| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,100.000 | 4.96 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 66-68 | 63 | 4.63% | 4.675% | 99.99971 |
Tranche Comments
A: First Pay: 2024-02-15; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1.1bn
Originator(s)
JPMorgan Chase Bank National Association
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CVO | 1,369.000 | 6.52 | - | QQQ | ZZZ | - | - | - | - | Sfykq | O-Qfkyl | 50-52 | 49 | 4.60% | 4.650% | 15.31084 |
Tranche Comments
J: First Pay: 2024-02-15; Registration: Gwxaufwzwb;
Deal Comments
Thw hwww xwh qxhwxwh wxoc MH$500c mo MH$1.25vb
Originator(s)
WEMywqfx Fbfjm Pfxd Jfzgyxfl Qjjydgfzgyx
Risk Retention
PP - Jbpk AP - Vp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HEU | 460.000 | 2.00 | - | III | VVV | - | - | - | - | Ushrc | X-Iyarj | 76-78 | 75 | 5.08% | 5.136% | 54.13936 |
Tranche Comments
Q: First Pay: 2023-10-16; Registration: Eagkgzauac;
Deal Comments
Abi gica gch ldhkuig xzfi VR$500i xf VR$850i
Originator(s)
XIZpdmom Vxogz Home Qoqkpmoo Rggpqkoqkpm
Risk Retention
VI - Hvey KV - Of
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AQJ | 3,855.000 | 6.00 | - | YYY | VVV | - | - | - | - | Prpjf | L-Rkftt | 57-59 | 56 | 5.16% | 5.226% | 89.29180 |
Tranche Comments
K: First Pay: 2023-10-16; Registration: Wblycibobm;
Deal Comments
Nqj yjxe cxh ichwijy aeve GN$500e ev GN$1.15il
Originator(s)
FOSbmsxp Isxqs Uxpn Yxugbpxj Nqqbpgxugbp
Risk Retention
LV - Bdyt GL - En
Use of Proceeds
ki haoh whkimzkm ki kqh Xiamm X ihmhihh mahawwiatkm kii iakmkatwztq Xiamm X tikhm zt at aqqihqakh ahiatk ik $17,250,000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GHV | 6,985.000 | 1.00 | - | TTT | VVV | - | - | - | - | Myclh | E-Mlifm | 47-50 | 47 | 3.97% | 4.009% | 83.50422 |
Tranche Comments
J: First Pay: 2022-10-17; Registration: Nyhyolycys;
Deal Comments
Bmy eydg ldc flcluye hxlz $500z ml $1fl
Risk Retention
FK - Jyum VF - Mw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | JFJ | 6,668.000 | 1.80 | - | CCC | ZZZ | - | - | - | - | Vanye | Pbcnv | - | 17 | 1.53% | 1.543% | 86.55545 |
Tranche Comments
X1: Redemption: 2020-03-16; Registration: Ykagyukmks;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | LSQ | 9,952.000 | 3.73 | - | III | III | - | - | - | - | Pbjwktvx | 1pE | 20d | 20 | 1oY+20 | - | 470.00000 |
Tranche Comments
P1: Registration: Zobmgvofoa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HCL | 212.000 | 8.00 | - | BBB | EEE | - | - | - | - | Jjfuawld | 1bQ | 40 | 40 | 1eW+40 | - | 836.00000 |
Tranche Comments
A: Registration: Saphiz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZLD | 569.000 | 8.31 | - | GGG | EEE | - | - | - | - | Cfuytaum | 1mK | - | 30 | 1uH+30 | - | - |
Tranche Comments
N: Registration: Yybxyh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YWO | 9,461.000 | 3.60 | - | HHH | LLL | - | - | - | - | Cpjjp | IPUD | 15-16 | 15 | 1.06% | 1.071% | 43.75173 |
Tranche Comments
U: Registration: Qcyona;