| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHASE 2024-11 (USD 429m) | JPMorgan Chase & Co | | USOA | Dec 13, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q9 | ERN | 2.548 | 6.22 | - | - | GGG | ZZZ | - | 9.88% | - | Dniyx | B-Ubpny | 200k | 190-200 | 190 | 6.30% | 6.147% | 747.50284 | | U4 | VIU | 552.000 | 5.75 | - | - | WWW | TTT | - | 70.00% | - | Ogpxn | Z-Ukmqd | 145-155 | 145-155 | 145 | 6.00% | 5.661% | 869.50962 | | Y11 | WXK | 69.505 | 9.32 | - | - | KKK | VVV | - | 99.00% | - | Lvwdwdkn | CPAV | 125-130 | 125a | 125 | KHYA+125 | - | 82.24314 | | U5 | VBW | 95.000 | 38.81 | - | - | WWW | VVV | - | 68.00% | - | Ttbxp | K-Hrcar | 150-160 | 150h | 150 | 6.00% | 5.946% | 103.49810 | | L9L | IVV | 99.000 | 3.67 | - | - | VVV | AAA | - | 2.82% | - | Upbpm | - | 0-12 sx 0-16er K2 | 0-10q dqqq tj D2 | 0-26ri YYYY6.0w | 6.00% | - | 532.27240 | | K2 | BMG | 84.900 | 8.43 | - | - | KKK | KKK | - | 82.00% | - | Fzttw | - | 0-24w do Awxfwzh ORIS 6.0s | 0-20 rv 0-24 bt IAPA 6.0a | 0-18me EOVB6.0u | 6.00% | - | 912.78904 |
Tranche Comments K2: First Pay: 2025-01-25; Registration: 144N Utwz;
U4: First Pay: 2025-01-25; Registration: 144E Kzer;
U5: First Pay: 2025-01-25; Registration: 144C Xmtb;
Q9: First Pay: 2025-01-25; Registration: 144K Xvmb;
L9L: First Pay: 2025-01-25; Registration: 144X Jfmd;
Y11: First Pay: 2025-01-25; Registration: 144Y Xheg; Risk Retention QJ - Vxr CQ/QN - Aju Pricing Speed 15 NLA ex Rceacvez |
|
