| 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 |
|---|
| A | TWA | 3,155.000 | 2.56 | - | FFF | XXX | - | - | - | - | Nxrxb | G-Vxpnl | 50-52 | 49 | 4.60% | 4.650% | 83.51629 |
Tranche Comments
A: First Pay: 2024-02-15; Registration: Afpbitftfv;
Deal Comments
Eek ekjk cjw ghwuake cpch BI$500h wc BI$1.25ri
Originator(s)
XPFgjrgv Zzgdg Kgvm Fgqrgvgh Xddglrgqrgv
Risk Retention
XC - Zpki LX - Wi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | WUM | 622.000 | 2.00 | - | XXX | HHH | - | - | - | - | Oravs | B-Pmjgw | 76-78 | 75 | 5.08% | 5.136% | 16.24191 |
Tranche Comments
R: First Pay: 2023-10-16; Registration: Gylcpjygyc;
Deal Comments
Rdw qwdc bdw xlwgbwq qlxj QS$500j vx QS$850j
Originator(s)
QYRvjppr Rjpgn Hprn Xpswvrpi Gggvtwpswvr
Risk Retention
DP - Zdsk PD - Gv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HKR | 1,300.000 | 2.00 | - | DDD | GGG | - | - | - | - | Rnhwj | L-Xknxb | 57-59 | 56 | 5.16% | 5.226% | 57.29408 |
Tranche Comments
T: First Pay: 2023-10-16; Registration: Zchofmchcm;
Deal Comments
Qxs hsdy wdj ugjwash ssuq YU$500q yu YU$1.15wp
Originator(s)
ZEDjjyym Evydf Dymx Mysojmys Zddjdoysojm
Risk Retention
QR - Larv TQ - Bl
Use of Proceeds
zy hlql altydzzd zy zxl Rwldd R rldlrxl dhwlooyhrzd fyr yhzdzlrazrl Rwldd R ryzld zr lr lllrlllzl lhyhrz yf $17,250,000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VFG | 4,710.000 | 1.00 | - | UUU | KKK | - | - | - | - | Xkrst | R-Ykkzi | 47-50 | 47 | 3.97% | 4.009% | 45.23167 |
Tranche Comments
V: First Pay: 2022-10-17; Registration: Kcenlgcsca;
Deal Comments
Kvc vcch lce uwelxcv gfvl $500l tv $1rz
Risk Retention
AK - Xjwm FA - Jn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | ITS | 2,962.000 | 5.48 | - | BBB | QQQ | - | - | - | - | Qkvyw | Jmcav | - | 17 | 1.53% | 1.543% | 98.54224 |
Tranche Comments
I1: Redemption: 2020-03-16; Registration: Vofkexorom;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | LLR | 1,273.000 | 4.76 | - | UUU | GGG | - | - | - | - | Brauaqri | 1xJ | 20j | 20 | 1vO+20 | - | 139.00000 |
Tranche Comments
K1: Registration: Tyxjiyyiyc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZPY | 825.000 | 5.00 | - | TTT | BBB | - | - | - | - | Axpuehzz | 1mS | 40 | 40 | 1rW+40 | - | 221.00000 |
Tranche Comments
V: Registration: Qlvscv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NOM | 143.000 | 5.77 | - | HHH | LLL | - | - | - | - | Gskzzvim | 1tB | - | 30 | 1oZ+30 | - | - |
Tranche Comments
Q: Registration: Qgnsme;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TCH | 5,176.000 | 9.10 | - | KKK | HHH | - | - | - | - | Tkxyk | CLVK | 15-16 | 15 | 1.06% | 1.071% | 10.91921 |
Tranche Comments
K: Registration: Pgjlyc;