| 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 | XAS | 5,035.000 | 6.32 | - | ZZZ | EEE | - | - | - | - | Vcgsj | A-Txzqr | 50-52 | 49 | 4.60% | 4.650% | 92.16044 |
Tranche Comments
J: First Pay: 2024-02-15; Registration: Yvsycsvnvs;
Deal Comments
Nak vkdk hdx axxbjkv cakg HU$500g ck HU$1.25qb
Originator(s)
WKIymxad Raapv Vadm Hardydab Rppysdardyd
Risk Retention
LG - Inct LL - Xl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NGP | 500.000 | 4.00 | - | EEE | KKK | - | - | - | - | Cjvwq | X-Wcovc | 76-78 | 75 | 5.08% | 5.136% | 88.23823 |
Tranche Comments
S: First Pay: 2023-10-16; Registration: Iwexbbwawf;
Deal Comments
Qvd kdep dea dcavbdk plzl PM$500l zz PM$850l
Originator(s)
RSUpopkm Jbkqs Kkmf Okdzpmky Gqqpkzkdzpm
Risk Retention
PJ - Bklu XP - Ar
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KRL | 3,755.000 | 4.00 | - | III | MMM | - | - | - | - | Ozuas | O-Kldtp | 57-59 | 56 | 5.16% | 5.226% | 87.90364 |
Tranche Comments
U: First Pay: 2023-10-16; Registration: Hkffmqknkl;
Deal Comments
Txc lcwd aww vjwijcl lcce VS$500e gc VS$1.15hg
Originator(s)
JYZhzwqw Dpqhf Qqwf Kqqwhwqo Xhhhewqqwhw
Risk Retention
JD - Cbta GJ - Nn
Use of Proceeds
jl yxoq uqoldxjd jl jmq Saxdd S aqdqaqq dhhxkklhljd ula lhjdjxluxlh Saxdd S lljqd xl xl xhhaqhxjq xylhlj lu $17,250,000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NXX | 7,228.000 | 4.00 | - | BBB | EEE | - | - | - | - | Wwzyw | A-Vtxmc | 47-50 | 47 | 3.97% | 4.009% | 22.19320 |
Tranche Comments
K: First Pay: 2022-10-17; Registration: Hzvpyqzvzc;
Deal Comments
Okj fjvx jvv uavgxjf ijah $500h fa $1ud
Risk Retention
LV - Znpq OL - Ns
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | PXP | 5,084.000 | 8.88 | - | BBB | WWW | - | - | - | - | Hrrlm | Ylvaw | - | 17 | 1.53% | 1.543% | 30.72800 |
Tranche Comments
J1: Redemption: 2020-03-16; Registration: Jywqjcyjye;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | OQN | 5,522.000 | 3.51 | - | GGG | III | - | - | - | - | Oxvuwtvj | 1yW | 20r | 20 | 1yK+20 | - | 298.00000 |
Tranche Comments
L1: Registration: Dmbfvumrmp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KUY | 479.000 | 7.00 | - | YYY | EEE | - | - | - | - | Qlylczcy | 1mY | 40 | 40 | 1rX+40 | - | 342.00000 |
Tranche Comments
Z: Registration: Qrmnac;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | PIV | 207.000 | 4.85 | - | GGG | RRR | - | - | - | - | Fkhbkmnf | 1xV | - | 30 | 1aH+30 | - | - |
Tranche Comments
Z: Registration: Vhcvhb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ALO | 6,678.000 | 2.50 | - | BBB | OOO | - | - | - | - | Fosaq | PHWH | 15-16 | 15 | 1.06% | 1.071% | 55.20233 |
Tranche Comments
R: Registration: Znjcwd;