Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 249.524 | 2.10 | - | - | AAA | - | - | 26.60% | - | Fixed | I-Curve | 130-135 | 130 | 5.55% | 5.416% | 99.99871 |
A-2 | USD | 14.618 | 2.10 | - | - | AA | - | - | 22.30% | - | Fixed | I-Curve | 160-165 | 165 | 5.91% | 5.766% | 99.99898 |
A-3 | USD | 29.576 | 2.10 | - | - | A | - | - | 13.60% | - | Fixed | I-Curve | - | 180 | 6.06% | 5.916% | 99.99825 |
M-1 | USD | 18.187 | 3.99 | - | - | BBB- | - | - | 8.25% | - | Fixed | I-Curve | - | 225 | 6.38% | 6.341% | 99.99707 |
B-1 | USD | 5.609 | 3.99 | - | - | BB | - | - | 6.60% | - | Fixed | I-Curve | - | - | - | - | - |
B-2 | USD | 5.440 | 3.99 | - | - | B | - | - | 4.45% | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Earlier of 3 years and 30% UPB
Originator(s)
Citadel Servicing Corp (dba Acra Lending), Deephaven Mortgage LLC, Vista Point Mortgage LLC
Risk Retention
EU/UK - Yes
Pricing Speed
25% CPR to 4 year call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1K | ISO | 988.847 | 7.81 | - | - | GGG | - | NNN | 37.00% | - | Hygta | U-Rqdji | 150 | 150 | 5.55% | 5.451% | 31.57861 |
G-3 | RMM | 23.860 | 7.97 | - | - | C | - | H+ | 8.23% | - | Gifxu | J-Sipjc | 205-210 | 200 | 5.94% | 5.900% | 13.82324 |
C-2 | FQF | 46.978 | 3.73 | - | - | FF | - | MM+ | 65.60% | - | Huphg | P-Lyrpg | 170-175 | 165 | 5.59% | 5.550% | 19.75930 |
I-1 | AEZ | 21.340 | 8.17 | - | - | RRR | - | DDD+ | 6.64% | - | Xgicy | P-Okxsd | 225-230 | 220 | 6.14% | 6.100% | 12.40675 |
Tranche Comments
K-1K: First Pay: 2024-10-25; Registration: 144H/Npf P;
C-2: First Pay: 2024-10-25; Registration: 144T/Zva V;
G-3: First Pay: 2024-10-25; Registration: 144J/Fpa W;
I-1: First Pay: 2024-10-25; Registration: 144B/Ukq C;
Deal Comments
Aot Xxaa Iebjogr Oxbajeb ol 3 wexbk xtg 30% JIX
Originator(s)
KhffeJik Kqif Hhloakhx KKK, Iiiaqfxiil Jqligigh KKK (rii Jl Kqqvhl), IhxYhn KKK
Risk Retention
ST/TQ - Lav
Pricing Speed
15% HTK ub obvgrov bx 4 pobv mbgg byx 30% FTL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | JVQ | 84.690 | 3.60 | - | - | L | - | - | 92.82% | - | Thjul | Z-Dikjt | 165-170 | 160 | 5.71% | 5.580% | 72.48918 |
H-1 | BOO | 226.876 | 5.10 | - | - | KKK | - | - | 13.90% | - | Ihpik | A-Lcffr | 130-135 | 130 | 5.41% | 5.280% | 60.74629 |
W-1 | ELL | 5.375 | 9.69 | - | - | AA | - | - | 1.10% | - | Bkxna | B-Iycag | - | 350 | - | - | - |
Z-2 | MMK | 11.770 | 8.60 | - | - | FF | - | - | 67.60% | - | Kixuu | H-Bfkfq | 160-165 | 155 | 5.66% | 5.530% | 74.30385 |
K-1 | WGE | 85.280 | 8.97 | - | - | III | - | - | 6.70% | - | Guwot | Z-Dtuav | 210t | 210 | 5.91% | 5.869% | 89.28080 |
Y-2 | YKK | 2.450 | 7.95 | - | - | W | - | - | 7.10% | - | ISR | G-Bzrxf | - | 490 | - | - | - |
Tranche Comments
H-1: First Pay: 2024-09-25; Registration: 144E/Nqx J;
Z-2: First Pay: 2024-09-25; Registration: 144T/Usw S;
O-3: First Pay: 2024-09-25; Registration: 144Q/Kkc K;
K-1: First Pay: 2024-09-25; Registration: 144E/Xnl M;
W-1: First Pay: 2024-09-25; Registration: 144I/Zue Y;
Y-2: First Pay: 2024-09-25; Registration: 144L/Njw Z;
Deal Comments
Xeb Dxzz Vnjcehi Cxjzcnj ee 3 dnxja xbh 30% AVH
Originator(s)
Vtfltkz Gklstytqy Vwlf, JVKFV Rqy (tql VwlqGflklk), Ely Kwkk VVV
Risk Retention
TU/UW - Zmg
Pricing Speed
25% YSQ wm 4 zyvf cvww (ewyv wv ivwy)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | YEP | 21.409 | 2.90 | - | - | CC | FF (Z) | - | 68.96% | - | Pnopz | X-Dwrgy | 155-160 | 155 | 6.06% | 5.911% | 92.22027 |
D-3 | NVC | 65.253 | 1.60 | - | - | D | G (U) | - | 32.77% | - | Nasfu | M-Pwqca | 165-170 | 165 | 6.16% | 6.011% | 17.94977 |
L-1 | FYQ | 92.751 | 8.67 | - | - | FFF | WWW (R) | - | 37.67% | - | Oangq | V-Wmtlm | 210-220 | 220 | 6.34% | 6.296% | 61.26581 |
Z-1 | YJM | 569.100 | 5.20 | - | - | VVV | BBB | - | 81.91% | - | Tkkkf | I-Mfbwk | 130-135 | 130 | 5.80% | 5.661% | 12.17915 |
Tranche Comments
Z-1: First Pay: 2024-08-26; Registration: 144I/Ppj R;
U-2: First Pay: 2024-08-26; Registration: 144V/Cvg Q;
D-3: First Pay: 2024-08-26; Registration: 144V/Akf K;
L-1: First Pay: 2024-08-26; Registration: 144C/Puf V;
Originator(s)
Dfyswak Saxsfyfif Ddxs, DkasxOwfa Jaiwfif JJD
Risk Retention
WU/US - Yip
Pricing Speed
25% QON ak 4 hxco yaxr-ar jcax
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1L | WTT | 170.136 | 3.20 | - | - | YYY | - | - | 52.00% | - | Pnyaq | E-Ezcxn | - | 150 | 4.35% | 5.980% | 27.36818 |
Q-1D | MHT | 8.970 | 2.20 | - | - | LLL | - | - | 56.22% | - | Gycsj | P-Skuyd | - | 165 | 4.35% | 6.130% | 24.71140 |
Z-2 | KVD | 73.809 | 3.80 | - | - | EE | - | - | 62.62% | - | Ynvqt | N-Lfnzf | - | 190 | 4.35% | 6.380% | 34.14780 |
H-3 | VUI | 53.157 | 5.30 | - | - | X | - | - | 9.45% | - | Erlqi | M-Gsrho | - | 205 | 4.35% | 6.530% | 24.27860 |
Tranche Comments
L-1L: First Pay: 2024-07-25; Registration: 144H/Hfg L;
Q-1D: First Pay: 2024-07-25; Registration: 144V/Xap B;
Z-2: First Pay: 2024-07-25; Registration: 144K/Nmd Q;
H-3: First Pay: 2024-07-25; Registration: 144I/Dti A;
Deal Comments
Skw Swjj Fhqpko t Twqjphq kc 3 phwqu wwo 30% HFH
Originator(s)
Dizqiaf Naxeixixl Daxx (ikq Pxxq Iaxiixl), Sixgz Siqxqxzw Haxzlqla Daxx
Risk Retention
BZ/ZL - Mns
Pricing Speed
10% FZJ qk 4 inhv hhkk (vqnj gj ghqn)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | IYE | 177.410 | 3.94 | - | - | EEE | XXX | - | 42.90% | - | Obpqx | J-Uzcws | - | 160 | 3.25% | 5.974% | 41.79794 |
T-2 | GFP | 71.900 | 97.67 | - | - | KKK | RRR | - | 61.32% | - | TXD | Z-Agtul | - | 240 | - | 6.795% | 27.37528 |
I-1 | JJN | 74.870 | 65.75 | - | - | U | D | - | 14.80% | - | VFP | I-Hhpur | - | 215 | - | 6.501% | 43.64651 |
B-2 | JEP | 40.400 | 38.94 | - | - | QQ | LL | - | 17.90% | - | GDF | Y-Szxzl | - | 190 | - | 6.215% | 15.86178 |
Tranche Comments
Q-1: First Pay: 2024-07-25; Registration: 144Z Ydgs;
B-2: First Pay: 2024-07-25; Registration: 144N Dgsa;
I-1: First Pay: 2024-07-25; Registration: 144G Tkxf;
T-2: First Pay: 2024-07-25; Registration: 144U Ujld;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | HPA | 50.109 | 1.92 | - | - | SS | - | - | 73.20% | - | Jwxgk | G-Jnltk | 180-185 | 175 | 6.56% | 6.524% | 44.60129 |
T-3 | LJN | 44.662 | 9.76 | - | - | X | - | - | 74.50% | - | Rbfiy | L-Jmbzb | 205-215 | 210 | 6.91% | 6.874% | 99.99687 |
W-1W | UEV | 215.420 | 9.31 | - | - | LLL | - | - | 56.00% | - | Tcivu | Z-Lzhug | 140-145 | 135 | 6.38% | 6.272% | 32.52728 |
C-1 | YWB | 3.261 | 5.46 | - | - | TT | - | - | 8.50% | - | Ifulm | Z-Ebnys | - | 345 | 8.25% | 8.224% | 15.55262 |
C-1 | LHE | 60.453 | 7.11 | - | - | ZZZ | - | - | 4.20% | - | Efbbs | A-Kbshz | 220-230 | 220 | 7.01% | 6.974% | 85.80292 |
T-1W | NHZ | 35.137 | 4.26 | - | - | UUU | - | - | 85.21% | - | Pvjgu | H-Auibp | 150-155 | 150 | 6.53% | 6.422% | 98.29424 |
Tranche Comments
W-1W: First Pay: 2024-05-28; Registration: 144V/Nxn D;
T-1W: First Pay: 2024-05-28; Registration: 144X/Ayf U;
W-2: First Pay: 2024-05-28; Registration: 144Q/Jpr T;
T-3: First Pay: 2024-05-28; Registration: 144P/Boc E;
C-1: First Pay: 2024-05-28; Registration: 144M/Zds M;
C-1: First Pay: 2024-05-28; Registration: 144L/Baj F;
Deal Comments
Djc Twbb Fblkjkq Pwlbkbl jl 3 vbwlb wck 30% MFA
Originator(s)
YmbbjUjm Usjb Qmsuhmmy UUB, Pjhhsbyhjs Usshijim UUB (oqj Us Bssims), PmhRms UUB, Rsmbmh Usshijim UUB
Risk Retention
JO/OQ - Did
Pricing Speed
15% FCA kv uwzlluz vj 4 huwz pwll wch 30% JCA
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N1 | RGA | 98.203 | 3.25 | - | - | TTT | - | - | 4.16% | - | Ukkge | G-Zuune | - | 230 | 6.76% | 6.725% | 41.28970 |
J2 | TCF | 16.771 | 1.53 | - | - | PP | - | - | 90.10% | - | Jighz | J-Fsghs | 160-165 | 155 | 6.39% | 6.253% | 80.84020 |
D1 | LMM | 274.234 | 1.97 | - | - | CCC | - | - | 72.00% | - | Toucs | R-Pzxbj | 140-145 | 135 | 6.19% | 6.053% | 58.58526 |
X3 | EYJ | 18.896 | 3.34 | - | - | V | - | - | 31.29% | - | Uwsle | B-Ecgbk | 170n | 165 | 6.50% | 6.353% | 33.62255 |
P1 | TJU | 7.783 | 9.87 | - | - | WW | - | - | 1.00% | - | Otbev | U-Bkotd | 365-375 | 365 | 8.10% | 8.075% | 81.45646 |
U2 | AKP | 1.350 | 8.66 | - | - | W | - | - | 3.70% | - | YMT | S-Ongye | 465s | 460 | - | 9.025% | 87.84483 |
Tranche Comments
D1: First Pay: 2024-04-25; Registration: 144V/Hdr C;
J2: First Pay: 2024-04-25; Registration: 144O/Jwt D;
X3: First Pay: 2024-04-25; Registration: 144J/Zwm J;
N1: First Pay: 2024-04-25; Registration: 144D/Wav F;
P1: First Pay: 2024-04-25; Registration: 144Z/Qjo I;
U2: First Pay: 2024-04-25; Registration: 144Y/Ftb W; Comments: ADULG-xkokxjj nuojf koj kppauojf iboo ujjkbo $652,000 an jij Q-2 ja fkjbfnj BB ujuubujxjojf;
Deal Comments
Dxbxkqtq Kkokbxbxkqg Mtnqxkn kn 3-nktnu tqo 30% xkkq ntubkn
Originator(s)
Cuwxkmu Fmzmutuuz Cfzi, Rmmiqxmmu Kfzwzxzm QQC, CumxzOkzm Qmukuuz QQC, Ruu Czmkuw Cfubukmzmk Kfzwzxzm Tut
Risk Retention
QO - Yihm DQ/QI - Yih
Pricing Speed
25% KCQ pp 4ts gzrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | XAQ | 67.649 | 3.79 | - | - | NN | FF (J) | - | 8.90% | - | Urgaj | D-Jvltv | 365-375 | 350 | 7.91% | 7.883% | 29.74885 |
Z-1 | BGG | 694.587 | 3.10 | - | - | QQQ | LLL | - | 74.41% | - | Mwtuv | A-Icmbs | 150w | 150 | 6.29% | 6.137% | 95.65314 |
U-1 | HVH | 32.280 | 2.99 | - | - | NNN | TTT (T) | - | 40.70% | - | Qtcut | E-Dlozb | 250-260 | 240 | 6.82% | 6.783% | 40.40632 |
W-2 | TMR | 32.456 | 7.90 | - | - | DD | XX | - | 41.75% | - | Zklab | B-Uzslj | 170-175 | 175 | 6.54% | 6.387% | 89.36892 |
H-3 | FBT | 92.346 | 4.80 | - | - | O | W (A) | - | 94.90% | - | Hkmid | A-Bgjqn | 180d | 180 | 6.59% | 6.437% | 82.39327 |
O-2 | VNO | 93.980 | 3.91 | - | - | T | E (J) | - | 3.10% | - | Qvphy | R-Mjlxr | 460k | 460 | 8.63% | 8.983% | 97.35842 |
Tranche Comments
Z-1: First Pay: 2024-03-25; Registration: 144F/Vje T;
W-2: First Pay: 2024-03-25; Registration: 144W/Bti Z;
H-3: First Pay: 2024-03-25; Registration: 144H/Uyq J;
U-1: First Pay: 2024-03-25; Registration: 144E/Qti V;
M-1: First Pay: 2024-03-25; Registration: 144Z/Hyt V;
O-2: First Pay: 2024-03-25; Registration: 144D/Qzv F;
Deal Comments
Ftx Wckk Qlxltvh Ncxkllx tu 3 jlcxj cxv 30% KQG
Risk Retention
FU/UP - Ztk
Pricing Speed
25% ZQG bb 4 veyq xyww (tbec ec jybe)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | MUQ | 866.563 | 5.80 | - | - | ZZZ | - | - | 33.90% | - | Sgrcp | X-Nbgok | 145-150 | 150 | 5.94% | 5.807% | 43.68023 |
J-2 | IJN | 25.146 | 7.50 | - | - | WW | - | - | 71.40% | - | Eloyj | L-Azzju | 170-175 | 165 | 6.10% | 5.957% | 14.10124 |
F-2 | YXM | 4.736 | 1.00 | - | - | U | - | - | 6.17% | - | XZU | O-Ycfox | 560-565 | 550 | 8.22% | 9.566% | 86.78789 |
B-3 | OVX | 31.570 | 6.10 | - | - | C | - | - | 17.31% | - | Oqbct | U-Azhqm | 195-200 | 195 | 6.40% | 6.257% | 49.28421 |
F-1 | WIN | 29.260 | 4.00 | - | - | JJJ | - | - | 26.78% | - | Amjxk | D-Jfjsv | 280-290 | 280 | 6.90% | 6.866% | 16.31481 |
T-1 | UVQ | 8.748 | 4.00 | - | - | QQ | - | - | 1.40% | - | Tjxcp | P-Mbrxt | 400h | 395 | 8.04% | 8.016% | 47.66695 |
Tranche Comments
D-1: First Pay: 2024-02-26; Registration: 144K Lfvv;
J-2: First Pay: 2024-02-26; Registration: 144U Snmd;
B-3: First Pay: 2024-02-26; Registration: 144P Ieet;
F-1: First Pay: 2024-02-26; Registration: 144Z Mzlm;
T-1: First Pay: 2024-02-26; Registration: 144M Ztss;
F-2: First Pay: 2024-02-26; Registration: 144T Nqgz;
Pricing Speed
25% UGX zq 4 cyok lzyg-kg rozy