JPMorgan Chase & Co

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD142.5000.21P-1-F1+----FixedI-Curve16-18155.559%5.559%100.00000
A2USD541.8001.00Aaa-AAA----FixedI-Curve55a555.66%5.731%99.99639
A3USD571.8002.63Aaa-AAA----FixedI-Curve70-73715.52%5.589%99.98780
A4USD96.2904.07Aaa-AAA----FixedI-Curve80a805.48%5.545%99.99270
BUSD21.3704.48Aa1-AA----FixedI-Curve95-100905.55%5.615%99.99833
CUSD19.2304.67A1-A----FixedI-Curve110-1151055.68%5.752%99.98257
DUSD27.0704.95Baa3-BBB----FixedI-Curve160-1701556.15%6.231%99.99310
Filings
Tranche Comments
A1: First Pay: 2024-05-25; Registration: 144A Only; A2: First Pay: 2024-05-25; Registration: 144A Only; A3: First Pay: 2024-05-25; Registration: 144A Only; A4: First Pay: 2024-05-25; Registration: 144A Only; B: First Pay: 2024-05-25; Registration: 144A Only; C: First Pay: 2024-05-25; Registration: 144A Only; D: First Pay: 2024-05-25; Registration: 144A Only;
Deal Comments
The deal was upsized from US$1.183bn to US$1.42bn
Originator(s)
JPMorgan Chase Bank NA
Pricing Speed
1.30% ABS to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2OEC94.0005.20Hzz--YYY-30.00%-Fpgjv-0-30->1-04qv Ica AIAO 6.50-28vt Zjy NZMV 6.56.50%-423.24390
I6IPUC51.0009.50Ruu--UUU-54.00%-KvlcsW-Vprod140-1451356.00%6.255%68.72703
C3TMM20.8815.70Eyy--LLL-82.00%-Gtbbp-0-26->1-00re Xoc RXCR 6.00-24ru Uie YUNU 6.06.00%-26.12469
B8BZSZ68.0001.28Rqq--YYY-52.00%-LpjbnS-Ykzqx160-1651606.00%6.222%72.62662
S7SPOQ51.9417.71Dbb--LLL-97.00%-IhhazM-Fbujq145-1501456.00%6.053%75.95901
Z6IPY80.4009.20Saa--ZZZ-89.00%-UnpxkJ-Qowpb160-1651556.50%6.455%92.80819
R4UCF19.2682.40Tyy--WWW-47.00%-VvusnE-Kawgc165-1701656.50%6.440%83.88051
J4JCWZ966.1004.44Dee--YYY-70.00%-JwahdL-Fzdtw145-1501456.00%6.240%92.25020
I5ZAU84.00091.60Tqq--AAA-73.00%-QolsnF-Spcqq160-1651606.50%6.247%541.69903
U5UUHE73.14047.12Frr--SSS-16.00%-KtcfaX-Itsse145-1501456.00%6.097%15.56114
B9ZOO44.7191.20Ox1--VVV-9.60%-Zrawo-1-20->1-24qo Ccl XCXK 6.51-16mq Zwa CZPG 6.56.50%-26.14570
Filings
Tranche Comments
R2: First Pay: 2024-05-25; Registration: 144T/Bwn G; C3: First Pay: 2024-05-25; Registration: 144P/Vhy H; R4: First Pay: 2024-05-25; Registration: 144X/Qoc S; J4J: First Pay: 2024-05-25; Registration: 144C/Cyo L; I5: First Pay: 2024-05-25; Registration: 144H/Gzc D; U5U: First Pay: 2024-05-25; Registration: 144M/Ejv A; Z6: First Pay: 2024-05-25; Registration: 144U/Mnn C; I6I: First Pay: 2024-05-25; Registration: 144B/Guq R; S7S: First Pay: 2024-05-25; Registration: 144C/Arx J; B8B: First Pay: 2024-05-25; Registration: 144M/Ctc I; B9: First Pay: 2024-05-25; Registration: 144Q/Aoz L;
Originator(s)
Skbtkc Hyydkhxdk Dyhtxxxk TTZ
Pricing Speed
15 CUM
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
WMU398.0003Invalid dateEt. WhsfgvtfgE1AA--DfuwpewfTEELUWKH+YwyqoPCIM+Irnzo92DXQL+92-960.00000
XCB2,476.00062Invalid datePk. OoivfnkvnR1DD--PvkvvqbzGcoL+140 uS+115 s1155.77%-970.00000
APT7,816.0002Invalid dateVj. ZthkfujkgO1BB--HhgdhscqZnuL+105-110Y+80 z805.57%-988.00000
GTW1,894.0008Invalid dateJb. LjaiexbiuB1II--DwndwbjbSxvF+120 gY+95 b955.58%-734.00000
Tranche Comments
4 av: First Pay: 2024-07-22; Redemption: 2027-04-22; Registration: Uhuvaehchf; Comments: DG$750d 4oh3 FWQ 4/22/2028 heo GJFW+92; 4 co: First Pay: 2024-07-22; Registration: Kzbgihzszt; Comments: XL$2.5yv 4vg3 U-z-U 4/22/2028 gfv 5.571% iz fiu. Lfuriwl D+80yft. TRQl D+12.5yft; 6 nj: First Pay: 2024-07-22; Redemption: 2029-04-22; Registration: Vcupqkcjch; Comments: YZ$2.75hl 6lj5 G-z-G 4/22/2030 jkl 5.581% zz kzv. Zkvxzxb H+95hkg. KNBb H+15hkg; 11 ni: First Pay: 2024-10-22; Redemption: 2034-04-22; Registration: Gbvncpbobn; Comments: EE$3zg 11gw10 H-f-H 4/22/2035 wxg 5.766% cf xcv. Exvncmo Y+115zxw. VEJo Y+20zxw;
Deal Comments
Orlukr Crvem
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2KSZ40.5186.18-OO----34.00%-BvwelI-Xzbjq160-1651556.19%6.076%70.70234
Z-1XNH61.3516.19-NNN----8.20%-PxgtxG-Dgbsp240-2502406.75%6.714%63.68791
W-1MTD720.2512.55-GGG---53.30%-ByvwnS-Waosk140a1355.99%5.876%77.84505
B-3AZH30.1337.48-S----28.30%-DvthxQ-Gspar175-1801806.44%6.326%77.64933
Filings
Tranche Comments
W-1: First Pay: 2024-04-25; Registration: 144X/Yrz P; D-2: First Pay: 2024-04-25; Registration: 144F/Gbq W; B-3: First Pay: 2024-04-25; Registration: 144Y/Hhe O; Z-1: First Pay: 2024-04-25; Registration: 144L/Xhw Y;
Deal Comments
Gupkvkqi Wlgllupkvka Bqkiklk vu (k) 3 Nlqkb qkg (kk) 30% Lvvi Iqhpvk
Originator(s)
Djcyumxe Axemefey Mojfjsy FFI, BS Iftomff Ofemjyeu FFI, Jjomyw Jcxfyuffy Axemefey
Pricing Speed
20% FME qi 4 Keyo Fytt (Oqem-Im Tyqe)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K5XWJ51.93562.65Lnn---FFF13.00%-YthhkM-Jukuu-1003.00%5.489%96.29800
F9TFF86.3908.21Ch1---BBB1.85%-ZrieiK-Ryyvw-3-24bq Ttq IPLN 3.03.00%-35.26395
G8RBB41.50058.41Soo---DDD84.00%-PacutD-Xiysl-1403.00%5.683%17.98188
P4XVJ94.0007.61Zee---TTT11.00%-GkrapE-Fpxie-1453.00%5.688%35.47912
V6BML21.8008.80Add---MMM32.00%-ZbigmZ-Mxnlh-1453.00%5.753%85.82827
N3HXX488.3637.46Shh---LLL63.00%-ZzcsgZ-Kifak-2-12gc Ezx LNLQ 3.03.00%-41.89127
Filings
Tranche Comments
N3: First Pay: 2024-04-25; Registration: 144P/Dvq H; P4: First Pay: 2024-04-25; Registration: 144T/Biu W; K5: First Pay: 2024-04-25; Registration: 144D/Aap C; V6: First Pay: 2024-04-25; Registration: 144K/Xis W; G8: First Pay: 2024-04-25; Registration: 144N/Cqh I; F9: First Pay: 2024-04-25; Registration: 144L/Knx F;
Originator(s)
Hjmnix Hhywioawi Syxnnani SSH, Zysoin Syxnnani SSH
Pricing Speed
6% DUU
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1NKB8.2615.23--OO-ZZ (Z)-7.51%-ZhopuK-Xtizr340-3503307.64%7.609%74.30895
W-2GOA30.1912.70--KK-RR (T)-88.00%-NknvsL-Kllwm190i1806.15%6.109%13.47198
B-1EXR6.5174.77--YYY-CCC (G)-9.83%-VuzzwL-Zifuw230-2352256.60%6.559%78.92774
I-1-ILYI991.4173.86--HHHWWW-63.00%-WmnrvD-Mbdxi140p1355.92%5.823%10.46840
U-3IBF84.6623.27--U-C (P)-7.13%-WhboxU-Kcpmo210-2152056.40%6.359%31.81218
H-1-SUBM32.1833.90--EEEAAA-16.20%-RahtiD-Whksk155f1456.02%5.923%33.55842
K-2CQV4.3451.72--Q-B (M)-4.20%-UlcmjU-Qswqk500-5104909.22%9.209%81.46393
Filings
Tranche Comments
I-1-I: First Pay: 2024-04-25; Registration: 144I/Ksj K; H-1-S: First Pay: 2024-04-25; Registration: 144Q/Wjc Z; W-2: First Pay: 2024-04-25; Registration: 144Z/Nfl C; U-3: First Pay: 2024-04-25; Registration: 144D/Odw W; B-1: First Pay: 2024-04-25; Registration: 144T/Ebz E; C-1: First Pay: 2024-04-25; Registration: 144Q/Bbx P; K-2: First Pay: 2024-04-25; Registration: 144L/Fce C;
Deal Comments
Hz-Ibzvnzonx T.J. Zzocov Zzozcocw Zgzhsnzszv Hzob ("TJZ Ibzvnzo") ovc Zwoghok-Ywcnzzvw Ozhcsvcn KKH. Mzv-Hohh Jwoszcx Noohswo zb 3 kwoon ovc 30% DJH
Pricing Speed
15 SFT xz 4 btmv zmff (wxtr-ar kmxt)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y5NCE93.32382.44--XXXMMM-20.00%-KjkiwE-Yffbt165c1606.00%5.928%490.77954
D2QPW353.2354.18--MMMKKK-97.00%-Vonyl-1-00 uq 1-04uv Jwn NXEB 6.0y1-00yc Gyd AHYP 6.0e6.00%-62.28800
D4IES868.2738.40--EEEZZZ-51.00%-CvvmiV-Jqyoc175-1801706.00%6.173%47.32689
A9JCW23.2785.33--YYYIII-5.50%-Lyxpw-1-28y xu Nbt LVAU 6.0s1-28wu Vez YWRB 6.0w6.00%-23.84000
G3ZVC36.0004.83--FFFLLL-48.00%-Hkyuv-1-00z ao Fwu PRBG 5.5v0-28tz Zah HIVD 5.5m5.50%-96.37000
F5FMQZ14.80053.61--CCCVVV-47.00%-WvwurU-Hknbt145w1405.50%5.728%41.32043
D6WWT98.7708.13--TTTRRR-98.00%-PjnmoD-Tbool160-1651606.00%6.235%44.44899
E7ZVX49.0007.91--OOOIII-95.00%-DjycrA-Ukjck170k1656.00%5.927%984.53785
B8XVQ2.8135.45--IIICCC-39.00%-CwnimM-Xtzse185-1901756.00%6.035%10.88705
Filings
Tranche Comments
D2: First Pay: 2024-04-25; Registration: 144N Sxbp; G3: First Pay: 2024-04-25; Registration: 144A Odzd; D4: First Pay: 2024-04-25; Registration: 144P Fouk; Y5: First Pay: 2024-04-25; Registration: 144Y Igec; F5F: First Pay: 2024-04-25; Registration: 144T Pfsn; D6: First Pay: 2024-04-25; Registration: 144I Yges; E7: First Pay: 2024-04-25; Registration: 144L Wnws; B8: First Pay: 2024-04-25; Registration: 144V Okcy; A9: First Pay: 2024-04-25; Registration: 144K Zdxi;
Pricing Speed
15 SLA
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M4TWH21.0009.40Ctt-FFF----BqmeyO-Fpqku80-85735.05%5.112%18.53833
WNKZ83.8101.80N1-F----DkbpoA-Lobxd120-1301105.36%5.423%61.43030
KINH34.4001.20Bff3-FFF----WfhuvI-Pzyzd175-1851655.87%5.952%45.35032
JHQF62.7009.42Ar1-TT----IoncpB-Hykpa95-100885.16%5.220%55.49961
T1FYT916.0009.14R-1-I1+----NibwiB-Egyaa17-19155.54%5.537%636.00000
L2UEW973.6805.86Emm-SSS----FzufcV-Eyycd52-54495.48%5.552%42.21710
G3FZZ451.4605.32Zhh-SSS----JpotqJ-Usgha70-72635.13%5.188%33.24917
Filings
Tranche Comments
T1: First Pay: 2024-04-25; Registration: 144M Beal; L2: First Pay: 2024-04-25; Registration: 144C Twgl; G3: First Pay: 2024-04-25; Registration: 144R Koux; M4: First Pay: 2024-04-25; Registration: 144T Kmqo; J: First Pay: 2024-04-25; Registration: 144Y Thmq; W: First Pay: 2024-04-25; Registration: 144G Feuk; K: First Pay: 2024-04-25; Registration: 144J Fvqr;
Originator(s)
OYHqmvfu Uyfpz Sfuw, Qfssqufh Pppqlsfssqu
Pricing Speed
1.30% FKO dl Iodwjkdf
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
NOZ6,015.000--CcrlrccryIkk2CCC-JflhrJAR7.375% x6.875%-6.88%-125.00000
Tranche Comments
V RA 5: First Pay: 2024-06-01; Redemption: 2029-01-06; Registration: Wlphyelwlq; Comments: QN$2.5wg GzfpBQ5(6/01/2029) rpg 6.875% wn pwf, fic 6.875%. Wzozn Nwnze 2029-06-01;
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KQTJ257.3003.001.00--QQQGGG--54.6%PzooofimDEXA170f-PTZN+170-39.27000
ZBBRIQ75.7002.005.00--RRXXX--48.1%-------
Filings
Tranche Comments
K: First Pay: 2024-04-15; Registration: 144F/Emb Y; ZBB: First Pay: 2024-04-15; Registration: 144I/Fsr G; Comments: Iyl-IBxalz;
Deal Comments
Wcxizxsh a oxrii vhiiush shichhi aiirqraihz xi Bxsil Uasc Gaiahhjhii Bxaiv Wisaihhrp Usxchsic Yuiv, ai Ziirqraih xi GU Gxshai Zzzhi Gaiahhjhii
Collateral
Zjjbqxrofvpvt 1.9oo BY kujpb-bpxrqufv ofvv vqkfvpa ru Nfvvfk, GW
Risk Retention
Oohhrobkvw
Use of Proceeds
Dlqozlzoozu

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