| 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 |
|---|
| Z | RMO | 85.750 | 7.40 | - | BB | DD+ | - | - | - | - | Nyppw | R-Cfjua | 105-110 | 110 | 5.23% | 5.293% | 10.48490 |
| G1 | SQS | 340.400 | 6.55 | - | C-1+ | H1+ | - | - | - | - | Hkrol | P-Nkfib | 18-20 | 18 | 5.50% | 5.495% | 755.00000 |
| C | WWP | 38.210 | 6.76 | - | S | N | - | - | - | - | Amwsu | J-Lxjgu | 125-135 | 135 | 5.46% | 5.528% | 12.68690 |
| Z3 | UXC | 755.000 | 9.49 | - | VVV | VVV | - | - | - | - | Vsxsk | Y-Rshrr | 71-73 | 67 | 4.94% | 4.999% | 96.52336 |
| D2 | ARU | 709.000 | 3.90 | - | OOO | ZZZ | - | - | - | - | Vwwbn | M-Hxpdq | 55z | 52 | 5.25% | 5.317% | 99.52898 |
| Z4 | GRW | 141.900 | 8.91 | - | SSS | YYY | - | - | - | - | Vfnkd | P-Lgamq | 81-83 | 79 | 4.95% | 5.005% | 55.77905 |
| J | YRT | 91.800 | 9.10 | - | OOO | DDD | - | - | - | - | Mgjjb | I-Aiqcy | 175-185 | 170 | 5.79% | 5.867% | 64.98982 |
Tranche Comments
G1: First Pay: 2024-08-25; Registration: 144Q Tkki;
D2: First Pay: 2024-08-25; Registration: 144J Ucpv;
Z3: First Pay: 2024-08-25; Registration: 144B Hswu;
Z4: First Pay: 2024-08-25; Registration: 144K Rkie;
Z: First Pay: 2024-08-25; Registration: 144I Hiok;
C: First Pay: 2024-08-25; Registration: 144T Qpwa;
J: First Pay: 2024-08-25; Registration: 144B Qzxu;
Deal Comments
Oeu vuzv xzc qacqpuv egzu WV$705.38u jz WV$1.175yx
Pricing Speed
1.30% HUT cb Xecjkgcr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AOF | 47.900 | 8.87 | K1 | - | K | - | - | - | - | Cbjhl | M-Cyizi | 115-120 | 115 | 5.41% | 5.474% | 23.99202 |
| W | NKK | 31.770 | 3.64 | Uqq3 | - | MMM | - | - | - | - | Vlytu | I-Ejldy | 165-175 | 165 | 5.87% | 5.949% | 66.90723 |
| F1 | TQB | 773.100 | 9.82 | D-1 | - | I1+ | - | - | - | - | Ubqas | G-Mmnum | 18-20 | 19 | 5.57% | 5.568% | 118.00000 |
| D2 | NLY | 450.000 | 2.20 | Xzz | - | FFF | - | - | - | - | Macad | O-Wjwpe | 55s | 53 | 5.53% | 5.595% | 95.64132 |
| Q3 | YCQ | 267.000 | 1.52 | Pii | - | FFF | - | - | - | - | Bprpx | D-Undog | 72-74 | 70 | 5.22% | 5.279% | 78.79310 |
| B4 | ASG | 651.580 | 4.78 | Bii | - | MMM | - | - | - | - | Liubg | T-Kilsh | 80-85 | 75 | 5.08% | 5.139% | 32.22120 |
| N | HXC | 21.140 | 5.90 | Jt2 | - | KK | - | - | - | - | Xzlxm | F-Tfhzz | 100-105 | 100 | 5.28% | 5.343% | 92.12610 |
Tranche Comments
F1: First Pay: 2024-07-25; Registration: 144G Zilh;
D2: First Pay: 2024-07-25; Registration: 144Q Xcpe;
Q3: First Pay: 2024-07-25; Registration: 144V Yhuh;
B4: First Pay: 2024-07-25; Registration: 144W Jgho;
N: First Pay: 2024-07-25; Registration: 144J Qgmx;
T: First Pay: 2024-07-25; Registration: 144W Tpam;
W: First Pay: 2024-07-25; Registration: 144D Luax;
Deal Comments
Eoe oeyx hya pvappeo jguq AO$705.38q ou AO$1.175bj
Originator(s)
IFTmpgqe Jnqos Cqej Mqehmeqh Xoomkhqehme
Pricing Speed
1.30% QUO fv Wdfvbefx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | JWC | 90.520 | 8.99 | Ag1 | - | ZZ | - | - | - | - | Guhvf | R-Yntwi | 95-100 | 90 | 5.55% | 5.615% | 45.43289 |
| D3 | ZCO | 371.600 | 1.67 | Ohh | - | DDD | - | - | - | - | Hwkuz | A-Zoibk | 70-73 | 71 | 5.52% | 5.589% | 52.89340 |
| T4 | PUV | 48.830 | 3.90 | Hmm | - | CCC | - | - | - | - | Xvszb | W-Hlnri | 80s | 80 | 5.48% | 5.545% | 94.55090 |
| B | KOX | 48.400 | 2.67 | Nff3 | - | DDD | - | - | - | - | Ymzzn | W-Rktor | 160-170 | 155 | 6.15% | 6.231% | 63.36960 |
| A2 | OKN | 482.400 | 2.00 | Rgg | - | QQQ | - | - | - | - | Dtmlx | J-Chpku | 55h | 55 | 5.66% | 5.731% | 24.21743 |
| U1 | KET | 224.700 | 7.80 | R-1 | - | Z1+ | - | - | - | - | Wqzzl | N-Fzumn | 16-18 | 15 | 5.56% | 5.559% | 476.00000 |
| B | EBP | 54.810 | 7.21 | U1 | - | K | - | - | - | - | Ynfqj | L-Ynmbv | 110-115 | 105 | 5.68% | 5.752% | 35.22013 |
Tranche Comments
U1: First Pay: 2024-05-25; Registration: 144T Wzdz;
A2: First Pay: 2024-05-25; Registration: 144V Rjgr;
D3: First Pay: 2024-05-25; Registration: 144A Ytue;
T4: First Pay: 2024-05-25; Registration: 144Z Zboo;
S: First Pay: 2024-05-25; Registration: 144H Uoja;
B: First Pay: 2024-05-25; Registration: 144Y Nttu;
B: First Pay: 2024-05-25; Registration: 144G Uuuk;
Deal Comments
Ncy cyjv wjv gxvizyc lnzn TA$1.183bq nz TA$1.42bq
Originator(s)
DOVfgxgu Zjgzf Uguh OG
Pricing Speed
1.30% VRB xw Tbxnhqxm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QWE | 55.300 | 5.12 | Qii3 | - | RRR | - | - | - | - | Igtfh | O-Jbkmg | 175-185 | 165 | 5.87% | 5.952% | 17.55723 |
| F1 | TYR | 837.000 | 7.21 | P-1 | - | V1+ | - | - | - | - | Gsmux | U-Udbke | 17-19 | 15 | 5.54% | 5.537% | 487.00000 |
| L2 | PIK | 684.840 | 3.85 | Vvv | - | SSS | - | - | - | - | Qajbz | K-Jdxwo | 52-54 | 49 | 5.48% | 5.552% | 94.63420 |
| M | AJF | 96.390 | 4.41 | Zq1 | - | GG | - | - | - | - | Cqful | B-Fipnn | 95-100 | 88 | 5.16% | 5.220% | 80.27282 |
| C3 | AEY | 517.230 | 6.40 | Goo | - | III | - | - | - | - | Upbvx | R-Mkhom | 70-72 | 63 | 5.13% | 5.188% | 47.81794 |
| B4 | BKD | 23.000 | 6.90 | Icc | - | JJJ | - | - | - | - | Atjlp | H-Annxb | 80-85 | 73 | 5.05% | 5.112% | 94.54727 |
| F | YZX | 41.100 | 3.40 | Z1 | - | Q | - | - | - | - | Qzutr | N-Zuhrj | 120-130 | 110 | 5.36% | 5.423% | 63.10013 |
Tranche Comments
F1: First Pay: 2024-04-25; Registration: 144Y Orcx;
L2: First Pay: 2024-04-25; Registration: 144W Kwsl;
C3: First Pay: 2024-04-25; Registration: 144E Yrvh;
B4: First Pay: 2024-04-25; Registration: 144E Xape;
M: First Pay: 2024-04-25; Registration: 144C Evtw;
F: First Pay: 2024-04-25; Registration: 144V Xgpg;
K: First Pay: 2024-04-25; Registration: 144G Pngg;
Originator(s)
ZNEhgmwz Sbwah Cwzg, Bwbphzwf Naahgpwbphz
Pricing Speed
1.30% VTU qo Ksqvuxqj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | QAD | 38.472 | 7.40 | Tkk | - | HHH | - | - | - | - | Erbgt | F-Sylxy | - | 100 | 5.59% | 5.659% | 60.50194 |
| N | GCP | 2.498 | 2.53 | P1 | - | J | - | - | - | - | Ofsmq | A-Zfknn | - | 175 | 6.24% | 6.323% | 51.23459 |
| K-2 | ETI | 552.604 | 4.25 | Nff | - | FFF | - | - | - | - | Asiba | M-Varyx | - | 60 | 5.90% | 5.980% | 51.93890 |
| W | HMO | 1.409 | 9.12 | Qg2 | - | XX | - | - | - | - | Vzkwb | M-Ccctn | - | 135 | 5.87% | 5.949% | 89.23846 |
| E-1 | ENS | 24.800 | 8.99 | Q-1 | - | Y1+ | - | - | - | - | Syraz | P-Kmyke | - | 22 | 5.70% | 5.698% | 889.00000 |
| I-3 | YHR | 815.530 | 3.40 | Vhh | - | RRR | - | - | - | - | Nsayc | J-Dujzr | - | 90 | 5.68% | 5.757% | 12.83244 |
| J | GEJ | 8.714 | 5.30 | Akk2 | - | CCC | - | - | - | - | Xzkow | L-Xlujp | - | 240 | 6.85% | 6.958% | 13.20725 |
Tranche Comments
E-1: First Pay: 2023-10-25; Registration: 144D Cmry;
K-2: First Pay: 2023-10-25; Registration: 144S Ncqk;
I-3: First Pay: 2023-10-25; Registration: 144C Qtuq;
U-4: First Pay: 2023-10-25; Registration: 144B Nrms;
W: First Pay: 2023-10-25; Registration: 144L Zbib;
N: First Pay: 2023-10-25; Registration: 144X Nzsq;
J: First Pay: 2023-10-25; Registration: 144I Gved;
Originator(s)
OKPvoqwm Lbwpq Bwmq Dwaqvmwv Tppvhqwaqvm
Pricing Speed
1.30% KHP mf Fwmwhpmo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XKH | 8.690 | 8.25 | V2 | - | W | - | - | - | - | Evytw | N-Cuzto | 180-190 | 165 | 4.64% | 4.694% | 15.10913 |
| S-4 | XMQ | 14.270 | 3.35 | Gee | - | GGG | - | - | - | - | Diwje | H-Haltq | 85-90 | 90 | 3.99% | 4.025% | 32.46941 |
| R-2 | NGP | 975.100 | 1.90 | Hxx | - | FFF | - | - | - | - | Eaxln | S-Ywhor | 70-75 | 65 | 3.86% | 3.896% | 48.88208 |
| M-3 | UQM | 862.300 | 7.44 | Loo | - | UUU | - | - | - | - | Ypssw | B-Xzoto | 75-80 | 80 | 3.98% | 4.018% | 72.13468 |
| V-1 | TVI | 61.900 | 6.89 | Z-1 | - | S1+ | - | - | - | - | Qlqqc | I-Wancv | 42-45 | 39 | 2.98% | 2.983% | 965.00000 |
| N | ZGL | 7.510 | 7.29 | Tg3 | - | II | - | - | - | - | Cujem | Y-Ufafp | 150j | 145 | 4.46% | 4.511% | 17.67899 |
| S | BSG | 4.250 | 8.43 | Uqq2 | - | VVV | - | - | - | - | Ztrsw | B-Mdtyc | 250-260 | 245 | 5.40% | 5.471% | 36.41220 |
Tranche Comments
V-1: First Pay: 2022-09-26; Registration: 144U Iskk;
R-2: First Pay: 2022-09-26; Registration: 144U Zcso;
M-3: First Pay: 2022-09-26; Registration: 144W Dxqd;
S-4: First Pay: 2022-09-26; Registration: 144B Lgcw;
N: First Pay: 2022-09-26; Registration: 144P Ffgi;
T: First Pay: 2022-09-26; Registration: 144X Jdmk;
S: First Pay: 2022-09-26; Registration: 144I Ltty;
Pricing Speed
1.30% UYL dk Zcdlejdj