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
O5	CXD	68.000	78.32	-	-	PPP	HHH	-	28.00%	-	Bflfb	Q-Epfqf	150h	150	6.00%	5.946%	394.59239
D9D	FPM	70.000	6.46	-	-	ZZZ	VVV	-	6.78%	-	Jctrv	-	0-10e iemn bo G2	0-26bu PYPA6.0m	6.00%	-	726.88020
D9	WQC	2.121	4.69	-	-	KKK	YYY	-	9.69%	-	Ynjnr	U-Nmyzn	190-200	190	6.30%	6.147%	755.84175
S11	OKD	73.696	5.93	-	-	DDD	PPP	-	90.00%	-	Xaspayiv	SVSY	125a	125	NGKT+125	-	63.38129
C2	GQQ	35.780	5.33	-	-	DDD	KKK	-	30.00%	-	Oqaqn	-	0-20 fa 0-24 ga NZIZ 6.0v	0-18iq PTNY6.0l	6.00%	-	459.89298
S4	HOR	826.000	9.86	-	-	CCC	GGG	-	19.00%	-	Msrzx	G-Xomhl	145-155	145	6.00%	5.661%	481.79441

Tranche Comments

C2: First Pay: 2025-01-25; Registration: 144X Brcj; S4: First Pay: 2025-01-25; Registration: 144R Vxdd; O5: First Pay: 2025-01-25; Registration: 144P Hohj; D9: First Pay: 2025-01-25; Registration: 144E Idgj; D9D: First Pay: 2025-01-25; Registration: 144K Buzi; S11: First Pay: 2025-01-25; Registration: 144K Afsx;

Risk Retention

WC - Quc AW/WT - Dlp

Pricing Speed

15 IJS lo Cblesnlj

Refinancing

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X4X	NSL	88.820	6.85	-	-	TTT	ZZZ	-	32.00%	-	Tpffc	G-Xoidh	135-145	135	5.50%	5.640%	79.31467
E4	AFR	21.154	4.50	-	-	ZZZ	JJJ	-	52.00%	-	Pvfnp	Y-Ktfxv	145-155	145	6.00%	5.740%	576.46455
N5N	OXV	7.000	75.58	-	-	AAA	KKK	-	97.00%	-	Snnzh	F-Ihcbq	130-140	130	5.50%	5.761%	18.29620
P5	TRO	78.615	80.44	-	-	ZZZ	SSS	-	44.00%	-	Tyvyq	Y-Emifq	150-160	150	6.00%	5.961%	825.39453
V11	QQA	142.340	1.30	-	-	GGG	DDD	-	50.00%	-	Ovquzxbk	WGXG	120-130	125	TNXQ+125	-	75.97248
V9V	FHF	98.830	6.30	-	-	HHH	ZZZ	-	7.50%	-	Kpytm	-	0-12 fs 0-16yg X2	1-04 xz Pkx EHOC6.0t	6.00%	-	85.67629
P2	NVA	84.000	4.20	-	-	XXX	HHH	-	33.00%	-	Sqryv	-	0-26->0-30ny Glt QTIM6.0n	0-24fh Dmp XETA6.0q	6.00%	-	33.60735
H3	KOU	60.500	4.70	-	-	ZZZ	ZZZ	-	76.00%	-	Wwiad	-	0-16->0-20fv Oup YLOI5.5k	0-12ib Lod JVMF5.5n	5.50%	-	53.27866
N9	HUG	56.328	7.10	-	-	BBB	BBB	-	6.40%	-	Ssfnb	-	1-16j vn Fya JFKG6.5o	1-10 im Wkv JKWH6.5a	6.50%	-	284.72726

Tranche Comments

P2: First Pay: 2024-12-25; Registration: 144V Eoig; H3: First Pay: 2024-12-25; Registration: 144F Milh; E4: First Pay: 2024-12-25; Registration: 144G Emhl; X4X: First Pay: 2024-12-25; Registration: 144M Gjvk; P5: First Pay: 2024-12-25; Registration: 144N Ctnw; N5N: First Pay: 2024-12-25; Registration: 144Q Kahv; N9: First Pay: 2024-12-25; Registration: 144G Lxkm; V9V: First Pay: 2024-12-25; Registration: 144W Pxvv; V11: First Pay: 2024-12-25; Registration: 144I Drpq;

Risk Retention

FD - Tg, TF/FR - Fhv

Pricing Speed

15 SOE hl Fshgskhb

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y6	UWZ	947.448	1.55	-	-	III	III	-	32.00%	-	Osnrp	P-Sozgy	150-155	145	5.50%	5.416%	79.76204
V9V	PJU	72.388	5.35	-	-	DDD	FFF	-	9.19%	-	Xcszq	-	1-16n qd Opwhaqho ZJWQ 5.5o	1-16ng Nhw UVVM5.5n	5.50%	-	20.65475
I2	LLY	76.000	4.32	-	-	MMM	PPP	-	86.00%	-	Qbyyk	-	1-00 wf 1-08yl Vfqtmytp CGGS 5.5w	1-00nl Vux PCYD5.5y	5.50%	-	73.37080
K5	TJF	96.606	22.80	-	-	PPP	WWW	-	23.00%	-	Pmjsb	O-Rnuyf	155-160	160	5.50%	5.774%	51.62437
Q7	PTZ	57.138	9.77	-	-	JJJ	ZZZ	-	36.00%	-	Mfaht	D-Ccqgg	160-165	165	5.50%	5.742%	94.14534
O8	BOH	89.000	7.64	-	-	DDD	TTT	-	21.00%	-	Szwxb	N-Idjym	170-180	170	5.50%	5.651%	96.31536
Z11	ZRX	416.385	1.83	-	-	AAA	QQQ	-	64.00%	-	Alxbhwko	EDTN	-	125	KWTP+125	-	82.86022
O4	MCA	534.435	6.56	-	-	TTT	NNN	-	56.00%	-	Tjuuu	S-Ejmvk	155-160	150	5.50%	5.405%	461.98280

Tranche Comments

I2: Registration: 144K Ixdw; O4: Registration: 144D Ecmv; K5: Registration: 144I Hjaf; Y6: Registration: 144S Kemr; Q7: Registration: 144S Ikft; O8: Registration: 144V Gwpf; V9V: Registration: 144H Eude; Z11: Registration: 144L Sipj; Comments: Kyb-rtvmbw;

Pricing Speed

15 ZTV

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I1Y	XEI	13.512	5.40	Qll	-	-	RRR	-	79.90%	-	Tavvv	V-Ufksl	160-165	155	3.38%	5.110%	18.33043
O1	BFP	3.479	73.39	R3	-	-	Z (S)	-	9.80%	-	BUY	F-Zdipw	210-215	200	-	6.122%	11.68616
V2	STS	46.224	61.90	Rm3	-	-	XX (P)	-	8.77%	-	LNR	I-Qobgn	185-190	175	-	5.878%	88.34484
J2	ENY	1.493	67.82	Vuu3	-	-	NNN (Y)	-	3.93%	-	SLA	P-Cihls	245-250	250	-	6.612%	53.70195
R1R	CIK	274.272	4.90	Dll	-	-	GGG	-	17.00%	-	Hytzj	I-Hubcm	140-145	135	3.38%	4.910%	64.45691

Tranche Comments

R1R: First Pay: 2024-10-25; Registration: 144M Qpwq; I1Y: First Pay: 2024-10-25; Registration: 144F Ipwb; V2: First Pay: 2024-10-25; Registration: 144E Jfqp; O1: First Pay: 2024-10-25; Registration: 144W Gtrm; J2: First Pay: 2024-10-25; Registration: 144Q Zeaf;

Risk Retention

5% Xomvpkxt

Pricing Speed

8% HPG

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J3	MPN	421.532	5.70	-	-	EEE	JJJ	-	20.00%	-	Wqzpo	-	1-16xh Azwfxnq XGYP 5.5b	1-16wf Kkx KXYA 5.5e	5.50%	-	223.72700
O8O	CBP	62.200	6.38	-	-	JJJ	GGG	-	39.00%	-	Gbfpg	I-Guqzo	185v	185	5.50%	5.326%	843.73712
T9T	USD	16.690	2.90	-	-	NNN	WWW	-	7.76%	-	Jgtzd	-	-	2-00we Oni IINJ 5.5m	5.50%	-	60.16640
O5O	LCA	60.000	59.39	-	-	HHH	DDD	-	25.00%	-	Ihtsy	I-Vhgde	165r	165	5.50%	5.364%	130.54256
T7T	LZM	61.000	8.70	-	-	LLL	UUU	-	56.00%	-	Vhuzp	E-Pspgd	170p	170	5.50%	5.329%	309.72411
H6H	OWM	89.476	6.30	-	-	BBB	TTT	-	98.00%	-	Izlzd	K-Zjfbg	180	180	5.50%	5.373%	28.80542
B9	AYM	3.900	5.50	-	-	SSS	FFF	-	5.94%	-	Fzfqk	-	-	2-00mf Cej HPZP 6.0j	6.00%	-	328.90740

Tranche Comments

J3: First Pay: 2024-10-25; Registration: 144K Rdzl; O5O: First Pay: 2024-10-25; Registration: 144S Vsik; H6H: First Pay: 2024-10-25; Registration: 144V Cskq; T7T: First Pay: 2024-10-25; Registration: 144U Xsrn; O8O: First Pay: 2024-10-25; Registration: 144C Krjd; B9: First Pay: 2024-10-25; Registration: 144D Rvqp; T9T: First Pay: 2024-10-25; Registration: 144Y Hcog;

Pricing Speed

15 YQA

Refinancing

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2	XTA	43.950	-	-	-	FFF	ZZZ	-	-	-	Ooycw	-	-	-	6.564%	-	-
X3	PBX	7.551	-	-	-	TTT	PPP (T)	-	-	-	KKE	-	-	-	6.564%	-	-
Z6	BPA	9.167	-	-	-	IP	XC	-	-	-	GTL	-	-	-	6.564%	-	-
Q4	WJF	2.541	-	-	-	OO	TT (F)	-	-	-	QDX	-	-	-	6.564%	-	-
M5	UHR	5.568	-	-	-	QQ-	Y (F)	-	-	-	FDM	-	-	-	6.564%	-	-
C2C	YVV	48.651	-	-	-	UUU	FFF	-	-	-	Abbrp	-	-	-	6.000%	-	-
K6T	GKO	3.788	-	-	-	WN	IT	-	-	-	DFO	-	-	-	13.475%	-	-
Y2V	XJR	98.725	-	-	-	CCC	KKK	-	-	-	Djfxe	-	-	-	0.564%	-	-
I2	BOT	2.932	-	-	-	U	M (T)	-	-	-	TZV	-	-	-	6.564%	-	-
H1	BKZ	6.144	-	-	-	SS	GG (V)	-	-	-	NLO	-	-	-	6.564%	-	-

Tranche Comments

E2: First Pay: 2024-09-25; Registration: 144I Eepw; C2C: First Pay: 2024-09-25; Registration: 144K Yksv; Y2V: First Pay: 2024-09-25; Registration: 144X Vvgj; H1: First Pay: 2024-09-25; Registration: 144W Sevy; I2: First Pay: 2024-09-25; Registration: 144V Jask; X3: First Pay: 2024-09-25; Registration: 144K Ygms; Q4: First Pay: 2024-09-25; Registration: 144N Mgty; M5: First Pay: 2024-09-25; Registration: 144Q Kcaw; Z6: First Pay: 2024-09-25; Registration: 144S Wuck; K6T: First Pay: 2024-09-25; Registration: 144J Oaqd;

Pricing Speed

15 CRA pd Fppeqlph

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N9	IAM	9.000	9.76	-	-	NNN	BBB	-	2.60%	-	Afbtp	-	-	2-08ly Hmq JLVH 6.5	6.50%	-	668.10840
H9H	NXA	19.893	1.14	-	-	DDD	JJJ	-	4.70%	-	Vsouj	-	-	2-08cz Arl VXWX 6.0h	6.00%	-	24.84140
R11	VHG	843.185	6.34	-	-	GGG	YYY	-	39.00%	-	Kbmcexaf	ZUBM	-	130	DLLD+130	-	92.87971
P1	KWX	23.100	3.64	-	-	TTT	LLL	-	55.00%	-	Gccog	-	1-08 ed 1-16zo Hbxbqe WRKC 6.5q	1-16nr Rxb EDNT 6.5	6.50%	-	498.29117
Q4	IAO	361.249	5.71	-	-	III	ZZZ	-	52.00%	-	Homob	H-Hamqi	155-165	180	6.00%	6.038%	11.51253
C6	XRI	91.300	7.12	-	-	QQQ	SSS	-	87.00%	-	Yyqjy	B-Ultim	145-155	160	6.00%	6.010%	76.97592
N5	WIV	66.420	54.71	-	-	AAA	UUU	-	77.00%	-	Ocioh	I-Tvlkv	180-190	185	6.00%	6.079%	18.45647
K7	QTH	55.910	9.41	-	-	YYY	NNN	-	22.00%	-	Ahujk	O-Mskvz	180-190	185	6.00%	6.010%	190.24219
D8	IUU	1.565	1.00	-	-	PPP	FFF	-	42.00%	-	Cgqfp	T-Kgnzb	175-185	185	6.00%	5.949%	292.31389
K3	IQT	137.000	1.15	-	-	CCC	WWW	-	45.00%	-	Cmwhi	-	1-08 zo 1-16xc Ydvdmz IYFR 6.0m	1-16vh Ost YYNV 6.0	6.00%	-	26.85610

Tranche Comments

P1: First Pay: 2024-08-25; Registration: 144U Svfj; K3: First Pay: 2024-08-25; Registration: 144M Xvjw; Q4: First Pay: 2024-08-25; Registration: 144S Yzhm; N5: First Pay: 2024-08-25; Registration: 144H Haap; C6: First Pay: 2024-08-25; Registration: 144C Hzdb; K7: First Pay: 2024-08-25; Registration: 144E Fszd; D8: First Pay: 2024-08-25; Registration: 144Q Azkz; N9: First Pay: 2024-08-25; Registration: 144C Ggko; H9H: First Pay: 2024-08-25; Registration: 144A Qhgz; R11: First Pay: 2024-08-25; Registration: 144Z Ttie;

Pricing Speed

15 LCU

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	JWC	9.363	63.93	-	-	III	TTT (V)	-	4.69%	-	VQX	S-Ecths	-	225	3.52%	6.670%	50.18100
O1O	IBS	684.639	2.81	-	-	AAA	QQQ	-	51.00%	-	Uojfy	H-Zwsbt	-	160	3.25%	5.841%	57.11861
D1J	PZV	72.608	9.61	-	-	ZZZ	XXX	-	73.13%	-	Ijwpc	N-Blmqr	-	190	3.25%	6.141%	75.49186
T2	PBG	62.368	74.72	-	-	HH	MM (G)	-	4.11%	-	OIE	D-Sckcj	-	180	3.52%	6.256%	99.18194
X1	HXM	63.869	99.63	-	-	G	T	-	5.70%	-	WXH	L-Qfbxt	-	205	3.52%	6.495%	99.83524

Tranche Comments

O1O: First Pay: 2024-07-25; Registration: 144R Snkx; D1J: First Pay: 2024-07-25; Registration: 144R Yqla; T2: First Pay: 2024-07-25; Registration: 144X Gemx; X1: First Pay: 2024-07-25; Registration: 144P Ltnn; T2: First Pay: 2024-07-25; Registration: 144G Herx;

Risk Retention

FDw 5% Zmedzcmy

Pricing Speed

8% MER

Refinancing

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C4	TWM	32.368	5.14	-	-	CCC	DDD	-	91.00%	-	Lvqju	X-Vnsnd	-	155	6.00%	6.052%	35.52308
L9	XQC	53.000	6.50	-	-	PPP	WWW	-	5.10%	-	Fglhw	-	-	2-06do Lsza Afjulr HJBE	6.75%	-	111.53000
N9N	WEZ	19.990	9.48	-	-	NNN	XXX	-	9.50%	-	Qtsiy	-	-	2-06zc Dnoh KRHK 6.0d	6.00%	-	98.58660
F3	TES	436.997	6.65	-	-	WWW	AAA	-	27.00%	-	Wfhbh	-	-	1-08e Eznt UZUM 6.0x	6.00%	-	19.69700
J6	NVS	86.753	9.28	-	-	HHH	SSS	-	58.00%	-	Luqjl	A-Itcau	-	150	6.00%	6.195%	86.26493
R8	OXP	4.000	8.58	-	-	NNN	RRR	-	30.00%	-	Wcycb	S-Mfbxv	-	175	6.00%	6.026%	94.80836
R11	PNP	299.980	3.63	-	-	PPP	AAA	-	26.00%	-	Bvhywbxd	YGMM	-	125	DPGZ+125	-	60.58762
X5	TQC	37.900	37.48	-	-	XXX	JJJ	-	27.00%	-	Ycato	X-Looog	-	190	6.00%	6.221%	96.43030

Tranche Comments

F3: First Pay: 2024-07-25; Registration: 144I Ngzp; C4: First Pay: 2024-07-25; Registration: 144J Olal; X5: First Pay: 2024-07-25; Registration: 144J Ittr; J6: First Pay: 2024-07-25; Registration: 144C Brva; R8: First Pay: 2024-07-25; Registration: 144U Surb; L9: First Pay: 2024-07-25; Registration: 144L Phwj; N9N: First Pay: 2024-07-25; Registration: 144N Wxqg; R11: First Pay: 2024-07-25; Registration: 144C Aghx;

Pricing Speed

15 HIG nd Senecrnl

Refinancing

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I1I	FJH	379.860	6.21	Yyy	-	JJJ	-	-	55.00%	-	Aezke	O-Xhgzs	160e	155	3.25%	6.053%	91.90914
L2	VCB	2.592	95.12	BK	-	KKK	-	-	3.80%	-	HJF	O-Ooltt	235s	230	3.47%	6.928%	40.38136
E1Q	ZIE	58.140	6.13	Kgg	-	DDD	-	-	1.40%	-	Dbsij	K-Xqnfm	180-190	180	3.25%	6.303%	39.94816
S1	FPA	41.285	13.10	L3	-	K	-	-	6.40%	-	SSQ	F-Ilqvn	205-215	195	3.47%	6.602%	87.79140
F2	VYG	81.338	35.50	Ly2	-	DD	-	-	3.89%	-	QVP	X-Hrurl	180-190	175	3.47%	6.429%	33.24762