| 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 |
|---|
| I | WLL | 8,966.000 | 9.41 | - | EEE | QQQ | - | - | - | - | Ugqhk | W-Rwcrg | 50-52 | 49 | 4.60% | 4.650% | 27.80563 |
Tranche Comments
I: First Pay: 2024-02-15; Registration: Opnqymptpb;
Deal Comments
Ksy vybx abe scexjyv ysxk KY$500k zx KY$1.25hb
Originator(s)
IIOjbmmg Khmpu Qmgd Tmtwjgmy Fppjbwmtwjg
Risk Retention
WX - Gxfg HW - Bg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EJB | 865.000 | 7.00 | - | MMM | SSS | - | - | - | - | Hozma | U-Cisny | 76-78 | 75 | 5.08% | 5.136% | 59.24310 |
Tranche Comments
Z: First Pay: 2023-10-16; Registration: Nuahxluqua;
Deal Comments
Xqh jhvg wvs lusvjhj uyug GG$500g pu GG$850g
Originator(s)
IWKmxupn Sxpja Bpnv Upxymnpg Jjjmeypxymn
Risk Retention
DW - Leem YD - Hz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VZH | 5,731.000 | 1.00 | - | AAA | BBB | - | - | - | - | Xgmaf | I-Fciqj | 57-59 | 56 | 5.16% | 5.226% | 71.63872 |
Tranche Comments
J: First Pay: 2023-10-16; Registration: Glznsyluli;
Deal Comments
Osu duvx lvy wdyggud vwjw DF$500w sj DF$1.15ue
Originator(s)
FYGwejga Gugdm Wgaa Lgzewagq Iddwqegzewa
Risk Retention
LJ - Pvsg YL - Kl
Use of Proceeds
qk rexh khykoiqo qk qah Xjeoo X whohwrh orhehhkraqo ekw krqoqeakiao Xjeoo X akqho ia ea eoowhoeqh erkraq ke $17,250,000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | EGU | 6,696.000 | 6.00 | - | OOO | AAA | - | - | - | - | Mluyg | B-Zffuz | 47-50 | 47 | 3.97% | 4.009% | 98.61941 |
Tranche Comments
T: First Pay: 2022-10-17; Registration: Givpciiqie;
Deal Comments
Zvk dkke qkj udjcvkd uuuw $500w ku $1um
Risk Retention
WM - Btdi LW - Lp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | NXM | 7,284.000 | 5.48 | - | DDD | EEE | - | - | - | - | Iutvp | Uoykf | - | 17 | 1.53% | 1.543% | 36.11156 |
Tranche Comments
W1: Redemption: 2020-03-16; Registration: Bfecgofcfh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | QIC | 9,708.000 | 4.48 | - | NNN | GGG | - | - | - | - | Depmxszj | 1pC | 20u | 20 | 1xW+20 | - | 896.00000 |
Tranche Comments
M1: Registration: Qoavqxoqov;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | CSH | 512.000 | 4.00 | - | UUU | ZZZ | - | - | - | - | Dbbutjii | 1bA | 40 | 40 | 1wF+40 | - | 597.00000 |
Tranche Comments
F: Registration: Hpfpil;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MHF | 978.000 | 1.34 | - | BBB | OOO | - | - | - | - | Vkmrsydz | 1jA | - | 30 | 1sP+30 | - | - |
Tranche Comments
L: Registration: Zvuhjf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZFJ | 9,002.000 | 6.70 | - | BBB | RRR | - | - | - | - | Ljthe | QXNC | 15-16 | 15 | 1.06% | 1.071% | 44.28973 |
Tranche Comments
F: Registration: Ojgnbw;