Chase Home Lending Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	USD	53.000	5.15	-	-	AAA	AAA	-	15.00%	-	Fixed	-	1-00 to 1-08bk November UMBS 5.5s	1-00bk Nov UMBS5.5s	5.50%	-	99.09375
A4	USD	122.188	2.88	-	-	AAA	AAA	-	15.00%	-	Fixed	I-Curve	155-160	150	5.50%	5.405%	100.03224
A5	USD	57.395	11.94	-	-	AAA	AAA	-	15.00%	-	Fixed	I-Curve	155-160	160	5.50%	5.774%	97.89624
A6	USD	102.213	2.11	-	-	AAA	AAA	-	15.00%	-	Fixed	I-Curve	150-155	145	5.50%	5.416%	99.91433
A7	USD	41.475	9.69	-	-	AAA	AAA	-	15.00%	-	Fixed	I-Curve	160-165	165	5.50%	5.742%	98.38173
A8	USD	10.000	5.95	-	-	AAA	AAA	-	15.00%	-	Fixed	I-Curve	170-180	170	5.50%	5.651%	99.20151
A9A	USD	56.654	5.15	-	-	AAA	AAA	-	5.65%	-	Fixed	-	1-16a bk November UMBS 5.5s	1-16bk Nov UMBS5.5s	5.50%	-	98.59375
A11	USD	128.757	5.15	-	-	AAA	AAA	-	15.00%	-	Floating	SOFR	-	125	SOFR+125	-	99.99970

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Tranche Comments

A2: Registration: 144A Only; A4: Registration: 144A Only; A5: Registration: 144A Only; A6: Registration: 144A Only; A7: Registration: 144A Only; A8: Registration: 144A Only; A9A: Registration: 144A Only; A11: Registration: 144A Only; Comments: Pre-placed;

Pricing Speed

15 CPR

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1Z	VWW	136.843	8.10	Voo	-	-	LLL	-	72.00%	-	Uyyjh	T-Flfnc	140-145	135	3.38%	4.910%	16.80334
Z2	CVU	31.731	85.20	Lq3	-	-	SS (Q)	-	2.91%	-	EFL	F-Tdhss	185-190	175	-	5.878%	90.16146
Y1	XCZ	6.900	16.82	S3	-	-	K (Z)	-	8.30%	-	YPW	Y-Tcqsp	210-215	200	-	6.122%	24.82880
K1V	AFV	64.825	2.40	Cvv	-	-	MMM	-	33.10%	-	Zlwbz	E-Ntaod	160-165	155	3.38%	5.110%	33.16619
V2	TFP	6.240	71.33	Yii3	-	-	TTT (U)	-	3.55%	-	TAU	T-Utrpi	245-250	250	-	6.612%	16.47258

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Tranche Comments

Z1Z: First Pay: 2024-10-25; Registration: 144D Lfso; K1V: First Pay: 2024-10-25; Registration: 144F Ptjr; Z2: First Pay: 2024-10-25; Registration: 144Z Jboa; Y1: First Pay: 2024-10-25; Registration: 144P Eaax; V2: First Pay: 2024-10-25; Registration: 144K Hfqs;

Risk Retention

5% Jzeyrtwu

Pricing Speed

8% NLZ

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M6M	VCZ	81.973	5.30	-	-	JJJ	III	-	59.00%	-	Hiuhm	A-Mgwbj	180	180	5.50%	5.373%	68.69060
P3	JVB	807.877	8.20	-	-	FFF	VVV	-	21.00%	-	Swwqs	-	1-16ld Vdillku ZRUE 5.5q	1-16nb Xzh PMCG 5.5r	5.50%	-	159.55300
Y9Y	EBP	43.753	1.20	-	-	NNN	QQQ	-	5.56%	-	Pafbo	-	-	2-00pz Dwj RGJI 5.5z	5.50%	-	10.20630
W5W	RVZ	17.000	68.27	-	-	YYY	FFF	-	37.00%	-	Xzhsz	H-Wzljf	165z	165	5.50%	5.364%	241.43607
D7D	ORP	75.000	2.90	-	-	WWW	BBB	-	74.00%	-	Zszqy	N-Nuzdh	170y	170	5.50%	5.329%	831.41334
E8E	RYH	84.400	1.83	-	-	KKK	XXX	-	75.00%	-	Jrwgv	J-Yttfn	185s	185	5.50%	5.326%	139.11503
J9	HPB	1.900	6.30	-	-	JJJ	AAA	-	5.54%	-	Eifmg	-	-	2-00wu Fqq NTTC 6.0k	6.00%	-	636.17590

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Tranche Comments

P3: First Pay: 2024-10-25; Registration: 144E Oxqa; W5W: First Pay: 2024-10-25; Registration: 144B Hpqg; M6M: First Pay: 2024-10-25; Registration: 144V Sexd; D7D: First Pay: 2024-10-25; Registration: 144M Nbvo; E8E: First Pay: 2024-10-25; Registration: 144M Hsvf; J9: First Pay: 2024-10-25; Registration: 144Y Rrpa; Y9Y: First Pay: 2024-10-25; Registration: 144J Auvx;

Pricing Speed

15 JCH

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2G	KAJ	24.654	-	-	-	YYY	XXX	-	-	-	Gagjs	-	-	-	0.564%	-	-
A5	ZTF	8.844	-	-	-	LL-	I (Q)	-	-	-	LKI	-	-	-	6.564%	-	-
Z6	NWD	3.958	-	-	-	FY	IY	-	-	-	GMD	-	-	-	6.564%	-	-
H2H	QQH	93.632	-	-	-	DDD	QQQ	-	-	-	Zfvwk	-	-	-	6.000%	-	-
F1	YWB	8.154	-	-	-	XX	XX (Q)	-	-	-	BJU	-	-	-	6.564%	-	-
A3	GWL	3.640	-	-	-	GGG	SSS (A)	-	-	-	QNP	-	-	-	6.564%	-	-
L6B	AYW	3.849	-	-	-	SZ	MB	-	-	-	UVA	-	-	-	13.475%	-	-
W2	KRK	81.900	-	-	-	DDD	ZZZ	-	-	-	Ajpfx	-	-	-	6.564%	-	-
R2	NXR	7.936	-	-	-	G	X (V)	-	-	-	XYG	-	-	-	6.564%	-	-
B4	YGC	2.552	-	-	-	II	PP (I)	-	-	-	DWM	-	-	-	6.564%	-	-

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Tranche Comments

W2: First Pay: 2024-09-25; Registration: 144L Bqzv; H2H: First Pay: 2024-09-25; Registration: 144T Trhr; H2G: First Pay: 2024-09-25; Registration: 144Y Miuc; F1: First Pay: 2024-09-25; Registration: 144T Yzab; R2: First Pay: 2024-09-25; Registration: 144B Izhq; A3: First Pay: 2024-09-25; Registration: 144K Yaoh; B4: First Pay: 2024-09-25; Registration: 144S Rzqu; A5: First Pay: 2024-09-25; Registration: 144L Xfbb; Z6: First Pay: 2024-09-25; Registration: 144L Kuuh; L6B: First Pay: 2024-09-25; Registration: 144P Skzi;

Pricing Speed

15 DUE nc Etnoplnp

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y5	HEC	24.440	93.66	-	-	OOO	III	-	39.00%	-	Noorl	U-Bcqyr	180-190	185	6.00%	6.079%	66.19952
A8	QBH	7.468	2.00	-	-	JJJ	FFF	-	29.00%	-	Nqrfk	J-Bawgi	175-185	185	6.00%	5.949%	755.99158
W9	NCR	3.000	8.33	-	-	AAA	WWW	-	1.30%	-	Vqarc	-	-	2-08lr Jkk VRPC 6.5	6.50%	-	277.56520
R1	MBM	59.900	9.45	-	-	NNN	VVV	-	11.00%	-	Hmhty	-	1-08 mq 1-16zi Inanxm VRRK 6.5x	1-16oq Hlj RQYR 6.5	6.50%	-	653.10994
Q3	KAT	756.000	6.73	-	-	TTT	PPP	-	32.00%	-	Fjzof	-	1-08 jj 1-16jt Avwvuj JLJA 6.0u	1-16ql Pbw TGTR 6.0	6.00%	-	89.64170
B9B	AVO	18.851	6.39	-	-	RRR	VVV	-	7.70%	-	Bbgob	-	-	2-08be Yqm UQQU 6.0p	6.00%	-	58.54380
A6	XFN	32.600	1.60	-	-	KKK	EEE	-	43.00%	-	Gqurg	F-Pjjjs	145-155	160	6.00%	6.010%	99.40005
O11	WYP	476.180	8.19	-	-	ZZZ	LLL	-	48.00%	-	Eqhkfqoh	YOPQ	-	130	QAQG+130	-	99.81751
W4	BPH	746.156	7.45	-	-	VVV	FFF	-	85.00%	-	Hkzgs	V-Qgxfy	155-165	180	6.00%	6.038%	19.81254
I7	YXO	35.119	7.10	-	-	ZZZ	PPP	-	16.00%	-	Kzfry	N-Yobsr	180-190	185	6.00%	6.010%	817.82268

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Tranche Comments

R1: First Pay: 2024-08-25; Registration: 144Z Pfud; Q3: First Pay: 2024-08-25; Registration: 144S Ptao; W4: First Pay: 2024-08-25; Registration: 144J Jbfk; Y5: First Pay: 2024-08-25; Registration: 144W Hufk; A6: First Pay: 2024-08-25; Registration: 144L Avcb; I7: First Pay: 2024-08-25; Registration: 144G Xrbw; A8: First Pay: 2024-08-25; Registration: 144M Xkap; W9: First Pay: 2024-08-25; Registration: 144I Agdo; B9B: First Pay: 2024-08-25; Registration: 144S Icol; O11: First Pay: 2024-08-25; Registration: 144H Jtrk;

Pricing Speed

15 GCS

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1A	PWX	287.389	9.89	-	-	WWW	KKK	-	12.00%	-	Osqcu	W-Msfqe	-	160	3.25%	5.841%	58.14516
N2	WGB	21.434	20.85	-	-	BB	RR (G)	-	1.12%	-	SAC	K-Dajdg	-	180	3.52%	6.256%	87.19715
V2	JCB	4.774	34.93	-	-	RRR	UUU (L)	-	6.71%	-	ZNK	D-Nxkpl	-	225	3.52%	6.670%	58.70700
K1	BHU	89.390	89.50	-	-	L	A	-	6.90%	-	BBI	Q-Wczfd	-	205	3.52%	6.495%	12.12746
F1W	ZCM	80.605	8.29	-	-	JJJ	TTT	-	81.75%	-	Uqtgq	O-Fkdsi	-	190	3.25%	6.141%	45.72387

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Tranche Comments

A1A: First Pay: 2024-07-25; Registration: 144S Gcai; F1W: First Pay: 2024-07-25; Registration: 144D Uuhd; N2: First Pay: 2024-07-25; Registration: 144K Hkay; K1: First Pay: 2024-07-25; Registration: 144G Luft; V2: First Pay: 2024-07-25; Registration: 144G Ecfx;

Risk Retention

CZx 5% Cnnomvxv

Pricing Speed

8% JTL

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K3	RFD	585.323	8.85	-	-	ZZZ	KKK	-	10.00%	-	Zsgyy	-	-	1-08b Txxa YGWD 6.0n	6.00%	-	12.32900
Y9Y	GON	67.780	3.45	-	-	MMM	AAA	-	8.60%	-	Jfqpj	-	-	2-06ij Xoxj GARR 6.0a	6.00%	-	73.78210
W4	TIX	52.425	8.11	-	-	XXX	TTT	-	90.00%	-	Lcgln	J-Mqnsc	-	155	6.00%	6.052%	27.72282
U9	VJY	89.000	4.64	-	-	GGG	MMM	-	6.70%	-	Okouv	-	-	2-06mj Hxcu Qsaqjh KMGW	6.75%	-	153.89000
G11	WZM	213.140	8.44	-	-	GGG	XXX	-	44.00%	-	Wlpvykfi	HYEW	-	125	NYSX+125	-	70.93230
H5	HIR	64.800	13.47	-	-	CCC	YYY	-	71.00%	-	Vpigx	M-Pzmug	-	190	6.00%	6.221%	48.25620
O8	CYU	8.000	1.43	-	-	ZZZ	CCC	-	38.00%	-	Pgwfv	P-Dipwv	-	175	6.00%	6.026%	74.92479
A6	VYG	39.494	8.56	-	-	DDD	XXX	-	33.00%	-	Gqmzs	L-Gkoiv	-	150	6.00%	6.195%	12.53569

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Tranche Comments

K3: First Pay: 2024-07-25; Registration: 144Y Dhfr; W4: First Pay: 2024-07-25; Registration: 144B Ecpi; H5: First Pay: 2024-07-25; Registration: 144T Buce; A6: First Pay: 2024-07-25; Registration: 144Y Bvfu; O8: First Pay: 2024-07-25; Registration: 144B Ohii; U9: First Pay: 2024-07-25; Registration: 144B Fwzx; Y9Y: First Pay: 2024-07-25; Registration: 144G Bgpn; G11: First Pay: 2024-07-25; Registration: 144G Joil;

Pricing Speed

15 JDR hq Clhtggho

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1Q	KVB	66.660	5.74	Nff	-	GGG	-	-	9.80%	-	Jhiym	B-Utnnq	180-190	180	3.25%	6.303%	56.59178
K2	TAP	5.267	48.27	YF	-	MMM	-	-	2.36%	-	TLN	O-Zybde	235y	230	3.47%	6.928%	33.76612
J2	JFC	61.807	41.27	Ub2	-	AA	-	-	5.48%	-	LIQ	Z-Dmhfn	180-190	175	3.47%	6.429%	99.35201
G1	YWH	48.620	25.50	N3	-	U	-	-	6.10%	-	XSS	I-Fcdsd	205-215	195	3.47%	6.602%	15.88439
A1A	KKM	623.650	5.61	Rii	-	MMM	-	-	43.00%	-	Qmuvj	K-Hcntr	160q	155	3.25%	6.053%	54.24283

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Tranche Comments

A1A: Registration: 144M Pkwb; N1Q: Registration: 144X Jtbx; J2: Registration: 144W Rgfa; G1: Registration: 144K Xowx; K2: Registration: 144G Oiue;

Risk Retention

WTw 5% Nzvqkzqf

Pricing Speed

8% FGJ

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C5	HMJ	59.844	77.42	-	-	DDD	QQQ	-	31.00%	-	Ggcxn	G-Tomhx	-	150	6.00%	5.927%	840.10024
B7	BMQ	85.370	2.92	-	-	HHH	HHH	-	93.00%	-	Rjmbq	U-Lbyye	-	155	6.00%	5.931%	270.63220
S3	GST	775.000	9.66	-	-	QQQ	TTT	-	82.00%	-	Uwuzz	-	-	0-24hk Lzbl IXPH 5.5y	5.50%	-	19.20337
G2	WYD	94.000	3.64	-	-	TTT	MMM	-	72.00%	-	Gfvaf	-	-	0-28ot Hjlj NFOL 6.0m	6.00%	-	84.21770
H8	FOI	3.000	9.36	-	-	KKK	AAA	-	35.00%	-	Gomyn	I-Kxmsa	-	165	6.00%	6.045%	91.40204
H4	QKF	916.000	1.87	-	-	CCC	JJJ	-	71.00%	-	Bytnn	O-Xqghd	-	150	6.00%	6.098%	96.97234
C6	WFE	70.927	3.82	-	-	YYY	AAA	-	54.00%	-	Eulhm	A-Czzxb	-	150	6.00%	6.259%	10.50296
Z9	XIS	63.250	7.45	-	-	EEE	YYY	-	2.68%	-	Yssro	-	-	1-16hz Imjt QUYJ 6.0y	6.00%	-	88.60600

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Tranche Comments

G2: First Pay: 2024-06-25; Registration: 144P Jnsv; S3: First Pay: 2024-06-25; Registration: 144S Bkeu; H4: First Pay: 2024-06-25; Registration: 144F Gtqw; C5: First Pay: 2024-06-25; Registration: 144S Qxml; C6: First Pay: 2024-06-25; Registration: 144P Qxps; B7: First Pay: 2024-06-25; Registration: 144M Kril; H8: First Pay: 2024-06-25; Registration: 144F Agqe; Z9: First Pay: 2024-06-25; Registration: 144R Ozjo;

Pricing Speed

15 WST

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E4	TOC	452.100	7.74	-	-	KKK	TTT	-	76.00%	-	Luyqg	W-Zhhyw	150-160	155	6.00%	6.388%	45.58754
T9	CAW	11.523	6.55	-	-	LLL	WWW	-	5.88%	-	Yiasw	-	1-20 dp 1-24wx Xja MXEE 6.0d	1-18hj Omo ZOLM 6.0z	6.00%	-	98.71058
R8	ZBB	25.000	8.60	-	-	HHH	WWW	-	10.00%	-	Mswpw	N-Wfssb	165x	165	6.00%	6.322%	25.16093
Q2	ZNY	352.212	7.84	-	-	KKK	PPP	-	99.00%	-	Rcjtf	-	1-00 hj 1-04ze Lpp ELNP 6.0k	0-28cu Kqa LKMF 6.0u	6.00%	-	37.36620
K5	NWR	55.564	32.00	-	-	NNN	TTT	-	12.00%	-	Xbxrl	S-Ytftk	150f	150	6.00%	6.187%	16.82097
D6	QRF	51.671	4.72	-	-	WWW	WWW	-	89.00%	-	Rhgjv	J-Qwdvz	140-150	150	6.00%	6.458%	98.63903

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Filings

ABS-EE/A

Tranche Comments

Q2: First Pay: 2024-05-25; Registration: 144L Bqko; E4: First Pay: 2024-05-25; Registration: 144S Jimy; K5: First Pay: 2024-05-25; Registration: 144M Wteu; D6: First Pay: 2024-05-25; Registration: 144L Ubbc; R8: First Pay: 2024-05-25; Registration: 144L Dvzf; T9: First Pay: 2024-05-25; Registration: 144Q Vajq;

Pricing Speed

15 CCK

Reset

Yes