2024-10

Chase Home Lending Mortgage Trust (CHASE) 2024-10

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

JPMorgan Chase & Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Y9	YNJ	19.814	4.20	-	-	NNN	LLL	-	4.20%	-	Myfry	-	1-20 id 1-28tj Cta FARF6.5b	1-16y qd Pwg LUKU6.5g	1-10 li Hgz ROTU6.5c	6.50%	-	445.29635
K11	UBS	103.175	8.30	-	-	LLL	MMM	-	76.00%	-	Uuxhxczp	MBNK	120-130	120-130	125	VKGE+125	-	85.86861
M2	ZAY	28.000	9.20	-	-	MMM	UUU	-	86.00%	-	Azppz	-	1-00->1-08hx Jfw LDBB6.0z	0-26->0-30wl Ziw WNRA6.0d	0-24yj Lyg UKBJ6.0h	6.00%	-	53.34632
D5D	KAW	7.000	88.63	-	-	WWW	CCC	-	51.00%	-	Fuhig	Y-Twpyl	140-150	130-140	130	5.50%	5.761%	63.18260
H9H	AWE	77.100	2.70	-	-	III	NNN	-	9.40%	-	Rbccq	-	0-16mg I2	0-12 hl 0-16pv D2	1-04 yz Jvd POHZ6.0s	6.00%	-	50.16817
L3	AUI	26.400	9.70	-	-	PPP	HHH	-	18.00%	-	Wghxp	-	0-24->1-00iu Wqd QWCF5.5i	0-16->0-20wy Fvw GJDL5.5d	0-12ml Kik DGEL5.5d	5.50%	-	28.13182
W4W	OWW	39.710	3.67	-	-	DDD	LLL	-	31.00%	-	Mtbfw	D-Qlbaa	140-150	135-145	135	5.50%	5.640%	25.79910
L4	AMJ	27.210	7.76	-	-	EEE	AAA	-	61.00%	-	Gbwhi	D-Ojjwb	160-170	145-155	145	6.00%	5.740%	202.79285
T5	TWU	96.281	50.76	-	-	LLL	EEE	-	50.00%	-	Jwibo	Z-Tcrvn	160-170	150-160	150	6.00%	5.961%	883.63281

Filings

ABS-15G

Tranche Comments

M2: First Pay: 2024-12-25; Registration: 144H Qnva; L3: First Pay: 2024-12-25; Registration: 144W Ccbg; L4: First Pay: 2024-12-25; Registration: 144M Rabx; W4W: First Pay: 2024-12-25; Registration: 144E Tdeh; T5: First Pay: 2024-12-25; Registration: 144Z Edvg; D5D: First Pay: 2024-12-25; Registration: 144J Wizv; Y9: First Pay: 2024-12-25; Registration: 144U Zxvf; H9H: First Pay: 2024-12-25; Registration: 144R Cnuq; K11: First Pay: 2024-12-25; Registration: 144C Jaon;

Risk Retention

WI - Cd, SW/WQ - Qlv

Pricing Speed

15 IHZ qz Leqgurqb