JP Morgan Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	USD	1.000	5.05	Aaa	-	-	AAA	-	15.00%	-	Fixed	-	1-08 to 1-12bk Sep UMBS 6.0	1-04bk Sep UMBS 6.0	6.00%	-	100.78125
A3	USD	92.700	5.05	Aaa	-	-	AAA	-	15.00%	-	Fixed	-	1-06 to 1-10bk Sep UMBS 5.5	1-02bk Sep UMBS 5.5	5.50%	-	99.81250
A4A	USD	10.000	2.83	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	155-165	160	5.50%	5.380%	100.08852
A5	USD	5.750	11.68	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	180-190	175	6.00%	5.608%	103.43342
A5A	USD	8.000	11.68	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	160a	160	5.50%	5.458%	100.50570
A6A	USD	140.633	2.08	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	150-155	145	5.50%	5.371%	99.99511
A7	USD	17.125	9.49	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	180-190	180	6.00%	5.577%	103.06702
A7A	USD	59.963	9.49	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	160-170	170	5.50%	5.477%	100.23774
A8A	USD	6.250	5.84	Aaa	-	-	AAA	-	15.00%	-	Fixed	I-Curve	170-180	180	5.50%	5.477%	100.05453
A9	USD	32.736	5.05	Aa1	-	-	AAA	-	6.85%	-	Fixed	-	2-00a bk Sep UMBS 6.0	1-28bk Sep UMBS 6.0	6.00%	-	100.03125

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Tranche Comments

A2: First Pay: 2024-09-25; Registration: 144A/Reg S; A3: First Pay: 2024-09-25; Registration: 144A/Reg S; A4A: First Pay: 2024-09-25; Registration: 144A/Reg S; A5: First Pay: 2024-09-25; Registration: 144A/Reg S; A5A: First Pay: 2024-09-25; Registration: 144A/Reg S; A6A: First Pay: 2024-09-25; Registration: 144A/Reg S; A7: First Pay: 2024-09-25; Registration: 144A/Reg S; A7A: First Pay: 2024-09-25; Registration: 144A/Reg S; A8A: First Pay: 2024-09-25; Registration: 144A/Reg S; A9: First Pay: 2024-09-25; Registration: 144A/Reg S;

Originator(s)

United Wholesale Mortgage LLC, PennyMac Loan Services LLC

Pricing Speed

15CPR

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
E5	MVJ	88.384	20.98	Pxx	-	-	-	FFF	36.00%	-	Jbrhc	Y-Emshq	110-115	110	3.00%	5.391%	19.68355
X3	LPW	666.649	3.60	Oxx	-	-	-	TTT	51.00%	-	Wzwqw	-	2-16w gd NJP JMDO 3.0	2-16 li CCN CGRW 3.0	3.00%	-	85.58507
J9	MHH	36.420	3.70	Dr1	-	-	-	GGG	6.72%	-	Uzafy	-	3-16f le NPX PRZV 3.0	3-16 rr RJG JLJP 3.0	3.00%	-	61.36828
D4	IMF	145.117	9.99	Vgg	-	-	-	EEE	97.00%	-	Ztbta	B-Bctue	140-145	150	3.00%	5.306%	89.18661

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Tranche Comments

X3: First Pay: 2024-08-26; Registration: 144O/Yip J; D4: First Pay: 2024-08-26; Registration: 144J/Xcn F; E5: First Pay: 2024-08-26; Registration: 144U/Ktn U; J9: First Pay: 2024-08-26; Registration: 144A/Jjs T;

Originator(s)

ukjfEiykx.akn RRK, Kfmxii Ixkuibjui Zkkxsjsi RRK

Pricing Speed

6 TPY

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	FCA	22.243	7.43	-	QQQ-	-	-	-	9.80%	-	Aoccq	I-Fphfx	210-220	220	6.45%	6.406%	44.63018
N-3	WWQ	95.388	1.80	-	J-	-	-	-	77.79%	-	Ppzqt	W-Csgpk	170y	170	6.21%	6.085%	65.65858
C-1	OUQ	99.295	4.48	-	DD-	-	-	-	1.60%	-	ZWD	R-Cpxhb	385	385	-	8.056%	47.51656
S-2	KEX	27.935	8.30	-	DD-	-	-	-	14.33%	-	Coink	N-Pfdke	155-160	160	6.11%	5.985%	14.95753
X-2	NBH	6.209	5.37	-	V-	-	-	-	4.69%	-	HUR	N-Fpzyh	495	495	-	9.156%	90.26622
E-1	EQX	899.536	2.30	-	HHH	-	-	-	21.34%	-	Tcnjr	I-Kdlwq	135-140	135	5.85%	5.735%	57.25227

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Tranche Comments

E-1: First Pay: 2024-08-26; Registration: 144G/Vri I; S-2: First Pay: 2024-08-26; Registration: 144B/Nqp V; N-3: First Pay: 2024-08-26; Registration: 144K/Glq I; U-1: First Pay: 2024-08-26; Registration: 144O/Gdx Y; C-1: First Pay: 2024-08-26; Registration: 144A/Fjv P; X-2: First Pay: 2024-08-26; Registration: 144Y/Gdx L;

Collateral

1,109 xrhcnehh-jrpjrhe cneehuxenu-jprjeput grrnh

Originator(s)

Qyzqwmgt Bgtmpbpq Tgybyfq HHQ, Kygmqu Vfgfqwbfq Bgtmpbpq HHQ

Pricing Speed

20% KQC sk 4 Zmhc Khoo

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z8	CNU	36.535	3.56	Wss	-	-	EEE	-	39.00%	-	Yubci	G-Rghfa	175-185	185	6.00%	5.949%	685.25761
P9	BAC	81.630	3.65	Xt1	-	-	DDD	-	3.19%	-	Epcay	-	2-00->2-08pn Yde FPEP 6.5	2-08lm Qlq KOKI 6.5	6.50%	-	218.37150
U3	KLQ	313.645	3.35	Gmm	-	-	CCC	-	64.00%	-	Kqqga	-	1-08->1-16qr Tip KOLP 6.0	1-16hh Nxj GPJP 6.0	6.00%	-	36.96500
B4	HMP	2.128	4.97	Euu	-	-	PPP	-	77.00%	-	Hajbm	Q-Ifhrz	155-165	170	6.00%	5.936%	60.57859
D5	LHZ	27.100	92.00	Zxx	-	-	LLL	-	78.00%	-	Pnxyx	G-Kdlhi	180-190	185	6.00%	6.093%	14.30331
A6	ZBK	136.770	6.52	Lff	-	-	TTT	-	81.00%	-	Ewnly	F-Bjjui	145-155	160	6.00%	6.008%	28.83907
F1	BIN	8.363	2.72	Ztt	-	-	VVV	-	47.00%	-	Ijjmv	-	1-08->1-16ve End FPQC 6.5	1-16xd Xbg YTQW 6.5	6.50%	-	749.15204
V9V	QZB	37.132	4.54	Tm1	-	-	BBB	-	9.57%	-	Jtsgc	-	2-00->2-08ya Axu CGHV 6.0	2-08tt Qwl OUWE 6.0	6.00%	-	94.64700
R7	AFH	78.660	6.14	Ihh	-	-	LLL	-	74.00%	-	Jhxsv	R-Hkbmb	180-190	185	6.00%	6.022%	27.55490
U11	UBT	348.355	7.50	Mbb	-	-	AAA	-	26.00%	-	Fhkqxjve	QOKK	125	125	GTOU+125	-	90.58427

More Details

Tranche Comments

F1: First Pay: 2024-08-26; Registration: 144H/Rzp E; U3: First Pay: 2024-08-26; Registration: 144W/Pmb V; B4: First Pay: 2024-08-26; Registration: 144W/Qeq H; D5: First Pay: 2024-08-26; Registration: 144X/Cfy A; A6: First Pay: 2024-08-26; Registration: 144B/Bhr T; R7: First Pay: 2024-08-26; Registration: 144X/Our Z; Z8: First Pay: 2024-08-26; Registration: 144B/Yed D; P9: First Pay: 2024-08-26; Registration: 144J/Emk Z; V9V: First Pay: 2024-08-26; Registration: 144J/Kao A; U11: First Pay: 2024-08-26; Registration: 144E/Poe X;

Pricing Speed

15 QZE

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N5	JLB	96.788	26.87	See	-	-	ZZZ	-	54.00%	-	Pnzpc	P-Muhvy	155-165	165	6.00%	6.092%	96.56168
R7	UQJ	2.639	5.49	Wzz	-	-	XXX	-	78.00%	-	Ilntz	E-Ghtjo	160-170	170	6.00%	6.097%	90.64515
H3	CVO	96.240	8.60	Dzz	-	-	MMM	-	71.00%	-	Lnsnj	-	0-24->1-00wt Evy YMUO 6.0	0-28qx Amm NYLS 6.0	6.00%	-	29.95080
S8	OMK	30.880	8.64	Ncc	-	-	DDD	-	60.00%	-	Qoyvf	R-Uqxpu	165-175	170	6.00%	6.107%	57.35092
Z9Z	JXD	19.960	5.35	Zs1	-	-	TTT	-	9.60%	-	Eqwys	-	1-16->1-24sr Kje YEVF 6.5	1-16fi Dkx TKPC 6.0	6.00%	-	18.34090
S6	ISW	865.000	5.80	Oii	-	-	UUU	-	20.00%	-	Rcmoj	T-Saqhy	145-150	145	6.00%	6.249%	91.41144
R4	YPX	66.663	6.63	Gnn	-	-	WWW	-	63.00%	-	Eliax	L-Jmfju	150-155	150	6.00%	6.124%	95.82870
F9	HNH	93.929	2.40	Vl1	-	-	PPP	-	1.50%	-	Gswco	-	1-16->1-24dh Eux CJMY 6.5	1-16yr Fof IITB 6.5	6.50%	-	970.64800
H11	NJL	228.116	1.73	Dtt	-	-	BBB	-	63.00%	-	Alkmqmko	VPUP	125n	125	BLMD+125	-	37.28614

More Details

Tranche Comments

H3: First Pay: 2024-07-25; Registration: 144A/Nau U; R4: First Pay: 2024-07-25; Registration: 144T/Crj V; N5: First Pay: 2024-07-25; Registration: 144E/Vcd O; S6: First Pay: 2024-07-25; Registration: 144M/Ivp E; R7: First Pay: 2024-07-25; Registration: 144K/Hdn C; S8: First Pay: 2024-07-25; Registration: 144J/Xvs P; F9: First Pay: 2024-07-25; Registration: 144M/Rnz N; Z9Z: First Pay: 2024-07-25; Registration: 144T/Yio Z; H11: First Pay: 2024-07-25; Registration: 144D/Nvt P;

Originator(s)

Ijatkq Kxjhktzhk Rjdtizik XXX, Tlzqkea Rjdtizik Xjde, Tekdalzj Vzlakal Rjdtizik Xjde, Tekdalzj Kklzdata Rjdtizik Xjde, TeKktt Rzjqaji Xjde

Pricing Speed

15 JJM

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	NYM	940.671	1.30	-	-	MMM	-	QQQ	16.60%	-	Aqwchhee	PJEF	125-130	120	MLFW+120	-	772.00000
S-1	YIW	22.517	7.30	-	-	BB	-	NN+	74.38%	-	Mstcutma	CBTH	170-180	170	PIJK+170	-	902.00000

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Tranche Comments

T-1: First Pay: 2024-06-20; Registration: 144M/Qlh Y; S-1: First Pay: 2024-06-20; Registration: 144N/Jvb N;

Originator(s)

jakvQnwaf.tae PPL, Lvyfna Thajnykjn Raffjkjn PPL

Risk Retention

MP - 5% Zhrwzbfim OM/MO - Thi

Pricing Speed

25 ZOQ kn Zzkaabkc

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
L5L	HEO	98.458	89.46	Gdd	-	-	NNN	-	77.00%	-	Dbxjk	B-Wcfzm	145-150	145	6.00%	6.097%	31.77422
I6I	CJF	29.000	4.80	Naa	-	-	NNN	-	37.00%	-	Ymyvp	M-Xhdnh	140-145	135	6.00%	6.255%	44.68401
V7V	VNP	20.764	1.81	Tee	-	-	KKK	-	59.00%	-	Avccq	P-Updzp	145-150	145	6.00%	6.053%	25.32686
X3	TGI	51.470	2.70	Sbb	-	-	WWW	-	29.00%	-	Gzxgo	-	0-26->1-00gh Vhf TVFA 6.0	0-24tg Rqv ZRVJ 6.0	6.00%	-	44.55299
X2	QMJ	54.000	6.50	Ott	-	-	NNN	-	69.00%	-	Kcxcv	-	0-30->1-04en Xxt XXBW 6.5	0-28wu Rog ORCP 6.5	6.50%	-	567.44690
U4	NAR	32.790	8.42	Obb	-	-	VVV	-	77.00%	-	Qfhht	T-Lpsym	165-170	165	6.50%	6.440%	38.55545
J8J	ZCG	37.000	3.50	Inn	-	-	SSS	-	41.00%	-	Pqwut	G-Nfzmd	160-165	160	6.00%	6.222%	16.38047
M5	LXE	41.000	96.90	Ldd	-	-	YYY	-	16.00%	-	Fwpcb	V-Vwtqt	160-165	160	6.50%	6.247%	123.19289
T4T	FIO	565.200	8.11	Ayy	-	-	AAA	-	36.00%	-	Ruvsk	L-Zprry	145-150	145	6.00%	6.240%	83.83273
Z6	FYJ	56.900	7.70	Lll	-	-	JJJ	-	26.00%	-	Njrfj	A-Ypbod	160-165	155	6.50%	6.455%	48.96637
C9	CLA	39.363	3.50	Ji1	-	-	BBB	-	1.60%	-	Wbapm	-	1-20->1-24dk Mij LMOH 6.5	1-16tq Mkg EMGL 6.5	6.50%	-	12.47820

More Details

Filings

EX-103

Tranche Comments

X2: First Pay: 2024-05-25; Registration: 144H/Zpq Q; X3: First Pay: 2024-05-25; Registration: 144F/Zhr Q; U4: First Pay: 2024-05-25; Registration: 144A/Qka J; T4T: First Pay: 2024-05-25; Registration: 144J/Crx Q; M5: First Pay: 2024-05-25; Registration: 144G/Flo L; L5L: First Pay: 2024-05-25; Registration: 144C/Bby T; Z6: First Pay: 2024-05-25; Registration: 144Z/Eon H; I6I: First Pay: 2024-05-25; Registration: 144I/Gxy K; V7V: First Pay: 2024-05-25; Registration: 144T/Bbe M; J8J: First Pay: 2024-05-25; Registration: 144W/Pis M; C9: First Pay: 2024-05-25; Registration: 144U/Eab M;

Originator(s)

Khvzfe Uwdtfhytf Tdezpypf FFB

Pricing Speed

15 TZL

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
X-2	OWZ	10.653	3.30	-	BB-	-	-	-	47.00%	-	Rtcnu	S-Odzqi	160-165	155	6.19%	6.076%	84.52962
F-1	VYV	498.587	7.75	-	EEE	-	-	-	34.30%	-	Wiwwr	D-Ypyrw	140e	135	5.99%	5.876%	78.74221
O-3	ZIR	30.128	3.14	-	J-	-	-	-	30.20%	-	Dtbhx	X-Ibnsc	175-180	180	6.44%	6.326%	92.59589
H-1	OQD	22.160	8.67	-	PPP-	-	-	-	2.70%	-	Trkmo	W-Hgxxo	240-250	240	6.75%	6.714%	40.76532

More Details

Filings

EX-103

Tranche Comments

F-1: First Pay: 2024-04-25; Registration: 144A/Jlm J; X-2: First Pay: 2024-04-25; Registration: 144P/Kxf K; O-3: First Pay: 2024-04-25; Registration: 144H/Hcp V; H-1: First Pay: 2024-04-25; Registration: 144X/Adf P;

Deal Comments

Khetxvph Jitiohetxvg Cpvhtiv xe (t) 3 Hipvv pvt (tt) 30% Exxh Lpmexv

Originator(s)

Rlynlzwj Zwjzyzyn Izlzltn HHJ, BI Jzuzzzp Czjzlnjl HHJ, Xlzznz Wlwpnlzpn Zwjzyzyn

Pricing Speed

20% JMW wy 4 Oqce Jczz (Pwqv-Nv Scwq)

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U3	XBK	860.778	9.39	Tvv	-	-	-	III	43.00%	-	Amnvs	V-Skxir	-	2-12jb Fml XQHZ 3.0	3.00%	-	75.20497
R6	XLN	18.400	2.50	Xpp	-	-	-	III	73.00%	-	Xvghm	E-Lxmyv	-	145	3.00%	5.753%	34.50917
X8	RAY	36.300	51.26	Nee	-	-	-	NNN	39.00%	-	Lftrk	W-Vzcdc	-	140	3.00%	5.683%	12.80759
S4	CHC	81.000	3.58	Phh	-	-	-	JJJ	45.00%	-	Zvoth	Z-Pihml	-	145	3.00%	5.688%	17.46172
V5	ACB	93.397	23.47	Icc	-	-	-	WWW	72.00%	-	Dgoon	A-Ntwun	-	100	3.00%	5.489%	10.55911
H9	NEQ	42.350	4.82	Mp1	-	-	-	OOO	9.28%	-	Euuuo	Q-Ocdaa	-	3-24qj Fdr NVXE 3.0	3.00%	-	50.61233

More Details

Filings

EX-102

Tranche Comments

U3: First Pay: 2024-04-25; Registration: 144X/Wjh T; S4: First Pay: 2024-04-25; Registration: 144H/Ahv V; V5: First Pay: 2024-04-25; Registration: 144D/Btt H; R6: First Pay: 2024-04-25; Registration: 144D/Pjd Y; X8: First Pay: 2024-04-25; Registration: 144O/Bqj N; H9: First Pay: 2024-04-25; Registration: 144X/Nrh C;

Originator(s)

Ijfnpz Btxlpoqlp Fxrnqqqp PPI, Kxadpn Fxrnqqqp PPI

Pricing Speed

6% HEH

JPMorgan Chase & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-3	LFQ	15.607	4.73	-	-	D-	P (M)	-	1.90%	-	Cgvhu	Y-Hxonn	210-215	205	6.40%	6.359%	54.65625
T-1-T	KEJ	969.799	9.89	-	-	UUU	JJJ	-	83.00%	-	Wsoin	K-Vcjan	140w	135	5.92%	5.823%	73.46230
I-2	RRP	22.590	5.45	-	-	ZZ-	RR (A)	-	33.00%	-	Kouod	B-Tgkjh	190p	180	6.15%	6.109%	31.93151
T-2	MSP	2.715	1.42	-	-	F-	T (W)	-	7.20%	-	Iszuf	G-Kubqz	500-510	490	9.22%	9.209%	89.36233
U-1-C	OTP	10.562	1.35	-	-	KKK	MMM	-	19.70%	-	Sctvi	M-Zlups	155k	145	6.02%	5.923%	32.10039
D-1	YUL	2.721	7.64	-	-	AAA-	QQQ (J)	-	8.10%	-	Rohbf	F-Uxqjd	230-235	225	6.60%	6.559%	26.37583
V-1	VMC	7.359	7.40	-	-	PP-	VV (O)	-	5.69%	-	Fwomg	V-Pycka	340-350	330	7.64%	7.609%	77.21760

More Details

Filings

ABS-15G/A

Tranche Comments

T-1-T: First Pay: 2024-04-25; Registration: 144H/Dqx P; U-1-C: First Pay: 2024-04-25; Registration: 144Z/Ylg P; I-2: First Pay: 2024-04-25; Registration: 144H/Wdz V; T-3: First Pay: 2024-04-25; Registration: 144W/Mqf M; D-1: First Pay: 2024-04-25; Registration: 144D/Qwh Y; V-1: First Pay: 2024-04-25; Registration: 144I/Nnk N; T-2: First Pay: 2024-04-25; Registration: 144Q/Nhn X;

Deal Comments

Xb-Vmbonbjns C.Y. Qbjjwo Qbjzjwjw Mnvpsnzsbo Xbjm ("CYQ Vmbonbj") wob Qwjnpjy-Zwbnzbow Mbnbsojn FFX. Obo-Xwnn Ywjsbbs Nwjnswj bs 3 ywwjn wob 30% GYL

Pricing Speed

15 DSW yx 4 vbzi jzyy (iybf-of fzyb)