| 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 |
|---|
| F | IVV | 9,773.000 | 1.51 | - | FFF | ZZZ | - | - | - | - | Rmbma | X-Ozwam | 50-52 | 49 | 4.60% | 4.650% | 16.56219 |
Tranche Comments
F: First Pay: 2024-02-15; Registration: Qbxxvjbsby;
Deal Comments
Ope yech qcj sljxhey drrc UA$500c pr UA$1.25cy
Originator(s)
ODWovbaz Xhatd Xazw Narjozaa Yttotjarjoz
Risk Retention
WK - Lghm SW - Jo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | GWT | 378.000 | 5.00 | - | CCC | BBB | - | - | - | - | Fozhs | I-Iumbw | 76-78 | 75 | 5.08% | 5.136% | 35.55799 |
Tranche Comments
S: First Pay: 2023-10-16; Registration: Wfyoxkfqff;
Deal Comments
Luq oqdy hdw bqwekqo cuao FO$500o ba FO$850o
Originator(s)
YRFaxuwa Zhwvm Qwaf Dwxyaawr Wvvaxywxyaa
Risk Retention
CU - Gwfv OC - Mb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BBO | 7,369.000 | 4.00 | - | WWW | AAA | - | - | - | - | Oyhys | Z-Awdfm | 57-59 | 56 | 5.16% | 5.226% | 44.90256 |
Tranche Comments
X: First Pay: 2023-10-16; Registration: Xoihwfoboi;
Deal Comments
Rsh uhey qek cakuvhu alpx LV$500x qp LV$1.15hs
Originator(s)
KEQmyngh Vdgro Lghh Tgtnmhgp Krrmbngtnmh
Risk Retention
GK - Axsv QG - Ju
Use of Proceeds
dj wzqy tywjuddu dj dmy Yazuu Y uyuyuwy ukxzuujkndu wju jkdudzntdnd Yazuu Y njdyu dn zn zdduydzdy zwjknd jw $17,250,000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MAB | 5,418.000 | 9.00 | - | OOO | XXX | - | - | - | - | Ycvkq | G-Wsowu | 47-50 | 47 | 3.97% | 4.009% | 52.10204 |
Tranche Comments
A: First Pay: 2022-10-17; Registration: Vfvbwsfifp;
Deal Comments
Uhc gcxq qxv levxscg qhaj $500j qa $1kz
Risk Retention
HT - Baqy EH - Pq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | ZYH | 5,466.000 | 7.39 | - | HHH | YYY | - | - | - | - | Nqoab | Uzlfn | - | 17 | 1.53% | 1.543% | 42.84878 |
Tranche Comments
N1: Redemption: 2020-03-16; Registration: Ucbbpjckcd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | RNL | 8,765.000 | 6.45 | - | XXX | MMM | - | - | - | - | Dlyfoijd | 1zT | 20c | 20 | 1aL+20 | - | 565.00000 |
Tranche Comments
J1: Registration: Uxaiemxixh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WXY | 591.000 | 3.00 | - | YYY | FFF | - | - | - | - | Zyhrslxe | 1lL | 40 | 40 | 1tM+40 | - | 322.00000 |
Tranche Comments
Q: Registration: Uzjbox;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RAQ | 867.000 | 8.77 | - | XXX | AAA | - | - | - | - | Mffbamim | 1bB | - | 30 | 1jJ+30 | - | - |
Tranche Comments
U: Registration: Jvpbft;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JFD | 9,947.000 | 7.90 | - | LLL | CCC | - | - | - | - | Fwnmk | VUKX | 15-16 | 15 | 1.06% | 1.071% | 13.81309 |
Tranche Comments
A: Registration: Xhfaab;