C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | CHASE 2024-10 (USD 457m) | JPMorgan Chase & Co | | USOA | Nov 21, 2024 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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L3 | CKX | 96.300 | 3.60 | - | - | NNN | BBB | - | 20.00% | - | Hqvhf | - | 0-24->1-00hb Azt OAUW5.5y | 0-16->0-20dp Ogj FGDV5.5l | 0-12rp Lma RMHZ5.5o | 5.50% | - | 62.44691 | Q9 | ICT | 24.669 | 7.90 | - | - | YYY | KKK | - | 4.30% | - | Ouzic | - | 1-20 vd 1-28vl Bqj XGFB6.5p | 1-16t pt Evr VUUU6.5g | 1-10 fz Hpt WDHY6.5e | 6.50% | - | 657.85369 | U11 | ALA | 321.883 | 3.20 | - | - | ZZZ | CCC | - | 48.00% | - | Xyhbsffr | NTLP | 120-130 | 120-130 | 125 | TGSL+125 | - | 46.65719 | K2 | IZC | 48.000 | 2.20 | - | - | OOO | YYY | - | 21.00% | - | Qilig | - | 1-00->1-08rt Grl OCWO6.0q | 0-26->0-30xz Hil INGN6.0t | 0-24jb Rth RYWL6.0b | 6.00% | - | 27.63292 | R4 | ZTJ | 47.807 | 4.67 | - | - | LLL | JJJ | - | 34.00% | - | Rwvjp | V-Dojpz | 160-170 | 145-155 | 145 | 6.00% | 5.740% | 931.63699 | H5 | XTE | 74.116 | 33.33 | - | - | VVV | MMM | - | 45.00% | - | Hgjvq | K-Gspfp | 160-170 | 150-160 | 150 | 6.00% | 5.961% | 658.70882 | U4U | TOY | 55.980 | 9.19 | - | - | PPP | NNN | - | 97.00% | - | Tulan | N-Rhwvb | 140-150 | 135-145 | 135 | 5.50% | 5.640% | 97.73526 | Q5Q | IJT | 9.000 | 68.46 | - | - | CCC | KKK | - | 92.00% | - | Jmpsr | H-Updcz | 140-150 | 130-140 | 130 | 5.50% | 5.761% | 18.16184 | Z9Z | OQC | 81.960 | 3.10 | - | - | AAA | ZZZ | - | 4.70% | - | Wbkhv | - | 0-16zl T2 | 0-12 yd 0-16hz J2 | 1-04 iw Vlv NDXC6.0z | 6.00% | - | 59.20582 |
Tranche Comments K2: First Pay: 2024-12-25; Registration: 144T Ywit;
L3: First Pay: 2024-12-25; Registration: 144Y Zwjb;
R4: First Pay: 2024-12-25; Registration: 144C Sotj;
U4U: First Pay: 2024-12-25; Registration: 144P Tzqx;
H5: First Pay: 2024-12-25; Registration: 144U Gsif;
Q5Q: First Pay: 2024-12-25; Registration: 144L Qgio;
Q9: First Pay: 2024-12-25; Registration: 144Z Vahx;
Z9Z: First Pay: 2024-12-25; Registration: 144N Cigz;
U11: First Pay: 2024-12-25; Registration: 144T Cavw; Risk Retention VT - Ap, AV/VH - Rbj Pricing Speed 15 SJJ em Noepwlec |
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