| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHASE 2024-9 (USD 572m) | JPMorgan Chase & Co | | USOA | Oct 17, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F8 | RJJ | 25.000 | 3.46 | - | - | SSS | HHH | - | 29.00% | - | Tznis | T-Fzwkh | 170-180 | 170-180 | 170 | 5.50% | 5.651% | 70.37290 | | Q6 | ZJG | 909.450 | 3.63 | - | - | AAA | CCC | - | 75.00% | - | Iwuyj | I-Xoctr | 160-170 | 150-155 | 145 | 5.50% | 5.416% | 29.23774 | | F2 | TJK | 82.000 | 9.88 | - | - | MMM | PPP | - | 15.00% | - | Cbgyt | - | 1-00 jq 1-08jf Lqivljvh EUAB 5.5u | 1-00 lu 1-08da Kudxudxh NMIA 5.5u | 1-00qj Lxg HCDU5.5m | 5.50% | - | 84.75480 | | W4 | WAA | 176.513 | 4.91 | - | - | III | DDD | - | 90.00% | - | Nmyio | Y-Ahams | 165-175 | 155-160 | 150 | 5.50% | 5.405% | 177.57510 | | Q5 | QIS | 42.920 | 49.77 | - | - | TTT | LLL | - | 74.00% | - | Ykkfd | K-Pmkpe | 150-160 | 155-160 | 160 | 5.50% | 5.774% | 75.34064 | | Z7 | AIB | 31.428 | 8.87 | - | - | PPP | CCC | - | 91.00% | - | Bkoyj | B-Hkjdv | 155-165 | 160-165 | 165 | 5.50% | 5.742% | 82.32103 | | Z9Z | GVW | 61.329 | 5.84 | - | - | BBB | LLL | - | 4.70% | - | Mqbaj | - | 1-16u ag Tgzlcalr QYIH 5.5g | 1-16u xc Ljwatxae VPFM 5.5s | 1-16gl Kpb CGVX5.5q | 5.50% | - | 93.93554 | | U11 | GJZ | 320.647 | 9.74 | - | - | ZZZ | QQQ | - | 90.00% | - | Ryjhccyw | VEPV | - | - | 125 | XEWF+125 | - | 44.93701 |
Tranche Comments F2: Registration: 144R Tjsk;
W4: Registration: 144M Iaqy;
Q5: Registration: 144J Ufff;
Q6: Registration: 144G Ptbh;
Z7: Registration: 144V Mqat;
F8: Registration: 144U Lnod;
Z9Z: Registration: 144N Bgux;
U11: Registration: 144T Hcmm; Comments: Avy-fexjyw; |
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