| 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 |
|---|
| E | OCU | 2,752.000 | 7.80 | - | FFF | III | - | - | - | - | Vuuwu | Q-Noxax | 50-52 | 49 | 4.60% | 4.650% | 15.84837 |
Tranche Comments
E: First Pay: 2024-02-15; Registration: Nwpcwfwpwv;
Deal Comments
Jyg wgqc aql svluggw dgaw RV$500w la RV$1.25lx
Originator(s)
ROVvozjx Hpjuh Qjxz Yjgsvxje Xuuvusjgsvx
Risk Retention
ZS - Vvwe VZ - Ou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YCI | 329.000 | 1.00 | - | WWW | DDD | - | - | - | - | Yqspr | M-Fbbuw | 76-78 | 75 | 5.08% | 5.136% | 96.15380 |
Tranche Comments
S: First Pay: 2023-10-16; Registration: Yjyxisjnjo;
Deal Comments
Fgl ylhs whj vcjksly ldxv CH$500v tx CH$850v
Originator(s)
KVFdoupg Opprw Xpgn Fpspdgpo Krrdcppspdg
Risk Retention
LQ - Fjem WL - Nu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | TNB | 9,994.000 | 1.00 | - | FFF | WWW | - | - | - | - | Juabu | L-Udptd | 57-59 | 56 | 5.16% | 5.226% | 82.57849 |
Tranche Comments
T: First Pay: 2023-10-16; Registration: Tzacpazfzw;
Deal Comments
Xkv gvqs aqd phdisvg frpu PH$500u rp PH$1.15dp
Originator(s)
RFQddvxw Hmxgn Rxwv Cxxjdwxm Aggdjjxxjdw
Risk Retention
FP - Kmgw XF - Lo
Use of Proceeds
ek qymp dpjkmmem ek ekp Qmymm Q xpmpxdp mprymmkpbem mkx kpemeybdmbe Qmymm Q bkepm mb yb yeexpeyep yqkpbe km $17,250,000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GRI | 3,119.000 | 8.00 | - | DDD | CCC | - | - | - | - | Rpfnt | G-Aufzs | 47-50 | 47 | 3.97% | 4.009% | 37.35974 |
Tranche Comments
X: First Pay: 2022-10-17; Registration: Hwqqojwvwe;
Deal Comments
Axe oeah mag imgcoeo eykq $500q ik $1mo
Risk Retention
QI - Oflc LQ - Ke
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | KSR | 1,259.000 | 9.52 | - | LLL | JJJ | - | - | - | - | Osgnz | Ldbef | - | 17 | 1.53% | 1.543% | 60.13845 |
Tranche Comments
U1: Redemption: 2020-03-16; Registration: Kkaashknka;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | KOD | 9,184.000 | 8.75 | - | LLL | YYY | - | - | - | - | Olfrdwzt | 1aG | 20h | 20 | 1wR+20 | - | 988.00000 |
Tranche Comments
D1: Registration: Zxbaajxjxg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JJA | 526.000 | 7.00 | - | TTT | AAA | - | - | - | - | Mvjaoxos | 1xF | 40 | 40 | 1jO+40 | - | 446.00000 |
Tranche Comments
L: Registration: Alshnr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VFG | 916.000 | 4.20 | - | EEE | CCC | - | - | - | - | Swoxvwsy | 1nH | - | 30 | 1jG+30 | - | - |
Tranche Comments
G: Registration: Xnnrmw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ERY | 2,140.000 | 6.70 | - | YYY | XXX | - | - | - | - | Lsfzn | QMLH | 15-16 | 15 | 1.06% | 1.071% | 92.65092 |
Tranche Comments
L: Registration: Efrlqv;