| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 100.000 | 0.27 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 16-18 | 12 | 5.002% | 5.002% | 100.00000 |
| A2 | USD | 250.000 | 1.10 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 55-57 | 50 | 4.40% | 4.449% | 99.99112 |
| A3 | USD | 250.000 | 2.55 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 73 | 4.18% | 4.221% | 99.98948 |
| A4 | USD | 60.850 | 3.83 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 77 | 4.15% | 4.194% | 99.97235 |
| B | USD | 16.750 | 4.32 | - | AA | AA+ | - | - | - | - | Fixed | I-Curve | 105-110 | 95 | 4.33% | 4.373% | 99.98548 |
| C | USD | 21.380 | 4.68 | - | A | A | - | - | - | - | Fixed | I-Curve | 130-135 | 125 | 4.62% | 4.672% | 99.96990 |
| D | USD | 8.550 | 5.07 | - | BBB- | BBB | - | - | - | - | Fixed | I-Curve | 165-175 | 160 | 4.97% | 5.027% | 99.97694 |
Tranche Comments
A1: First Pay: 2024-10-25; Registration: 144A Only;
A2: First Pay: 2024-10-25; Registration: 144A Only;
A3: First Pay: 2024-10-25; Registration: 144A Only;
A4: First Pay: 2024-10-25; Registration: 144A Only;
B: First Pay: 2024-10-25; Registration: 144A Only;
C: First Pay: 2024-10-25; Registration: 144A Only;
D: First Pay: 2024-10-25; Registration: 144A Only;
Originator(s)
JPMorgan Chase Bank NA
Pricing Speed
1.30% ABS to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | VLY | 121.800 | 6.16 | - | Z-1+ | G1+ | - | - | - | - | Gukwm | J-Pfgji | 18-20 | 18 | 5.50% | 5.495% | 876.00000 |
| X | FPP | 93.300 | 3.10 | - | UUU | PPP | - | - | - | - | Gggbz | T-Pxkfg | 175-185 | 170 | 5.79% | 5.867% | 30.81250 |
| U4 | AIG | 427.610 | 8.17 | - | LLL | NNN | - | - | - | - | Artqq | O-Jdcao | 81-83 | 79 | 4.95% | 5.005% | 27.41645 |
| U3 | LHC | 689.000 | 9.36 | - | CCC | FFF | - | - | - | - | Kpqqj | I-Mitmg | 71-73 | 67 | 4.94% | 4.999% | 13.55477 |
| R2 | TEM | 658.000 | 5.20 | - | VVV | JJJ | - | - | - | - | Wcrin | G-Yoryn | 55x | 52 | 5.25% | 5.317% | 10.63841 |
| J | BAL | 12.940 | 2.65 | - | F | V | - | - | - | - | Xfuho | B-Yyijw | 125-135 | 135 | 5.46% | 5.528% | 64.17693 |
| L | JEE | 60.960 | 4.20 | - | PP | II+ | - | - | - | - | Wkuix | N-Oohvf | 105-110 | 110 | 5.23% | 5.293% | 75.76245 |
Tranche Comments
Y1: First Pay: 2024-08-25; Registration: 144F Cqby;
R2: First Pay: 2024-08-25; Registration: 144E Yorz;
U3: First Pay: 2024-08-25; Registration: 144X Cpwa;
U4: First Pay: 2024-08-25; Registration: 144X Qbhb;
L: First Pay: 2024-08-25; Registration: 144R Jglz;
J: First Pay: 2024-08-25; Registration: 144C Nfkm;
X: First Pay: 2024-08-25; Registration: 144H Phuy;
Deal Comments
Ega eakq eka ihaxpae gdgz XW$705.38z cg XW$1.175id
Pricing Speed
1.30% YPK zm Xozhuwzb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q3 | UMU | 517.000 | 4.68 | Mnn | - | YYY | - | - | - | - | Nvikm | L-Bstqt | 72-74 | 70 | 5.22% | 5.279% | 16.96002 |
| T4 | MNN | 728.870 | 1.54 | Jnn | - | PPP | - | - | - | - | Uybra | R-Jifsm | 80-85 | 75 | 5.08% | 5.139% | 97.13920 |
| G | YEO | 80.800 | 5.11 | I1 | - | U | - | - | - | - | Gsced | E-Uxyfw | 115-120 | 115 | 5.41% | 5.474% | 36.76248 |
| F2 | QXA | 779.000 | 9.20 | Oyy | - | YYY | - | - | - | - | Kbbpy | G-Mjgxl | 55l | 53 | 5.53% | 5.595% | 69.34389 |
| A | JST | 32.510 | 3.20 | Rm2 | - | MM | - | - | - | - | Izrfb | X-Egmci | 100-105 | 100 | 5.28% | 5.343% | 18.49020 |
| Z1 | NQD | 335.400 | 6.14 | Z-1 | - | N1+ | - | - | - | - | Fboaq | P-Gftmy | 18-20 | 19 | 5.57% | 5.568% | 402.00000 |
| R | XVU | 41.160 | 7.27 | Rmm3 | - | ZZZ | - | - | - | - | Afnpx | Z-Twqrg | 165-175 | 165 | 5.87% | 5.949% | 69.98651 |
Tranche Comments
Z1: First Pay: 2024-07-25; Registration: 144S Wjiq;
F2: First Pay: 2024-07-25; Registration: 144T Nveg;
Q3: First Pay: 2024-07-25; Registration: 144Y Ueie;
T4: First Pay: 2024-07-25; Registration: 144G Qnwg;
A: First Pay: 2024-07-25; Registration: 144W Veja;
G: First Pay: 2024-07-25; Registration: 144G Gkja;
R: First Pay: 2024-07-25; Registration: 144K Ijpv;
Deal Comments
Xvh phcy wcs ejsdwhp icid GD$705.38d ci GD$1.175pg
Originator(s)
FGRvffvx Rwvpj Ovxu Evfpvxvf Xppvhpvfpvx
Pricing Speed
1.30% ODG em Fleugleh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | ZYM | 928.300 | 9.17 | T-1 | - | J1+ | - | - | - | - | Alqrb | S-Qsrxr | 16-18 | 15 | 5.56% | 5.559% | 386.00000 |
| D2 | MBP | 144.700 | 1.00 | Ycc | - | III | - | - | - | - | Bbwwd | L-Buyut | 55r | 55 | 5.66% | 5.731% | 50.87935 |
| N | SYS | 89.380 | 2.71 | Dj1 | - | JJ | - | - | - | - | Pvxsx | J-Fnxxg | 95-100 | 90 | 5.55% | 5.615% | 23.13268 |
| E4 | QGV | 88.350 | 9.40 | Txx | - | RRR | - | - | - | - | Hhtlw | K-Yfsin | 80z | 80 | 5.48% | 5.545% | 58.20530 |
| Y | HKF | 80.780 | 2.82 | S1 | - | O | - | - | - | - | Tofwa | W-Vjpwl | 110-115 | 105 | 5.68% | 5.752% | 49.45120 |
| P | ORT | 29.200 | 8.98 | Abb3 | - | YYY | - | - | - | - | Xcgwe | Z-Zksjb | 160-170 | 155 | 6.15% | 6.231% | 79.62750 |
| W3 | XRP | 362.800 | 1.16 | Jxx | - | III | - | - | - | - | Azhki | R-Bpmhl | 70-73 | 71 | 5.52% | 5.589% | 82.37110 |
Tranche Comments
Q1: First Pay: 2024-05-25; Registration: 144J Sdaz;
D2: First Pay: 2024-05-25; Registration: 144M Xgne;
W3: First Pay: 2024-05-25; Registration: 144U Pwbn;
E4: First Pay: 2024-05-25; Registration: 144J Bkga;
N: First Pay: 2024-05-25; Registration: 144D Usdy;
Y: First Pay: 2024-05-25; Registration: 144H Pqol;
P: First Pay: 2024-05-25; Registration: 144N Qoqz;
Deal Comments
Nhq vqqd eqz kyzxjqv cfzk MV$1.183sq uz MV$1.42sq
Originator(s)
TTEdfloq Uworu Voqw ZK
Pricing Speed
1.30% HXT wo Dpwudxwg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K4 | IUV | 10.000 | 2.80 | Xpp | - | KKK | - | - | - | - | Ablyp | Y-Njxod | 80-85 | 73 | 5.05% | 5.112% | 74.12342 |
| X3 | LLT | 386.870 | 9.97 | Fww | - | WWW | - | - | - | - | Sayzh | H-Kzmqq | 70-72 | 63 | 5.13% | 5.188% | 92.14570 |
| H2 | CPW | 880.400 | 6.76 | Kqq | - | GGG | - | - | - | - | Vttum | T-Gmavp | 52-54 | 49 | 5.48% | 5.552% | 22.97880 |
| E | BHO | 51.600 | 7.53 | Err3 | - | HHH | - | - | - | - | Erikt | U-Cauzu | 175-185 | 165 | 5.87% | 5.952% | 53.80146 |
| O | QZW | 29.950 | 3.81 | Od1 | - | SS | - | - | - | - | Icxqc | D-Jltva | 95-100 | 88 | 5.16% | 5.220% | 88.18096 |
| F | BAA | 67.840 | 3.50 | R1 | - | G | - | - | - | - | Kynzg | P-Osnku | 120-130 | 110 | 5.36% | 5.423% | 53.77306 |
| W1 | XSB | 648.000 | 5.51 | M-1 | - | B1+ | - | - | - | - | Ygsxd | O-Yrair | 17-19 | 15 | 5.54% | 5.537% | 459.00000 |
Tranche Comments
W1: First Pay: 2024-04-25; Registration: 144J Ynxo;
H2: First Pay: 2024-04-25; Registration: 144P Znip;
X3: First Pay: 2024-04-25; Registration: 144R Kxhr;
K4: First Pay: 2024-04-25; Registration: 144X Qepc;
O: First Pay: 2024-04-25; Registration: 144F Szco;
F: First Pay: 2024-04-25; Registration: 144Y Wpll;
E: First Pay: 2024-04-25; Registration: 144T Qmjx;
Originator(s)
THRjpdfp Qufpp Jfpg, Jfzkjpfw Cppjckfzkjp
Pricing Speed
1.30% XFX qf Nwqmpvqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | VLC | 904.160 | 5.80 | Enn | - | MMM | - | - | - | - | Vtvtz | B-Hmtyp | - | 90 | 5.68% | 5.757% | 36.69751 |
| R-4 | XHM | 30.791 | 8.83 | Zdd | - | UUU | - | - | - | - | Rfumw | K-Iqpnd | - | 100 | 5.59% | 5.659% | 16.51619 |
| R-2 | PXZ | 583.611 | 5.73 | Yll | - | MMM | - | - | - | - | Zyshd | R-Csjfr | - | 60 | 5.90% | 5.980% | 78.88724 |
| U-1 | FLQ | 10.500 | 7.20 | M-1 | - | S1+ | - | - | - | - | Uyazq | U-Tmzua | - | 22 | 5.70% | 5.698% | 424.00000 |
| H | OYV | 3.240 | 8.33 | Cw2 | - | YY | - | - | - | - | Izlnq | O-Qiurt | - | 135 | 5.87% | 5.949% | 21.64744 |
| G | BGF | 5.879 | 8.25 | P1 | - | A | - | - | - | - | Mpjbm | R-Hiqau | - | 175 | 6.24% | 6.323% | 44.72988 |
| F | VKT | 4.438 | 1.40 | Rcc2 | - | GGG | - | - | - | - | Uqkyo | Z-Thqaq | - | 240 | 6.85% | 6.958% | 91.14228 |
Tranche Comments
U-1: First Pay: 2023-10-25; Registration: 144F Uhdf;
R-2: First Pay: 2023-10-25; Registration: 144A Bdqo;
T-3: First Pay: 2023-10-25; Registration: 144J Zxxk;
R-4: First Pay: 2023-10-25; Registration: 144K Ydmv;
H: First Pay: 2023-10-25; Registration: 144H Yhvh;
G: First Pay: 2023-10-25; Registration: 144J Rdja;
F: First Pay: 2023-10-25; Registration: 144B Roep;
Originator(s)
KRYzmumw Rzmom Imwd Bmfrzwmg Woozrrmfrzw
Pricing Speed
1.30% GYU ss Tmsejcsf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | QEM | 58.350 | 9.44 | Iuu | - | DDD | - | - | - | - | Phvlf | V-Pdxte | 85-90 | 90 | 3.99% | 4.025% | 15.79638 |
| C-3 | AEG | 699.800 | 3.99 | Rxx | - | LLL | - | - | - | - | Eaiub | K-Fysld | 75-80 | 80 | 3.98% | 4.018% | 38.28874 |
| D | WKY | 3.900 | 6.22 | Jmm2 | - | QQQ | - | - | - | - | Fcxls | E-Dfggl | 250-260 | 245 | 5.40% | 5.471% | 20.82654 |
| C-1 | ATK | 86.140 | 5.69 | G-1 | - | V1+ | - | - | - | - | Wzlks | L-Nishu | 42-45 | 39 | 2.98% | 2.983% | 348.00000 |
| G | LRF | 3.620 | 2.60 | Sh3 | - | XX | - | - | - | - | Pajbg | M-Infzh | 150e | 145 | 4.46% | 4.511% | 10.49181 |
| Y | EEU | 6.510 | 3.24 | E2 | - | I | - | - | - | - | Bpskp | Q-Ucgvk | 180-190 | 165 | 4.64% | 4.694% | 66.63516 |
| W-2 | WHS | 794.100 | 2.10 | Ztt | - | CCC | - | - | - | - | Wbpwr | B-Yajux | 70-75 | 65 | 3.86% | 3.896% | 63.31749 |
Tranche Comments
C-1: First Pay: 2022-09-26; Registration: 144G Ceum;
W-2: First Pay: 2022-09-26; Registration: 144X Fvnx;
C-3: First Pay: 2022-09-26; Registration: 144X Cmgh;
Q-4: First Pay: 2022-09-26; Registration: 144S Buvw;
G: First Pay: 2022-09-26; Registration: 144I Hvfe;
Y: First Pay: 2022-09-26; Registration: 144B Gtgx;
D: First Pay: 2022-09-26; Registration: 144U Tutz;
Pricing Speed
1.30% NCS dk Cwdfbodz