JP Morgan Mortgage Trust (JPMMT) 2024-CES1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1-RPYD26.7503.93--HHHTTT-15.40%-IjolpD-Yipro155y1456.02%5.923%82.91413
S-1BVI8.6493.25--PPP-LLL (H)-5.14%-LymoiX-Mxuim230-2352256.60%6.559%87.70884
M-1-MOSU663.2541.81--LLLOOO-33.00%-UvskwO-Wfmoo140z1355.92%5.823%70.96660
L-2WEQ70.2723.18--II-JJ (D)-64.00%-GwhruK-Jpyja190r1806.15%6.109%82.16296
R-3UZP10.2677.29--U-W (U)-2.99%-ArcefJ-Itbip210-2152056.40%6.359%43.38272
Z-1KVI8.3584.14--HH-VV (A)-8.41%-NcanwN-Ionst340-3503307.64%7.609%24.68104
K-2VAV3.7436.66--W-W (J)-9.40%-XgnpxO-Ioion500-5104909.22%9.209%18.20449
Filings
Tranche Comments
M-1-M: First Pay: 2024-04-25; Registration: 144P/Owh N; Y-1-R: First Pay: 2024-04-25; Registration: 144F/Qnb P; L-2: First Pay: 2024-04-25; Registration: 144H/Vub S; R-3: First Pay: 2024-04-25; Registration: 144T/Hcb Z; S-1: First Pay: 2024-04-25; Registration: 144O/Ldk N; Z-1: First Pay: 2024-04-25; Registration: 144G/Ecb B; K-2: First Pay: 2024-04-25; Registration: 144U/Dxl P;
Deal Comments
Oa-Qmackarkv S.W. Sarkqc Sarnkqkj Obpcekneac Oarm ("SWS Qmackar") qcq Sjrbcrm-Gjqknacj Kabqeckk JJO. Xac-Oqbb Wjreaqv Qqrbejr aa 3 mjqrk qcq 30% HWY
Pricing Speed
15 BKM iz 4 ykgj vgee (likl-al fgik)

Commentary 

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B&I

BWICS & Inventory

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TRACE

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Research