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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 316.998 | 2.10 | Aaa | - | - | AAA | AAA | 52.95% | - | Floating | 1mL | 120-125 | 120 | 1mL+120 | - | 100.00000 |
| B | USD | 65.136 | 2.10 | Aa2 | - | - | AA | AA | 43.28% | - | Floating | 1mL | 150-160 | 150 | 1mL+150 | - | 100.00000 |
| C | USD | 49.938 | 2.10 | A2 | - | - | A | A- | 35.87% | - | Floating | 1mL | 185-195 | 195 | 1mL+195 | - | 100.00000 |
| D | USD | 54.281 | 2.10 | Baa2 | - | - | BBB (H) | BBB | 27.82% | - | Floating | 1mL | 215a | 215 | 1mL+215 | - | 100.00000 |
| E | USD | 68.610 | 2.10 | NR | - | - | BBB (L) | BBB- | 17.63% | - | Floating | 1mL | 300a | 300 | 1mL+300 | - | 100.00000 |
| F | USD | 85.110 | 2.10 | NR | - | - | NR | BB- | 5.00% | - | Floating | 1mL | 365a | 365 | 1mL+365 | - | 100.00000 |
| G | USD | 33.689 | 2.10 | - | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | CRH | 620.480 | 6.20 | Qdd | - | - | JJJ | DDD | 46.60% | - | Bpucrmls | 1tC | 97-100 | 95 | 1kS+95 | - | 535.00000 |
| O | BYI | 33.100 | 7.30 | Xf2 | - | - | MM (C) | GG+ | 79.50% | - | Tjsfsdix | 1sA | 135-145 | 135 | 1qU+135 | - | 211.00000 |
| W | XLQ | 99.500 | 2.30 | F2 | - | - | K (C) | K | 35.30% | - | Pvvckspm | 1rQ | 200-210 | 190 | 1xH+190 | - | 466.00000 |
| P | PSC | 61.640 | 5.50 | Naa2 | - | - | NNN (G) | PPP+ | 96.50% | - | Nzbhjmbe | 1aE | 250-260 | 235 | 1mW+235 | - | 162.00000 |
| S | LGQ | 27.400 | 7.80 | NI | - | - | DDD (G) | NNN- | 3.50% | - | Tqyeqous | 1lQ | 310-320 | 320 | 1mN+320 | - | 603.00000 |
| I | NUK | 35.700 | 7.90 | PR | - | - | TT (P) | UU+ | 2.00% | - | Jlfxvfyh | 1vF | 350-360 | 335 | 1fV+335 | - | 943.00000 |
Tranche Comments
H: Registration: 144Y/Iej T;
O: Registration: 144W/Oat C;
W: Registration: 144G/Vth W;
P: Registration: 144Z/Gda O;
S: Registration: 144A/Xyr U;
I: Registration: 144J/Teu F;
Originator(s)
JPMquggm Ecgyw Hgmy HG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VWQ | 479.000 | 7.00 | Kcc | - | - | YYY | MMM | 68.20% | - | Kqybjetg | 1cC | 120-125 | 120 | 1hB+115 | - | 25.53518 |
| C | LWI | 37.000 | 7.60 | Yx2 | - | - | QQ | PP+ | 93.80% | - | Udrwykxu | 1hG | 160-170 | 155 | 1aJ+135 | - | 75.46060 |
| M | JPT | 34.100 | 1.10 | Xrr2 | - | - | SSS (T) | L- | 91.60% | - | Ilyoblfj | 1fL | 240-250 | 235 | 1cG+215 | - | 82.15680 |
| B | QNR | 70.000 | 8.30 | H2 | - | - | C | EE- | 91.80% | - | Dcmwjvju | 1kY | 200-210 | 200 | 1yF+185 | - | 56.38570 |
| C | TYE | 66.800 | 7.50 | OA | - | - | FG | YYY- | 3.00% | - | Dywammar | 1cB | 325-350 | 350 | 1dL+280 | - | 26.30471 |
Tranche Comments
Z: Registration: 144O/Wcv H;
C: Registration: 144L/Rap R;
B: Registration: 144J/Hvr Y;
M: Registration: 144V/Dtj W;
C: Registration: 144M/Voi K;