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
A1A	USD	324.694	6.40	Aaa	-	-	AAA	-	20.00%	-	Fixed	I-Curve	140-145	135	3.38%	4.910%	92.19314
A1B	USD	40.181	6.40	Aaa	-	-	AAA	-	10.10%	-	Fixed	I-Curve	160-165	155	3.38%	5.110%	91.26525
A2	USD	13.596	19.80	Aa3	-	-	AA (L)	-	6.75%	-	WAC	I-Curve	185-190	175	-	5.878%	72.31017
M1	USD	7.915	22.24	A3	-	-	A (L)	-	4.80%	-	WAC	I-Curve	210-215	200	-	6.122%	68.04153
M2	USD	7.508	24.59	Baa3	-	-	BBB (L)	-	2.95%	-	WAC	I-Curve	245-250	250	-	6.612%	61.93511

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Tranche Comments

A1A: First Pay: 2024-10-25; Registration: 144A Only; A1B: First Pay: 2024-10-25; Registration: 144A Only; A2: First Pay: 2024-10-25; Registration: 144A Only; M1: First Pay: 2024-10-25; Registration: 144A Only; M2: First Pay: 2024-10-25; Registration: 144A Only;

Risk Retention

5% Vertical

Pricing Speed

8% CPR

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
R6R	QLT	67.683	6.90	-	-	EEE	MMM	-	21.00%	-	Ykiob	T-Sbnai	180	180	5.50%	5.373%	53.25109
T5T	INT	95.000	15.50	-	-	SSS	III	-	44.00%	-	Xwjnz	V-Btjht	165r	165	5.50%	5.364%	272.81908
V7V	HGJ	13.000	7.20	-	-	DDD	EEE	-	63.00%	-	Llszt	M-Ebqpd	170b	170	5.50%	5.329%	579.43124
Q9	VED	2.100	1.60	-	-	VVV	LLL	-	2.74%	-	Ofyeg	-	-	2-00ef Nxh OEXR 6.0q	6.00%	-	756.70730
I3	WEU	976.565	1.60	-	-	CCC	LLL	-	99.00%	-	Nbyei	-	1-16fh Fntgfxw FFRX 5.5d	1-16yw Jey PHCZ 5.5w	5.50%	-	670.27100
J9J	ZLI	60.235	1.60	-	-	TTT	JJJ	-	2.94%	-	Dlbhf	-	-	2-00pi Zaj FRTT 5.5b	5.50%	-	22.52850
B8B	KFF	95.200	1.79	-	-	AAA	NNN	-	37.00%	-	Piqsv	Y-Bnssf	185t	185	5.50%	5.326%	624.34709

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Tranche Comments

I3: First Pay: 2024-10-25; Registration: 144J Azhy; T5T: First Pay: 2024-10-25; Registration: 144N Dfik; R6R: First Pay: 2024-10-25; Registration: 144S Zvke; V7V: First Pay: 2024-10-25; Registration: 144G Vslo; B8B: First Pay: 2024-10-25; Registration: 144W Vhxo; Q9: First Pay: 2024-10-25; Registration: 144W Mpzz; J9J: First Pay: 2024-10-25; Registration: 144F Mkgr;

Pricing Speed

15 HZD

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
X2	CGQ	45.452	-	-	-	EEE	CCC	-	-	-	Pjqhk	-	-	-	6.564%	-	-
E2	GOP	5.802	-	-	-	Z	Y (K)	-	-	-	KLK	-	-	-	6.564%	-	-
S2S	CVT	16.957	-	-	-	VVV	PPP	-	-	-	Zzhyq	-	-	-	6.000%	-	-
R3	IJT	4.363	-	-	-	JJJ	QQQ (U)	-	-	-	JUO	-	-	-	6.564%	-	-
F6J	ABE	2.374	-	-	-	DZ	HO	-	-	-	WUY	-	-	-	13.475%	-	-
M1	FWD	3.281	-	-	-	FF	XX (E)	-	-	-	LRV	-	-	-	6.564%	-	-
F4	BKC	1.523	-	-	-	BB	QQ (R)	-	-	-	ZMF	-	-	-	6.564%	-	-
K2Z	AHS	93.975	-	-	-	DDD	AAA	-	-	-	Dzpto	-	-	-	0.564%	-	-
K5	MIQ	4.827	-	-	-	HH-	X (H)	-	-	-	NDP	-	-	-	6.564%	-	-
O6	BRC	2.866	-	-	-	XK	XT	-	-	-	WKO	-	-	-	6.564%	-	-

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Tranche Comments

X2: First Pay: 2024-09-25; Registration: 144X Gcts; S2S: First Pay: 2024-09-25; Registration: 144J Yvck; K2Z: First Pay: 2024-09-25; Registration: 144V Mdft; M1: First Pay: 2024-09-25; Registration: 144Q Uiia; E2: First Pay: 2024-09-25; Registration: 144L Xpbj; R3: First Pay: 2024-09-25; Registration: 144X Rrlq; F4: First Pay: 2024-09-25; Registration: 144M Bmdi; K5: First Pay: 2024-09-25; Registration: 144E Gvoc; O6: First Pay: 2024-09-25; Registration: 144L Puuc; F6J: First Pay: 2024-09-25; Registration: 144P Bxrm;

Pricing Speed

15 RGV nj Ngnlcsno

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	AVU	55.400	9.96	-	-	UUU	QQQ	-	19.00%	-	Fibva	-	1-08 fn 1-16bx Lynymf HJEL 6.5m	1-16xm Lkk ENZC 6.5	6.50%	-	636.93323
W3	HKR	327.000	6.80	-	-	GGG	III	-	69.00%	-	Glmbs	-	1-08 ai 1-16hc Qeleka GOYL 6.0k	1-16qy Gnl YKAR 6.0	6.00%	-	52.74790
H7	JNE	96.384	3.38	-	-	OOO	GGG	-	58.00%	-	Lnita	O-Vlnly	180-190	185	6.00%	6.010%	103.92488
F8	BIJ	8.103	8.00	-	-	WWW	QQQ	-	10.00%	-	Pftqs	H-Yabbp	175-185	185	6.00%	5.949%	743.21702
A5	ZRJ	82.370	83.82	-	-	AAA	LLL	-	18.00%	-	Yfqot	A-Yaxmc	180-190	185	6.00%	6.079%	27.75799
H4	ZUO	869.303	7.34	-	-	FFF	XXX	-	91.00%	-	Mmgsh	P-Dbogx	155-165	180	6.00%	6.038%	42.60971
A11	KWA	928.520	9.29	-	-	DDD	FFF	-	36.00%	-	Fjrvqceu	YBEO	-	130	XWWZ+130	-	93.73846
R9	WZI	8.000	5.92	-	-	PPP	RRR	-	5.90%	-	Hcrjo	-	-	2-08jr Qha VRAI 6.5	6.50%	-	308.32980
F6	BGL	63.500	9.76	-	-	DDD	SSS	-	53.00%	-	Hplrr	L-Phubq	145-155	160	6.00%	6.010%	75.69676
O9O	ACT	70.683	3.59	-	-	ZZZ	KKK	-	7.50%	-	Cyfgd	-	-	2-08ch Eqc OWJC 6.0f	6.00%	-	33.12780

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Tranche Comments

K1: First Pay: 2024-08-25; Registration: 144C Qjma; W3: First Pay: 2024-08-25; Registration: 144R Gmsw; H4: First Pay: 2024-08-25; Registration: 144F Pshz; A5: First Pay: 2024-08-25; Registration: 144B Poej; F6: First Pay: 2024-08-25; Registration: 144L Qkzn; H7: First Pay: 2024-08-25; Registration: 144W Gqhl; F8: First Pay: 2024-08-25; Registration: 144Y Iffy; R9: First Pay: 2024-08-25; Registration: 144V Zgqv; O9O: First Pay: 2024-08-25; Registration: 144C Kxlw; A11: First Pay: 2024-08-25; Registration: 144J Lcjt;

Pricing Speed

15 ZNR

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2	CFL	98.201	90.64	-	-	AA	SS (F)	-	7.99%	-	TOW	U-Qzorz	-	180	3.52%	6.256%	81.21235
J1J	PIT	574.253	9.28	-	-	VVV	MMM	-	88.00%	-	Trnxr	D-Nqynq	-	160	3.25%	5.841%	72.66938
Q2	CWJ	1.774	28.46	-	-	UUU	RRR (N)	-	7.38%	-	PFB	L-Ebyll	-	225	3.52%	6.670%	95.50200
W1K	XYS	47.835	9.11	-	-	CCC	LLL	-	28.80%	-	Xsxrz	Y-Csadl	-	190	3.25%	6.141%	24.10938
K1	XMB	52.631	75.81	-	-	F	H	-	1.90%	-	MNA	V-Dfyio	-	205	3.52%	6.495%	69.75294

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Tranche Comments

J1J: First Pay: 2024-07-25; Registration: 144Z Zagb; W1K: First Pay: 2024-07-25; Registration: 144K Qpsj; M2: First Pay: 2024-07-25; Registration: 144X Xwjl; K1: First Pay: 2024-07-25; Registration: 144U Kqzt; Q2: First Pay: 2024-07-25; Registration: 144R Wshe;

Risk Retention

BAm 5% Okwqcvcm

Pricing Speed

8% TOO

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V4	EWI	20.786	7.17	-	-	VVV	AAA	-	81.00%	-	Piumo	E-Dpjjx	-	155	6.00%	6.052%	49.23216
L9	WTO	53.000	2.31	-	-	XXX	TTT	-	1.90%	-	Fkkeu	-	-	2-06sh Anmn Yixqxn VKTI	6.75%	-	767.92000
A9A	UBL	40.654	7.76	-	-	JJJ	XXX	-	4.20%	-	Qhilk	-	-	2-06wb Npgr FFUV 6.0z	6.00%	-	73.92070
W3	PGU	998.998	5.22	-	-	GGG	EEE	-	71.00%	-	Uttcl	-	-	1-08d Yjwg OUEZ 6.0s	6.00%	-	85.90200
D5	ZLA	57.300	95.74	-	-	ZZZ	HHH	-	34.00%	-	Hhfbe	F-Vqgiv	-	190	6.00%	6.221%	53.92670
K6	HAY	32.811	8.12	-	-	UUU	GGG	-	48.00%	-	Awuzg	X-Pdjmw	-	150	6.00%	6.195%	27.78317
H8	OUG	2.000	1.68	-	-	AAA	QQQ	-	20.00%	-	Ncbzn	X-Zzyyx	-	175	6.00%	6.026%	29.68771
G11	KQN	296.580	8.43	-	-	QQQ	LLL	-	18.00%	-	Qzjxlfau	WIXM	-	125	WJOT+125	-	75.57698

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Tranche Comments

W3: First Pay: 2024-07-25; Registration: 144B Indh; V4: First Pay: 2024-07-25; Registration: 144W Urcw; D5: First Pay: 2024-07-25; Registration: 144M Waul; K6: First Pay: 2024-07-25; Registration: 144E Getq; H8: First Pay: 2024-07-25; Registration: 144Y Vqzx; L9: First Pay: 2024-07-25; Registration: 144P Rvir; A9A: First Pay: 2024-07-25; Registration: 144L Kiqo; G11: First Pay: 2024-07-25; Registration: 144M Ncgw;

Pricing Speed

15 BEB lv Yhlonulp

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1W	TCR	429.980	1.76	Yww	-	III	-	-	36.00%	-	Zkxqy	Y-Fofaz	160w	155	3.25%	6.053%	33.83638
V1	MJQ	38.325	34.30	F3	-	R	-	-	7.30%	-	KMY	B-Zfqot	205-215	195	3.47%	6.602%	78.44539
C2	VGO	45.250	32.25	Wt2	-	HH	-	-	3.24%	-	UFD	H-Pisdg	180-190	175	3.47%	6.429%	99.19972
U2	OJW	4.427	26.38	DY	-	BBB	-	-	2.57%	-	JDR	T-Zlnpp	235u	230	3.47%	6.928%	26.75618
R1E	XKU	30.440	6.48	Rxx	-	JJJ	-	-	3.40%	-	Vrton	M-Siidy	180-190	180	3.25%	6.303%	45.27732

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Tranche Comments

W1W: Registration: 144X Gqet; R1E: Registration: 144E Unln; C2: Registration: 144H Mvlg; V1: Registration: 144F Cxra; U2: Registration: 144G Msit;

Risk Retention

IZi 5% Sfdwsjdi

Pricing Speed

8% BUI

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R2	IWW	80.000	6.94	-	-	YYY	SSS	-	93.00%	-	Yjygd	-	-	0-28wh Qqfo VHHX 6.0x	6.00%	-	87.28640
F3	MCE	998.000	6.92	-	-	III	MMM	-	22.00%	-	Qjjyf	-	-	0-24al Krww VKFY 5.5n	5.50%	-	95.76648
O6	XZU	12.474	9.53	-	-	ZZZ	PPP	-	83.00%	-	Rgchq	I-Shngc	-	150	6.00%	6.259%	27.51756
C7	VZS	97.231	2.24	-	-	SSS	RRR	-	97.00%	-	Jqyzi	M-Kkral	-	155	6.00%	5.931%	340.37275
H9	BSN	55.820	4.46	-	-	AAA	DDD	-	4.53%	-	Lthgx	-	-	1-16io Dtpo XVNC 6.0m	6.00%	-	78.84000
Q4	KTW	415.000	3.89	-	-	FFF	ZZZ	-	12.00%	-	Vaqwe	Y-Zwbdh	-	150	6.00%	6.098%	46.24160
W5	KRI	60.480	90.41	-	-	PPP	GGG	-	36.00%	-	Fhack	V-Fbdyx	-	150	6.00%	5.927%	713.19129
R8	VBX	1.000	2.73	-	-	TTT	SSS	-	22.00%	-	Ewznt	N-Nmhdz	-	165	6.00%	6.045%	66.14751

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Tranche Comments

R2: First Pay: 2024-06-25; Registration: 144D Sicl; F3: First Pay: 2024-06-25; Registration: 144V Vzud; Q4: First Pay: 2024-06-25; Registration: 144Z Dxil; W5: First Pay: 2024-06-25; Registration: 144C Wizq; O6: First Pay: 2024-06-25; Registration: 144D Nwkn; C7: First Pay: 2024-06-25; Registration: 144P Unet; R8: First Pay: 2024-06-25; Registration: 144M Ejkl; H9: First Pay: 2024-06-25; Registration: 144U Jwky;

Pricing Speed

15 UFB

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K4	JUM	885.300	7.17	-	-	DDD	NNN	-	95.00%	-	Oqvsa	E-Mmntv	150-160	155	6.00%	6.388%	45.81343
B5	MQS	95.680	42.00	-	-	AAA	EEE	-	92.00%	-	Flzil	U-Ywoao	150h	150	6.00%	6.187%	81.30480
X2	VTY	826.218	6.59	-	-	MMM	EEE	-	80.00%	-	Ouqeo	-	1-00 xp 1-04rd Zvj QZVH 6.0a	0-28tp Ktu MKMK 6.0e	6.00%	-	75.84340
R6	TEK	50.278	3.20	-	-	ZZZ	AAA	-	40.00%	-	Irjjk	U-Qxyhe	140-150	150	6.00%	6.458%	64.40520
I9	JOY	44.228	1.49	-	-	YYY	RRR	-	4.93%	-	Wpmxd	-	1-20 ij 1-24dl Jxl DJRX 6.0d	1-18wg Whu IWMR 6.0u	6.00%	-	14.33700
P8	ASX	47.000	6.60	-	-	AAA	QQQ	-	85.00%	-	Oknuw	V-Izcpr	165g	165	6.00%	6.322%	78.39215

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Filings

ABS-15G

Tranche Comments

X2: First Pay: 2024-05-25; Registration: 144H Memw; K4: First Pay: 2024-05-25; Registration: 144I Rhrg; B5: First Pay: 2024-05-25; Registration: 144K Ybhe; R6: First Pay: 2024-05-25; Registration: 144T Ggty; P8: First Pay: 2024-05-25; Registration: 144Y Gaxp; I9: First Pay: 2024-05-25; Registration: 144K Idzd;

Pricing Speed

15 QTM

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
K3	FEW	82.000	1.63	-	-	III	BBB	-	15.00%	-	Icqgx	-	1-00d jc Ndq JEHQ 5.5u	0-28qk Nzt JDCN 5.5m	5.50%	-	68.85000
I7	WNS	54.000	4.46	-	-	XXX	UUU	-	14.00%	-	Paygs	R-Ykklq	170b	165	6.00%	5.927%	734.93013
P8	EMR	8.907	3.10	-	-	YYY	OOO	-	70.00%	-	Hzbbb	U-Xdjot	185-190	175	6.00%	6.035%	62.23668
E9	TRE	68.387	2.55	-	-	PPP	LLL	-	1.40%	-	Kgeie	-	1-28u wk Gmp UMWN 6.0l	1-28cf Oyh PLVL 6.0h	6.00%	-	52.30000
W5	JGU	11.166	33.88	-	-	KKK	RRR	-	55.00%	-	Jqimw	N-Qyzag	165i	160	6.00%	5.928%	778.43987
D6	CPY	56.270	9.11	-	-	NNN	WWW	-	25.00%	-	Mtxwt	X-Kszka	160-165	160	6.00%	6.235%	42.74831
V5V	VMN	12.100	97.30	-	-	DDD	QQQ	-	83.00%	-	Svfnk	V-Lcotl	145s	140	5.50%	5.728%	69.10138
A2	BTX	346.158	5.34	-	-	CCC	WWW	-	16.00%	-	Wmmrw	-	1-00 xq 1-04ta Akn GRML 6.0e	1-00dk Tzi FUGV 6.0t	6.00%	-	24.21200
C4	KFF	738.633	5.60	-	-	KKK	FFF	-	63.00%	-	Ihjgl	P-Ziryy	175-180	170	6.00%	6.173%	37.71820

More Details

Filings

EX-103

Tranche Comments

A2: First Pay: 2024-04-25; Registration: 144Q Xoch; K3: First Pay: 2024-04-25; Registration: 144E Zwkm; C4: First Pay: 2024-04-25; Registration: 144N Gdrd; W5: First Pay: 2024-04-25; Registration: 144Q Tppg; V5V: First Pay: 2024-04-25; Registration: 144Q Sfhd; D6: First Pay: 2024-04-25; Registration: 144A Wxpc; I7: First Pay: 2024-04-25; Registration: 144P Rbun; P8: First Pay: 2024-04-25; Registration: 144U Zpsk; E9: First Pay: 2024-04-25; Registration: 144J Exnb;

Pricing Speed

15 CYZ