| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 210.941 | 4.78 | - | - | - | - | - | 10.00% | - | Fixed | - | - | 2-16bk Aug UMBS 3.0 | 3.00% | - | - |
| A4 | USD | 67.501 | 2.71 | - | - | - | - | - | 10.00% | - | Fixed | - | - | 2-12bk Aug DW 3.0 | 3.00% | - | - |
| A5 | USD | 22.500 | 10.98 | - | - | - | - | - | 10.00% | - | Fixed | Swaps | - | 190 | 3.00% | - | - |
| A13 | USD | 33.438 | 4.78 | - | - | - | - | - | 10.00% | - | Fixed | - | - | 2-16bk Aug UMBS 3.0 | 3.00% | - | - |
| A15 | USD | 18.582 | 4.78 | - | - | - | - | - | 5.00% | - | Fixed | - | - | 2-28bk Aug UMBS 3.0 | 3.00% | - | - |
Tranche Comments
A3: Registration: 144A/Reg S;
A4: Registration: 144A/Reg S;
A5: Registration: 144A/Reg S;
A13: Registration: 144A/Reg S;
A15: Registration: 144A/Reg S;
Risk Retention
J.P. Morgan will retain 5% Eligible Vertical Interest (EVI) for Risk Retention of each Class of Certificates