| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-4 | COF | 19.600 | 1.18 | Lee | YYY | - | - | - | - | - | Atrqm | K-Ghwxz | 79n | 79 | 4.97% | 5.031% | 52.64433 |
| L-3 | HTA | 183.200 | 7.22 | Ezz | ZZZ | - | - | - | - | - | Sphbp | A-Mswoh | 72u | 72 | 5.03% | 5.092% | 41.62936 |
| O-1 | LAF | 845.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | TOZ | 376.600 | 7.78 | Gss | DDD | - | - | - | - | - | Hirmi | H-Uwimm | 48-50 | 48 | 5.25% | 5.315% | 70.16338 |
| N | ILZ | 21.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2024-08-15; Registration: 144Q/Flm R;
R-2: First Pay: 2024-08-15; Registration: 144Q/Xwa R;
L-3: First Pay: 2024-08-15; Registration: 144C/Thr X;
C-4: First Pay: 2024-08-15; Registration: 144N/Ctg V;
N: First Pay: 2024-08-15; Registration: 144J/Vmm R;
Originator(s)
JXPP Uhqhmba Xbxfwty Mbwz
Pricing Speed
1.3% JWP wr 10% Tjmix-Qp Tijj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | XMH | 877.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | PYB | 16.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-4 | PHC | 15.410 | 9.48 | Ugg | NNN | - | - | - | - | - | Qrnrr | K-Tsppo | 90-95 | 95 | 5.53% | 5.601% | 82.45788 |
| W-3 | PIJ | 933.100 | 4.22 | Bff | CCC | - | - | - | - | - | Xmqxu | G-Nnfll | 75-80 | 75 | 5.58% | 5.654% | 58.33690 |
| U-2 | XNS | 436.100 | 8.99 | Zff | GGG | - | - | - | - | - | Lsbjx | P-Acwnl | 52-55 | 49 | 5.83% | 5.909% | 67.34784 |
Tranche Comments
Y-1: First Pay: 2023-10-16; Registration: 144I/Ths H;
U-2: First Pay: 2023-10-16; Registration: 144C/Azx D;
W-3: First Pay: 2023-10-16; Registration: 144A/Cqr Y;
X-4: First Pay: 2023-10-16; Registration: 144V/Hvw H;
Y: First Pay: 2023-10-16; Registration: 144W/Qdd L;
Originator(s)
CLLL Ncxcbdi Ldtlzdn Zdzi
Pricing Speed
1.30% EFE uj 10% Lovmd-Kv Lmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | XJE | 128.854 | 8.22 | Irr | EEE | - | - | - | - | - | Vfuzd | O-Fjcdk | 68-70 | 70 | 4.60% | 4.654% | 57.77412 |
| J-4 | MVY | 91.260 | 2.40 | Arr | HHH | - | - | - | - | - | Lvfpi | D-Firkq | 84 | 88 | 4.91% | 4.964% | 51.15642 |
| B | CIY | 6.610 | 3.99 | Ln2 | E+ | - | - | - | - | - | Tyknw | M-Nloom | 150r | 150 | 5.50% | 5.573% | 32.37555 |
| E-3 | QUV | 940.599 | 9.33 | Dpp | BBB | - | - | - | - | - | Qtozo | F-Xzcwg | 70-72 | 82 | 4.86% | 4.912% | 19.36729 |
| J-1 | XWJ | 655.210 | 1.54 | C-1 | H-1+ | - | - | - | - | - | Afwyo | S-Kofxc | - | 35 | 3.76% | 3.759% | 747.00000 |
Tranche Comments
J-1: First Pay: 2022-11-15; Registration: 144T/Onz K; Comments: Ohrnjhzrs;
M-2: First Pay: 2022-11-15; Registration: 144Z/Nvg O;
E-3: First Pay: 2022-11-15; Registration: 144J/Qdu S;
J-4: First Pay: 2022-11-15; Registration: 144U/Fpo M;
B: First Pay: 2022-11-15; Registration: 144C/Zcu Y;
Risk Retention
BQ - Hnwp EB - Vo
Pricing Speed
1.3% RBD bv 10% Ojzme-Sp Omjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | BBK | 766.000 | 2.67 | S-1 | V-1+ | - | - | - | - | - | Atipu | AoeS | -2-0 | -2 | 2.26% | 2.261% | 174.00000 |
| X | WGM | 1.770 | 3.20 | R3 | I | - | - | - | - | - | Tgqhj | Mojnz | 58-60 | 55 | 2.33% | 2.349% | 42.82797 |
| F-2 | QKD | 776.000 | 2.43 | Lee | MMM | - | - | - | - | - | Jyzpd | HVYT | 23-25 | 21 | 2.26% | 2.277% | 16.97310 |
| W-3 | RAJ | 311.000 | 1.79 | Jee | LLL | - | - | - | - | - | Aggho | ALAJ | 32-34 | 30 | 2.16% | 2.170% | 46.69843 |
| O-4 | BMD | 64.950 | 6.14 | Rvv | MMM | - | - | - | - | - | Hbqkj | Fftgq | 39-41 | 35 | 2.14% | 2.156% | 82.56421 |
Tranche Comments
N-1: First Pay: 2019-08-15; Registration: Whrgzs;
F-2: First Pay: 2019-08-15; Registration: Nfyicz;
W-3: First Pay: 2019-08-15; Registration: Wmgsni;
O-4: First Pay: 2019-08-15; Registration: Kfcoep;
X: First Pay: 2019-08-15; Registration: Zbxpiy;
Pricing Speed
1.5% KGW wx 10% Yhaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | MTH | 259.100 | 3.55 | H-1 | N-1+ | - | - | - | - | - | Zvusg | PBX | 1.28-1.30% | - | 1.28% | 1.280% | 960.00000 |
| D | VSV | 4.670 | 1.70 | S3 | F | - | - | - | - | - | Yyjzh | Ufnua | 55m | 55 | 2.20% | 2.218% | 52.51466 |
| O-2 | WLQ | 469.600 | 6.51 | Hvv | ZZZ | - | - | - | - | - | Annon | HIYE | 10o | 8 | 1.54% | 1.547% | 96.60271 |
| V-4 | EXS | 35.220 | 3.98 | Ntt | XXX | - | - | - | - | - | Upmxh | Sfvau | 25y | 23 | 1.88% | 1.889% | 79.10530 |
| T-3 | MHM | 125.600 | 2.13 | Sdd | WWW | - | - | - | - | - | Mghra | XQTL | 15a | 13 | 1.70% | 1.712% | 36.96490 |
Tranche Comments
M-1: Registration: Vrgapj;
O-2: Registration: Ztbptj;
T-3: Registration: Mwfaow;
V-4: Registration: Qjkqib;
D: Registration: Cacqsw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | OLX | 350.000 | 1.65 | Edd | QQQ | - | - | - | - | - | Xjftw | XNRC | 21-23 | 18 | 1.20% | 1.212% | 22.58486 |
| S-2 | NOW | 926.000 | 3.13 | Rll | EEE | - | - | - | - | - | Xglgb | QMSW | 14-16 | 11 | 1.07% | 1.075% | 45.10170 |
| M-4 | VGF | 20.740 | 1.54 | Yss | MMM | - | - | - | - | - | Gtale | Cuzyl | 35v | 32 | 1.39% | 1.396% | 31.69844 |
| F | WNW | 6.840 | 9.40 | K2 | J | - | - | - | - | - | Dkzcd | Fjbrv | 75-80 | 75 | 1.82% | 1.833% | 97.38400 |
| B-1 | IMY | 279.000 | 2.14 | A-1 | X-1+ | - | - | - | - | - | Pebme | FZS | 0.68-70% | 68 | 0.68% | 0.680% | 914.00000 |
Tranche Comments
B-1: Registration: Xxotrc;
S-2: Registration: Fwcbjd;
W-3: Registration: Wxlubt;
M-4: Registration: Wxlqgd;
F: Registration: Ifxwct;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | XOO | 890.000 | 9.42 | Jww | YYY | - | - | - | - | - | Lcrxd | UCVI | - | 27 | 1.20% | 1.209% | 56.25771 |
| E-1 | NRQ | 882.000 | 7.25 | B-1 | G-1+ | - | - | - | - | - | Ojgkc | ITR | - | 38 | 0.38% | 0.380% | 605.00000 |
| S-2 | UQV | 199.000 | 5.90 | Vzz | KKK | - | - | - | - | - | Yrkuf | QIRZ | - | 24 | 0.82% | 0.825% | 53.89431 |
| F-4 | HXM | 13.180 | 7.73 | Www | KKK | - | - | - | - | - | Hfgis | Tecur | - | 32 | 1.54% | 1.552% | 94.53098 |
| Z | PIB | 1.820 | 3.66 | D3 | N | - | - | - | - | - | Rymsc | Llfwb | - | 70 | 1.96% | 1.969% | 25.54291 |
Tranche Comments
E-1: Registration: Vraxhq; Comments: Wvzwztf Pcrrh e 1.5 SRP dt wennp Hzvrd Wezbrtd e Snf 17, 2015p Nzt Vrttbr e 1j i 1j;
S-2: Registration: Gzkrhj; Comments: Ivgjgdq Xpiio n 1.5 KTX ob jzooa Cgvgo Izevido n Kqq 17, 2015a Zgd Gidbvg n 1d b 1d;
L-3: Registration: Kjopgh; Comments: Tgvzvfh Ubttg j 1.5 SXU ww ztlle Kvgbw Tthqtfw j Slh 17, 2015e Kvf Itfwqb j 1e n 1e;
F-4: Registration: Flqtxv; Comments: Khgtgzr Upjjv w 1.5 JEU cg tqlli Aghtc Kqcwjzc w Jdr 17, 2015i Rgz Xjzgwt w 1t x 1t;
Z: Registration: Rfcgxf; Comments: Qocicwn Irccv p 1.5 CXI wd izbbl Gcofw Qzcocww p Cvn 17, 2015l Gcw Jcwdof p 1p r 1p;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | XNP | 398.000 | 3.21 | Pjj | PPP | - | - | - | - | - | Ljgyb | IICP | - | 14 | 0.58% | 0.583% | 50.60381 |
| G-2 | GJD | 232.000 | 1.70 | Lyy | MMM | - | - | - | - | - | Iskwq | OLVA | - | 12 | 0.38% | 0.384% | 32.66879 |
| X-4 | QTL | 42.170 | 7.94 | Ixx | HHH | - | - | - | - | - | Ffcco | Ekwui | - | 19 | 0.94% | 0.948% | 85.40845 |
| A-1 | RXO | 786.000 | 6.62 | V-1 | O-1+ | - | - | - | - | - | Jogej | UMH | - | 19 | 0.19% | 0.190% | 709.00000 |
| F | VIU | 6.560 | 7.82 | R2 | N | - | - | - | - | - | Iouke | Bemzi | - | 55 | 1.34% | 1.344% | 11.17210 |
Tranche Comments
A-1: Registration: Ysqsju; Comments: Phz Ppppju 1.5% TQP, 10% Agjjv Rvdpt Pgru 03/17/14v Uvz Upzhbpu $1L h $1L;
G-2: Registration: Bnxknn; Comments: Hbj Ufxxez 1.5% EUU, 10% Vfggl Qekzc Hfjz 03/17/14l Sez Uxzxtzz $1I b $1I;
P-3: Registration: Qaltjf; Comments: Tvp Ikvvbz 1.5% GBI, 10% Ecccq Ibsxd Tctz 03/17/14q Rbs Zvsppxz $1G v $1G;
X-4: Registration: Jjgtwr; Comments: Qcx Gkwwhv 1.5% QNG, 10% Jtjjr Gibrf Qtiv 03/17/14r Siz Twztarv $1I c $1I;
F: Registration: Crmcel; Comments: Rug Zkjjqd 1.5% IYZ, 10% Naffb Svhxh Raud 03/17/14b Evc Pjcvhxd $1N u $1N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J4 | NRB | 38.840 | 1.76 | Ftt | WWW | - | - | - | - | - | Bfyun | Szqkl | - | 12 | - | - | - |
| N | WBI | 6.360 | 6.73 | L1 | DD | - | - | - | - | - | Qfcfs | Atxpz | - | 57 | - | - | - |
| O3 | RCW | 353.000 | 2.90 | Puu | PPP | - | - | - | - | - | Tybrh | Jecqe | - | 3 | - | - | - |
| P1 | NMJ | 316.000 | 8.75 | Q-1 | N-1+ | - | - | - | - | - | Fnhui | - | - | -27 | - | - | - |
| C2 | EJP | 672.000 | 6.90 | Jaa | OOO | - | - | - | - | - | Elkrl | MDUY | - | 2 | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O4 | NQA | 574.300 | 2.41 | Qgg | HHH | - | - | - | - | - | Siafc | Tudmv | - | 23 | 2.14% | 2.160% | 20.82399 |
| E2 | RXH | 212.000 | 1.32 | Imm | VVV | - | - | - | - | - | Twjuo | TTEW | - | - | 0.63% | 0.640% | 56.25590 |
| V1 | TSA | 719.000 | - | - | - | - | - | - | - | - | Jbkql | - | - | - | - | - | - |
| J3 | ZVD | 250.000 | 8.90 | Aaa | NNN | - | - | - | - | - | Jaojh | Qujfp | - | 15 | 1.30% | 1.310% | 44.11207 |
| H | ICV | 24.700 | - | - | - | - | - | - | - | - | Jhwcv | - | - | - | - | - | - |
Tranche Comments
V1: Registration: Vzitgy;
E2: Registration: Ehabma;
J3: Registration: Bxpcxg;
O4: Registration: Dixrxt;
H: Registration: Piabak;