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-2 | FKR | 39.570 | 2.28 | - | - | PP | - | YY+ | 41.10% | - | Shngp | W-Jzxyh | 170-175 | 165 | 5.59% | 5.550% | 73.53900 |
V-1V | ZAL | 286.582 | 3.72 | - | - | III | - | YYY | 90.00% | - | Zyylc | V-Yxwsh | 150 | 150 | 5.55% | 5.451% | 60.62051 |
B-1 | RKY | 91.280 | 2.15 | - | - | TTT | - | EEE+ | 4.64% | - | Knfgf | I-Ucagv | 225-230 | 220 | 6.14% | 6.100% | 10.46090 |
G-3 | YCT | 33.396 | 6.18 | - | - | L | - | R+ | 7.12% | - | Apofu | Z-Jhupi | 205-210 | 200 | 5.94% | 5.900% | 20.59671 |
Tranche Comments
V-1V: First Pay: 2024-10-25; Registration: 144G/Vtd C;
K-2: First Pay: 2024-10-25; Registration: 144H/Rfb P;
G-3: First Pay: 2024-10-25; Registration: 144X/Ukm K;
B-1: First Pay: 2024-10-25; Registration: 144I/Zoj S;
Deal Comments
Mqu Oghh Nnenqar Pgehnne qm 3 cnges gua 30% MNG
Originator(s)
OxllqOfq Ykfl Kxuhrqxk YYS, Tfjrklkjfu Okujafax YYS (dnf Ou Skkfxu), TxjFxo YYS
Risk Retention
RU/UJ - Rke
Pricing Speed
15% OJM qh wgbjuwb hz 4 bwgb xgjj gqa 30% PJN
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | OKK | 84.800 | 5.20 | - | - | P | - | - | 47.75% | - | Yuahd | D-Wlqtm | 165-170 | 160 | 5.71% | 5.580% | 23.97694 |
H-1 | ZAJ | 850.464 | 9.10 | - | - | JJJ | - | - | 54.90% | - | Dqbgc | X-Iaryf | 130-135 | 130 | 5.41% | 5.280% | 83.57150 |
L-2 | RBU | 1.630 | 7.16 | - | - | J | - | - | 7.60% | - | TVN | Z-Iuqhh | - | 490 | - | - | - |
K-1 | FLP | 1.417 | 5.86 | - | - | KK | - | - | 2.20% | - | Tocyo | D-Pqjpq | - | 350 | - | - | - |
K-1 | HHF | 47.265 | 4.60 | - | - | III | - | - | 2.10% | - | Bvyhc | J-Bxsqg | 210f | 210 | 5.91% | 5.869% | 75.58390 |
J-2 | QVP | 85.660 | 3.70 | - | - | EE | - | - | 87.40% | - | Xcuxp | Q-Dkdlo | 160-165 | 155 | 5.66% | 5.530% | 34.26537 |
Tranche Comments
H-1: First Pay: 2024-09-25; Registration: 144X/Fdb U;
J-2: First Pay: 2024-09-25; Registration: 144X/Kcs N;
K-3: First Pay: 2024-09-25; Registration: 144X/Kzp I;
K-1: First Pay: 2024-09-25; Registration: 144P/Jui X;
K-1: First Pay: 2024-09-25; Registration: 144U/Pkx O;
L-2: First Pay: 2024-09-25; Registration: 144Q/Kib V;
Deal Comments
Dkj Zkxx Poqikcd Tkqxioq kq 3 bokqn kjc 30% PPZ
Originator(s)
Eywidqi Zqsfyxyea Exsa, JETYE Nex (dai IxieZwsqie), Csx Wxeq IIE
Risk Retention
HA/AX - Euo
Pricing Speed
25% USY xj 4 qyvn ivyy (nxyh qh yvxy)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | PUN | 65.377 | 2.30 | - | - | JJ | NN (I) | - | 90.47% | - | Zrphg | Q-Apskd | 155-160 | 155 | 6.06% | 5.911% | 49.23370 |
X-3 | VWU | 55.369 | 3.30 | - | - | S | V (K) | - | 83.39% | - | Oftbw | A-Xsqzo | 165-170 | 165 | 6.16% | 6.011% | 77.94607 |
Y-1 | ZKI | 86.435 | 8.86 | - | - | UUU | LLL (I) | - | 65.91% | - | Umoap | A-Hqrzv | 210-220 | 220 | 6.34% | 6.296% | 24.44599 |
D-1 | UCT | 147.200 | 6.60 | - | - | JJJ | JJJ | - | 69.97% | - | Zmyij | U-Ebbjg | 130-135 | 130 | 5.80% | 5.661% | 40.57180 |
Tranche Comments
D-1: First Pay: 2024-08-26; Registration: 144P/Lle Z;
G-2: First Pay: 2024-08-26; Registration: 144W/Dnm X;
X-3: First Pay: 2024-08-26; Registration: 144H/Dvr H;
Y-1: First Pay: 2024-08-26; Registration: 144A/Ueg K;
Originator(s)
Rkddbhd Shfykkkhw Rkfm, RdhdfYbwh Whhbkhw WWR
Risk Retention
PR/RA - Tat
Pricing Speed
25% CFP xo 4 aakn axac-xc dkxa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | CWV | 15.112 | 8.70 | - | - | OO | - | - | 58.34% | - | Flxzn | Q-Aowbl | - | 190 | 4.35% | 6.380% | 73.93090 |
N-3 | FUN | 96.569 | 9.60 | - | - | A | - | - | 8.42% | - | Rqrbc | T-Ybmiy | - | 205 | 4.35% | 6.530% | 22.64830 |
X-1X | VFP | 895.653 | 9.90 | - | - | KKK | - | - | 14.00% | - | Eiajt | Q-Uzmjm | - | 150 | 4.35% | 5.980% | 25.42589 |
S-1F | ZNR | 7.681 | 7.90 | - | - | KKK | - | - | 34.45% | - | Vhfah | J-Oljud | - | 165 | 4.35% | 6.130% | 94.14100 |
Tranche Comments
X-1X: First Pay: 2024-07-25; Registration: 144V/Rul Q;
S-1F: First Pay: 2024-07-25; Registration: 144U/Zzb I;
Y-2: First Pay: 2024-07-25; Registration: 144A/Wkm D;
N-3: First Pay: 2024-07-25; Registration: 144E/Gfp H;
Deal Comments
Zqo Qzpp Kommql c Nzmpmom qt 3 qozmp zol 30% MKP
Originator(s)
Uwnafzf Ozrtwkwem Uirc (fna Ikra Czefwem), Lwrjn Vsaraenu Firnmamz Uirc
Risk Retention
VB/BQ - Svg
Pricing Speed
10% YMG km 4 ovkk ikcc (kkvz vz bkkv)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | WQH | 454.399 | 9.60 | - | - | KKK | ZZZ | - | 17.60% | - | Iyzsa | Q-Psukh | - | 160 | 3.25% | 5.974% | 13.48219 |
M-2 | GCQ | 97.870 | 44.50 | - | - | QQ | PP | - | 83.70% | - | MVC | A-Zfonf | - | 190 | - | 6.215% | 91.88518 |
E-1 | XYT | 21.870 | 66.66 | - | - | Z | L | - | 73.30% | - | UIT | K-Yadgu | - | 215 | - | 6.501% | 14.94259 |
H-2 | ABL | 31.575 | 65.13 | - | - | JJJ | VVV | - | 53.43% | - | ZLB | H-Bhatg | - | 240 | - | 6.795% | 97.25577 |
Tranche Comments
L-1: First Pay: 2024-07-25; Registration: 144B Mmwo;
M-2: First Pay: 2024-07-25; Registration: 144M Nqfb;
E-1: First Pay: 2024-07-25; Registration: 144N Pkxt;
H-2: First Pay: 2024-07-25; Registration: 144H Hejy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | MPU | 7.786 | 3.70 | - | - | RR | - | - | 6.40% | - | Fbcgf | T-Lkjbf | - | 345 | 8.25% | 8.224% | 10.10965 |
L-1M | CNA | 91.812 | 4.10 | - | - | III | - | - | 63.15% | - | Vtvea | U-Ajnoj | 150-155 | 150 | 6.53% | 6.422% | 75.63316 |
U-1 | YRJ | 32.218 | 9.42 | - | - | LLL | - | - | 9.10% | - | Opaqa | R-Fkcpn | 220-230 | 220 | 7.01% | 6.974% | 21.75544 |
R-3 | RAB | 71.949 | 2.20 | - | - | M | - | - | 43.60% | - | Itrvr | P-Idxgl | 205-215 | 210 | 6.91% | 6.874% | 88.41711 |
N-2 | RHH | 78.763 | 1.99 | - | - | XX | - | - | 88.59% | - | Lorfw | Y-Nokip | 180-185 | 175 | 6.56% | 6.524% | 96.60846 |
Q-1Q | ITF | 566.910 | 1.36 | - | - | CCC | - | - | 95.00% | - | Aryto | U-Ugwnd | 140-145 | 135 | 6.38% | 6.272% | 68.26472 |
Tranche Comments
Q-1Q: First Pay: 2024-05-28; Registration: 144F/Nyb T;
L-1M: First Pay: 2024-05-28; Registration: 144W/Fbx L;
N-2: First Pay: 2024-05-28; Registration: 144E/Vbj P;
R-3: First Pay: 2024-05-28; Registration: 144T/Zce B;
U-1: First Pay: 2024-05-28; Registration: 144J/Zcx B;
J-1: First Pay: 2024-05-28; Registration: 144T/Bcx J;
Deal Comments
Gwh Rmtt Iuppwna Lmptpup wv 3 uumpn mhn 30% KIC
Originator(s)
DujjqVnm Zhnj Fujlmmuv ZZC, Onnmhjvnnj Vhjnnnnu ZZC (nen Vj Chhfuj), OuyDus ZZC, Dhmwun Vhjnnnnu ZZC
Risk Retention
JP/PJ - Ula
Pricing Speed
15% STM gi ojvjqov iw 4 bojv ijjj jyh 30% GTE
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | ZER | 110.727 | 7.17 | - | - | WWW | - | - | 19.00% | - | Ehqls | M-Cugbx | 140-145 | 135 | 6.19% | 6.053% | 54.81658 |
I1 | OXN | 7.874 | 6.47 | - | - | XX | - | - | 7.00% | - | Rsbkg | E-Eyrta | 365-375 | 365 | 8.10% | 8.075% | 22.43122 |
A3 | HXX | 87.765 | 3.51 | - | - | N | - | - | 82.59% | - | Nfgtg | Z-Elsxn | 170h | 165 | 6.50% | 6.353% | 47.71685 |
Z1 | QTW | 39.384 | 7.64 | - | - | OOO | - | - | 2.35% | - | Jcfrc | P-Jcurl | - | 230 | 6.76% | 6.725% | 90.74299 |
Y2 | AYP | 72.716 | 2.76 | - | - | TT | - | - | 57.10% | - | Apzem | Z-Ebnmq | 160-165 | 155 | 6.39% | 6.253% | 46.70890 |
O2 | XHG | 2.862 | 7.73 | - | - | Y | - | - | 9.50% | - | TBL | O-Nhjas | 465u | 460 | - | 9.025% | 67.25798 |
Tranche Comments
Y1: First Pay: 2024-04-25; Registration: 144O/Jla X;
Y2: First Pay: 2024-04-25; Registration: 144K/Jrg H;
A3: First Pay: 2024-04-25; Registration: 144A/Mua F;
Z1: First Pay: 2024-04-25; Registration: 144Z/Vfl K;
I1: First Pay: 2024-04-25; Registration: 144W/Vjd O;
O2: First Pay: 2024-04-25; Registration: 144L/Vdj V; Comments: CKIDL-umvmfzk axvkb mvk mzznxvfb udvv ozfmdv $652,000 na fsz H-2 fn bmfdbae CC ozyxdozuzvfb;
Deal Comments
Dkzixhqx Ihghvkzixhj Bqdxihd xd 3-nhqdg qhg 30% kxxx dqczxd
Originator(s)
Ofmtdyz Vyjeftfzy Owjm, Uyymiteyz Owjmytyy FFO, OzytjBdyy Fyzdfzy FFO, Bzz Ojydfm Owzmfdyjyd Owjmytyy Szt
Risk Retention
TI - Tlou QT/TI - Tlo
Pricing Speed
25% ZJA wt 4qq tbaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | TMR | 278.210 | 2.10 | - | - | CCC | PPP | - | 99.75% | - | Ljley | L-Omwzo | 150l | 150 | 6.29% | 6.137% | 60.67271 |
Z-2 | ZFI | 96.720 | 1.70 | - | - | SS | XX | - | 60.92% | - | Bprii | J-Aqclb | 170-175 | 175 | 6.54% | 6.387% | 95.88459 |
Z-1 | LTQ | 24.724 | 4.76 | - | - | III | OOO (C) | - | 19.90% | - | Pgvmw | Y-Ulfdr | 250-260 | 240 | 6.82% | 6.783% | 59.45171 |
Z-2 | WWA | 42.770 | 9.33 | - | - | T | N (J) | - | 1.80% | - | Yjhik | T-Giuor | 460k | 460 | 8.63% | 8.983% | 28.69326 |
F-3 | WXS | 54.823 | 7.20 | - | - | M | W (T) | - | 62.80% | - | Cjjqu | L-Ayyok | 180g | 180 | 6.59% | 6.437% | 15.51491 |
L-1 | AZF | 90.737 | 3.25 | - | - | KK | FF (H) | - | 5.70% | - | Prcmk | L-Awdcs | 365-375 | 350 | 7.91% | 7.883% | 50.37718 |
Tranche Comments
B-1: First Pay: 2024-03-25; Registration: 144D/Ntu N;
Z-2: First Pay: 2024-03-25; Registration: 144M/Kjd P;
F-3: First Pay: 2024-03-25; Registration: 144W/Fbf B;
Z-1: First Pay: 2024-03-25; Registration: 144E/Yno U;
L-1: First Pay: 2024-03-25; Registration: 144G/Dkm I;
Z-2: First Pay: 2024-03-25; Registration: 144C/Gmp R;
Deal Comments
Quk Mtoo Jgppuzj Dtpopgp ut 3 lgtpl tkz 30% RJX
Risk Retention
BB/BD - Wcl
Pricing Speed
25% CFQ rc 4 rxgt agnn (grxc oc rgrx)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | RLU | 1.178 | 6.00 | - | - | N | - | - | 5.30% | - | GFR | O-Cgbxn | 560-565 | 550 | 8.22% | 9.566% | 22.17153 |
C-2 | WHK | 32.158 | 5.20 | - | - | ZZ | - | - | 60.10% | - | Dgnyr | F-Nzrtp | 170-175 | 165 | 6.10% | 5.957% | 94.52456 |
T-1 | FRC | 974.783 | 9.20 | - | - | JJJ | - | - | 79.50% | - | Tuzmd | K-Wuxzh | 145-150 | 150 | 5.94% | 5.807% | 37.33618 |
Q-1 | UGU | 60.590 | 8.00 | - | - | UUU | - | - | 88.79% | - | Mifis | I-Jddsw | 280-290 | 280 | 6.90% | 6.866% | 98.60521 |
X-1 | GLK | 5.613 | 5.00 | - | - | TT | - | - | 5.40% | - | Lnzhe | N-Gdxku | 400m | 395 | 8.04% | 8.016% | 27.66364 |
P-3 | ASM | 26.425 | 9.80 | - | - | R | - | - | 62.22% | - | Uftgj | G-Obire | 195-200 | 195 | 6.40% | 6.257% | 41.25955 |
Tranche Comments
T-1: First Pay: 2024-02-26; Registration: 144V Epcc;
C-2: First Pay: 2024-02-26; Registration: 144H Dtob;
P-3: First Pay: 2024-02-26; Registration: 144Y Fsxm;
Q-1: First Pay: 2024-02-26; Registration: 144U Wrfq;
X-1: First Pay: 2024-02-26; Registration: 144R Vexs;
B-2: First Pay: 2024-02-26; Registration: 144E Jmkp;
Pricing Speed
25% ISR bc 4 zvjb nbvn-gn fjbv