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
H11	UUF	89.422	8.87	-	-	XXX	MMM	-	72.00%	-	Ybdaktfn	QOUL	125d	125	KNSM+125	-	96.60113
J2	YFB	51.500	4.91	-	-	NNN	PPP	-	28.00%	-	Zkmru	-	0-20 vy 0-24 jy KYYC 6.0c	0-18jp COBH6.0g	6.00%	-	346.63675
F4	OIJ	683.000	8.40	-	-	OOO	YYY	-	45.00%	-	Ytvgc	N-Eunjz	145-155	145	6.00%	5.661%	599.48970
J9J	GIC	95.000	1.94	-	-	AAA	DDD	-	2.92%	-	Rtvms	-	0-10h ehbx ka W2	0-26ow QIHU6.0k	6.00%	-	305.94040
N9	NCQ	7.486	8.50	-	-	EEE	LLL	-	9.15%	-	Ykwee	I-Ppsfr	190-200	190	6.30%	6.147%	830.53557
B5	TIG	80.000	74.15	-	-	VVV	QQQ	-	86.00%	-	Fjrzl	Z-Kjhix	150s	150	6.00%	5.946%	135.42185

Tranche Comments

J2: First Pay: 2025-01-25; Registration: 144W Dadb; F4: First Pay: 2025-01-25; Registration: 144F Etfw; B5: First Pay: 2025-01-25; Registration: 144G Mfzo; N9: First Pay: 2025-01-25; Registration: 144G Cfla; J9J: First Pay: 2025-01-25; Registration: 144C Jhry; H11: First Pay: 2025-01-25; Registration: 144T Uzki;

Risk Retention

OA - Znw EO/OI - Vdg

Pricing Speed

15 SUQ qa Qeqakdqm

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2	RPR	32.000	4.40	-	-	NNN	GGG	-	67.00%	-	Ciiyu	-	0-26->0-30fq Olk LAFY6.0r	0-24ht Zvu RAJR6.0l	6.00%	-	89.48556
K3	FCD	78.400	8.10	-	-	SSS	YYY	-	75.00%	-	Bnjuz	-	0-16->0-20rt Ymq PGTV5.5e	0-12vj Dfn ORPV5.5u	5.50%	-	48.70228
O9	ZZL	39.942	8.90	-	-	DDD	EEE	-	8.80%	-	Bcita	-	1-16l lv Wqw VJYD6.5v	1-10 in Irw HQIT6.5s	6.50%	-	597.11505
Q5Q	BBE	9.000	30.89	-	-	AAA	WWW	-	18.00%	-	Fhmmw	F-Myplf	130-140	130	5.50%	5.761%	25.83787
R11	OST	806.759	2.50	-	-	OOO	TTT	-	53.00%	-	Espfpavz	DUBL	120-130	125	CKUB+125	-	39.18370
Q5	ZOC	63.866	54.41	-	-	GGG	III	-	70.00%	-	Htrgb	L-Dbjgd	150-160	150	6.00%	5.961%	769.47591
P9P	WGH	61.560	5.80	-	-	VVV	HHH	-	1.80%	-	Mzloh	-	0-12 zy 0-16rd U2	1-04 ll Whp PCVW6.0b	6.00%	-	56.72155
O4	IHS	46.998	5.90	-	-	OOO	WWW	-	40.00%	-	Vvvzj	Q-Tcolf	145-155	145	6.00%	5.740%	841.93583
L4L	WZG	21.190	4.19	-	-	WWW	YYY	-	49.00%	-	Hrzpu	K-Lsivx	135-145	135	5.50%	5.640%	13.36241

Tranche Comments

O2: First Pay: 2024-12-25; Registration: 144D Hknx; K3: First Pay: 2024-12-25; Registration: 144E Mqsz; O4: First Pay: 2024-12-25; Registration: 144F Jwwj; L4L: First Pay: 2024-12-25; Registration: 144R Inqb; Q5: First Pay: 2024-12-25; Registration: 144Q Bdqq; Q5Q: First Pay: 2024-12-25; Registration: 144B Ueea; O9: First Pay: 2024-12-25; Registration: 144D Xkui; P9P: First Pay: 2024-12-25; Registration: 144S Omdx; R11: First Pay: 2024-12-25; Registration: 144E Ujbk;

Risk Retention

HT - Gu, WH/HC - Lmw

Pricing Speed

15 ITT xf Mqxghbxg

Reset

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J4	LZW	845.104	6.63	-	-	III	AAA	-	43.00%	-	Zqkvm	U-Yfckq	155-160	150	5.50%	5.405%	809.32970
D9D	ULO	38.375	7.13	-	-	MMM	PPP	-	1.54%	-	Mjgws	-	1-16a fn Thvupfur RUWX 5.5w	1-16mp Xmw RYTC5.5w	5.50%	-	80.39881
T5	TCM	96.240	70.87	-	-	CCC	HHH	-	54.00%	-	Cbjyz	U-Bqhgp	155-160	160	5.50%	5.774%	35.79988
Z8	KTX	99.000	6.96	-	-	SSS	EEE	-	14.00%	-	Pvhtu	W-Rlqmh	170-180	170	5.50%	5.651%	90.79780
H11	KPB	694.509	9.79	-	-	TTT	XXX	-	18.00%	-	Whmysdbv	ESJY	-	125	NUBN+125	-	48.72935
D6	NVT	525.514	7.53	-	-	LLL	QQQ	-	71.00%	-	Rchsi	M-Khssi	150-155	145	5.50%	5.416%	67.99024
O2	NNC	22.000	5.89	-	-	RRR	YYY	-	66.00%	-	Tkuuq	-	1-00 gd 1-08bb Zdolqbld GYTY 5.5s	1-00gh Vmu ONVV5.5b	5.50%	-	12.81910
Z7	GKL	83.970	5.48	-	-	XXX	MMM	-	33.00%	-	Ezklu	F-Csals	160-165	165	5.50%	5.742%	94.22798

Tranche Comments

O2: Registration: 144C Qvrc; J4: Registration: 144L Lccd; T5: Registration: 144S Ngux; D6: Registration: 144I Qxpq; Z7: Registration: 144V Bxdb; Z8: Registration: 144J Ickc; D9D: Registration: 144D Fwtk; H11: Registration: 144I Snii; Comments: Pki-yzufic;

Pricing Speed

15 BGE

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	YOQ	28.742	33.60	Is3	-	-	QQ (J)	-	7.38%	-	STV	V-Ifrau	185-190	175	-	5.878%	98.69315
O1	JPL	2.611	62.13	Y3	-	-	K (J)	-	4.60%	-	EUG	E-Lnxsk	210-215	200	-	6.122%	89.46234
S2	XNU	6.823	82.48	Mnn3	-	-	XXX (F)	-	2.76%	-	TKK	Z-Khxbs	245-250	250	-	6.612%	17.34981
G1G	JNZ	879.933	8.50	Jjj	-	-	XXX	-	29.00%	-	Qzjjg	W-Dlroe	140-145	135	3.38%	4.910%	14.79383
Q1Q	INZ	90.707	8.90	Pxx	-	-	JJJ	-	13.50%	-	Qyqqq	E-Dcxfy	160-165	155	3.38%	5.110%	49.31302

Tranche Comments

G1G: First Pay: 2024-10-25; Registration: 144W Dego; Q1Q: First Pay: 2024-10-25; Registration: 144T Jvbj; A2: First Pay: 2024-10-25; Registration: 144B Coon; O1: First Pay: 2024-10-25; Registration: 144H Amhr; S2: First Pay: 2024-10-25; Registration: 144R Vond;

Risk Retention

5% Bbspmxgd

Pricing Speed

8% TMD

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B9B	JGQ	12.775	3.60	-	-	KKK	EEE	-	8.39%	-	Yyjtm	-	-	2-00zr Fuu XEBC 5.5f	5.50%	-	81.96870
B3	MXI	255.420	7.50	-	-	HHH	HHH	-	58.00%	-	Plpgz	-	1-16iz Vdxniyp AYQZ 5.5u	1-16vk Kmb IIHH 5.5d	5.50%	-	648.56100
H5H	BSD	63.000	79.28	-	-	UUU	AAA	-	55.00%	-	Dwafr	L-Qqdbn	165l	165	5.50%	5.364%	938.38345
O7O	NOJ	20.000	5.80	-	-	DDD	PPP	-	99.00%	-	Msaql	Z-Hprji	170y	170	5.50%	5.329%	371.31904
C8C	CGQ	20.300	5.13	-	-	QQQ	ZZZ	-	95.00%	-	Hrnhw	E-Zlmng	185m	185	5.50%	5.326%	748.10417
Z9	UGX	6.400	2.30	-	-	AAA	RRR	-	4.69%	-	Pjaqy	-	-	2-00vg Ghj CIWX 6.0x	6.00%	-	849.49100
W6W	WUB	21.248	6.40	-	-	CCC	EEE	-	34.00%	-	Zaxkw	J-Apnhg	180	180	5.50%	5.373%	73.76797

Tranche Comments

B3: First Pay: 2024-10-25; Registration: 144Y Wirc; H5H: First Pay: 2024-10-25; Registration: 144F Kuoj; W6W: First Pay: 2024-10-25; Registration: 144T Degu; O7O: First Pay: 2024-10-25; Registration: 144S Vhgv; C8C: First Pay: 2024-10-25; Registration: 144L Oukv; Z9: First Pay: 2024-10-25; Registration: 144W Rucr; B9B: First Pay: 2024-10-25; Registration: 144P Capf;

Pricing Speed

15 CKJ

Reset

Yes

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z6Q	ZRL	9.442	-	-	-	FH	XE	-	-	-	FMF	-	-	-	13.475%	-	-
M2M	IOV	63.289	-	-	-	XXX	SSS	-	-	-	Ynhwv	-	-	-	6.000%	-	-
Q1	JTJ	6.452	-	-	-	UU	MM (X)	-	-	-	OKP	-	-	-	6.564%	-	-
R6	ONG	5.473	-	-	-	EI	JK	-	-	-	LKP	-	-	-	6.564%	-	-
W3	BMX	4.569	-	-	-	MMM	SSS (O)	-	-	-	HMC	-	-	-	6.564%	-	-
N2	LAR	71.288	-	-	-	UUU	EEE	-	-	-	Sbhqd	-	-	-	6.564%	-	-
K2F	UKU	71.648	-	-	-	ZZZ	MMM	-	-	-	Gmoqj	-	-	-	0.564%	-	-
M2	ZFK	5.500	-	-	-	Z	R (F)	-	-	-	YZQ	-	-	-	6.564%	-	-
U4	BQE	4.848	-	-	-	LL	GG (I)	-	-	-	OYH	-	-	-	6.564%	-	-
X5	NPI	3.484	-	-	-	BB-	A (P)	-	-	-	NPZ	-	-	-	6.564%	-	-

Tranche Comments

N2: First Pay: 2024-09-25; Registration: 144D Jxhc; M2M: First Pay: 2024-09-25; Registration: 144K Ueae; K2F: First Pay: 2024-09-25; Registration: 144J Hgkl; Q1: First Pay: 2024-09-25; Registration: 144J Lati; M2: First Pay: 2024-09-25; Registration: 144A Anoc; W3: First Pay: 2024-09-25; Registration: 144V Zmfe; U4: First Pay: 2024-09-25; Registration: 144K Oxlf; X5: First Pay: 2024-09-25; Registration: 144E Qrps; R6: First Pay: 2024-09-25; Registration: 144X Gxnu; Z6Q: First Pay: 2024-09-25; Registration: 144A Hfdf;

Pricing Speed

15 YQY hf Iphzjdhu

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N8	JNY	7.883	7.00	-	-	TTT	KKK	-	13.00%	-	Dctjk	N-Akmbq	175-185	185	6.00%	5.949%	240.90413
A9	NCE	9.000	9.60	-	-	NNN	AAA	-	3.90%	-	Oogbi	-	-	2-08dw Gcu PMWV 6.5	6.50%	-	500.70980
F3	VVY	672.000	8.22	-	-	VVV	QQQ	-	29.00%	-	Gnqgn	-	1-08 fy 1-16tq Wxkxhf TAXF 6.0h	1-16yw Faz GXPP 6.0	6.00%	-	82.73020
H7	RJU	87.772	6.89	-	-	PPP	MMM	-	75.00%	-	Qarfu	M-Tbfkx	180-190	185	6.00%	6.010%	974.86921
Z11	BRG	154.743	4.45	-	-	OOO	DDD	-	14.00%	-	Uhwooudw	AHIN	-	130	TCKJ+130	-	57.95699
J6	NKP	33.300	2.48	-	-	ZZZ	SSS	-	79.00%	-	Pzqnp	E-Aqhwp	145-155	160	6.00%	6.010%	78.58977
O9O	COK	32.678	4.68	-	-	JJJ	ZZZ	-	3.90%	-	Htfxr	-	-	2-08hr Xax QCHC 6.0v	6.00%	-	20.76890
V1	NNZ	83.900	1.19	-	-	DDD	GGG	-	69.00%	-	Xooow	-	1-08 im 1-16jq Qmxmbi RCZF 6.5b	1-16ml Hhr DGFE 6.5	6.50%	-	852.14435
C4	RWI	758.977	9.10	-	-	WWW	EEE	-	68.00%	-	Xizar	Y-Auaab	155-165	180	6.00%	6.038%	33.55795
B5	NWY	55.320	89.51	-	-	QQQ	DDD	-	55.00%	-	Xrbbx	O-Yfbaa	180-190	185	6.00%	6.079%	41.53238

Tranche Comments

V1: First Pay: 2024-08-25; Registration: 144Y Kvvj; F3: First Pay: 2024-08-25; Registration: 144E Bial; C4: First Pay: 2024-08-25; Registration: 144P Qmcf; B5: First Pay: 2024-08-25; Registration: 144C Zvfi; J6: First Pay: 2024-08-25; Registration: 144Y Egqv; H7: First Pay: 2024-08-25; Registration: 144P Gnqd; N8: First Pay: 2024-08-25; Registration: 144F Lfuz; A9: First Pay: 2024-08-25; Registration: 144Y Egwj; O9O: First Pay: 2024-08-25; Registration: 144N Guqi; Z11: First Pay: 2024-08-25; Registration: 144H Uwox;

Pricing Speed

15 FJF

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1G	UEU	49.914	7.66	-	-	MMM	PPP	-	77.67%	-	Bhjfn	J-Tumwb	-	190	3.25%	6.141%	26.74542
Z2	IQC	44.701	14.27	-	-	BB	TT (D)	-	6.51%	-	UNV	R-Akyug	-	180	3.52%	6.256%	61.40168
F1	CZP	68.793	74.59	-	-	R	F	-	3.30%	-	ZZH	W-Rzsko	-	205	3.52%	6.495%	13.31104
Y2	LUX	7.974	75.74	-	-	WWW	RRR (V)	-	3.37%	-	GYD	R-Jqiso	-	225	3.52%	6.670%	42.35700
Q1Q	ZQM	728.905	4.62	-	-	SSS	QQQ	-	78.00%	-	Fmknm	X-Xdfib	-	160	3.25%	5.841%	29.52870

Tranche Comments

Q1Q: First Pay: 2024-07-25; Registration: 144L Npna; H1G: First Pay: 2024-07-25; Registration: 144I Jdhz; Z2: First Pay: 2024-07-25; Registration: 144Z Kxut; F1: First Pay: 2024-07-25; Registration: 144E Wkvw; Y2: First Pay: 2024-07-25; Registration: 144V Gpdy;

Risk Retention

FYk 5% Bfvmytkv

Pricing Speed

8% NBY

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P3	CKZ	497.886	3.58	-	-	AAA	PPP	-	54.00%	-	Fmybb	-	-	1-08n Wzqj ADBF 6.0q	6.00%	-	78.64700
S8	CXG	9.000	4.58	-	-	GGG	NNN	-	51.00%	-	Knjee	G-Rijch	-	175	6.00%	6.026%	78.64410
T6	BCZ	13.850	7.19	-	-	OOO	ZZZ	-	45.00%	-	Birit	W-Mxhpr	-	150	6.00%	6.195%	33.42940
T9	KLR	95.000	9.80	-	-	UUU	MMM	-	4.90%	-	Xcipo	-	-	2-06mh Wkwh Rdsund UDKE	6.75%	-	717.64000
B5	HLG	88.900	84.29	-	-	WWW	KKK	-	54.00%	-	Lupvq	U-Xhizd	-	190	6.00%	6.221%	56.95200
A9A	RVX	44.336	7.57	-	-	SSS	HHH	-	4.30%	-	Eyyuo	-	-	2-06re Htoh EPYW 6.0z	6.00%	-	13.90830
O4	LOV	23.463	6.78	-	-	XXX	LLL	-	95.00%	-	Iypff	E-Kbycf	-	155	6.00%	6.052%	69.90850
V11	TCN	554.490	4.83	-	-	QQQ	DDD	-	29.00%	-	Gsvfpzlg	DEMQ	-	125	EAVM+125	-	89.25151

Tranche Comments

P3: First Pay: 2024-07-25; Registration: 144X Ubfb; O4: First Pay: 2024-07-25; Registration: 144P Gdbn; B5: First Pay: 2024-07-25; Registration: 144N Zdge; T6: First Pay: 2024-07-25; Registration: 144B Sgzh; S8: First Pay: 2024-07-25; Registration: 144E Texj; T9: First Pay: 2024-07-25; Registration: 144G Ysox; A9A: First Pay: 2024-07-25; Registration: 144S Cokw; V11: First Pay: 2024-07-25; Registration: 144H Uwog;

Pricing Speed

15 VIU pd Cfpbjepx

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V2	MGH	5.884	84.30	EO	-	FFF	-	-	3.41%	-	QMQ	I-Jjage	235v	230	3.47%	6.928%	84.63035
J1J	NTN	826.950	9.61	Ycc	-	JJJ	-	-	85.00%	-	Mgffb	G-Mabur	160x	155	3.25%	6.053%	86.14122
K2	UGH	63.563	52.88	Bv2	-	YY	-	-	6.18%	-	BKM	F-Xknvq	180-190	175	3.47%	6.429%	95.37253
E1	XMZ	65.736	10.70	E3	-	P	-	-	5.20%	-	IBG	V-Ndwkn	205-215	195	3.47%	6.602%	99.24773
H1C	YSF	41.880	7.69	Wmm	-	PPP	-	-	2.30%	-	Kkzny	Y-Aymji	180-190	180	3.25%	6.303%	61.40118