.368 | - | - | - | OO- | S (W) | - | - | - | JNH | - | Ork yd Xrcg 500g | - | - | 6.564% | - | - | | B1 | UBW | 4.239 | - | - | - | II | ZZ (S) | - | - | - | OIZ | - | Loh 200c | - | - | 6.564% | - | - |
Tranche Comments A2: First Pay: 2024-09-25; Registration: 144Z Zoxe;
W2W: First Pay: 2024-09-25; Registration: 144M Boja;
F2E: First Pay: 2024-09-25; Registration: 144Y Bgbx;
B1: First Pay: 2024-09-25; Registration: 144K Mqno;
C2: First Pay: 2024-09-25; Registration: 144Y Novm;
A3: First Pay: 2024-09-25; Registration: 144X Jfzd;
Q4: First Pay: 2024-09-25; Registration: 144D Ncts;
U5: First Pay: 2024-09-25; Registration: 144I Kixz;
W6: First Pay: 2024-09-25; Registration: 144D Wgko;
Q6S: First Pay: 2024-09-25; Registration: 144H Zzgy; Pricing Speed 15 WZF eq Jheqrsec |
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