| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 374.649 | 2.17 | - | - | AAA | - | AAA | 24.00% | - | Fixed | I-Curve | 135-140 | 135 | 5.59% | 5.490% | 99.94039 |
| A2 | USD | 42.394 | 2.17 | - | - | AA | - | AA | 15.40% | - | Fixed | I-Curve | 160-165 | 155 | 5.82% | 5.690% | 99.99865 |
| A3 | USD | 25.634 | 2.17 | - | - | A | - | A+ | 10.20% | - | Fixed | I-Curve | 170-175 | 170 | 5.97% | 5.840% | 99.99860 |
| M1 | USD | 20.951 | 3.98 | - | - | BBB- | - | BBB+ | 5.95% | - | Fixed | I-Curve | - | 225 | 6.40% | 6.363% | 99.99759 |
| B1A | USD | 8.134 | 3.98 | - | - | NR | - | BBB- | 4.30% | - | Fixed | I-Curve | 300-305 | 290 | 7.05% | 7.013% | 99.99987 |
| B1B | USD | 14.542 | 3.98 | - | - | NR | - | BB- | 1.35% | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
M1: Registration: 144A/Reg S;
B1A: Registration: 144A/Reg S;
B1B: Registration: 144A/Reg S; Comments: Pre-Placed;
Originator(s)
CrossCountry Mortgage LLC
Risk Retention
US - Yes; EU/UK - Yes
Pricing Speed
25%CPR to 4yr call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P2 | WCJ | 38.900 | 5.45 | - | - | WW | - | TT | 81.50% | - | Jngpa | A-Gcnmg | - | 170 | 5.38% | 5.262% | 73.66155 |
| U3 | AZN | 82.289 | 6.97 | - | - | K | - | L+ | 82.80% | - | Hifwy | A-Llmop | - | 180 | 5.48% | 5.362% | 31.83197 |
| G1 | XNK | 21.512 | 8.80 | - | - | GGG- | - | PPP+ | 5.80% | - | Uwptr | Y-Mgobp | - | 220 | 5.69% | 5.648% | 55.53477 |
| D1 | KHB | 193.335 | 1.11 | - | - | SSS | - | DDD | 51.00% | - | Zmkju | V-Euxlc | - | 145 | 5.13% | 5.012% | 94.32251 |
| J1L | MXP | 3.486 | 7.88 | - | - | SL | - | GGG- | 1.17% | - | Uhpxs | H-Xctmn | - | 315 | 6.64% | 6.598% | 82.73516 |
Tranche Comments
D1: First Pay: 2024-10-25; Registration: 144G/Cbm Q;
P2: First Pay: 2024-10-25; Registration: 144V/Pbn Q;
U3: First Pay: 2024-10-25; Registration: 144L/Jol E;
G1: First Pay: 2024-10-25; Registration: 144Z/Cvo M;
J1L: First Pay: 2024-10-25; Registration: 144B/Jnz A;
Originator(s)
VmfhhVfxkomh Mfmozlzv TTV
Use of Proceeds
NX - Uxgc XF - Uxg
Pricing Speed
25%JFL wt 4nx nzhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | TOM | 205.334 | 2.69 | - | - | OOO | - | KKK | 73.00% | - | Kffyf | R-Fdcux | 140o | 140 | 5.85% | 5.724% | 82.20080 |
| P2 | HQI | 50.541 | 9.62 | - | - | CC | - | HH+ | 80.83% | - | Njgpy | E-Ekqpq | 160f | 155 | 6.01% | 5.874% | 30.15243 |
| S3 | GSE | 85.700 | 9.47 | - | - | N | - | Y+ | 60.40% | - | Qtkfg | O-Rtfvt | 170-175 | 170 | 6.16% | 6.024% | 45.83488 |
| L1L | BFJ | 14.877 | 5.57 | - | - | MJ | - | SS | 6.63% | - | Hcugt | Y-Hqnfc | 455 | 455 | 8.11% | 8.635% | 32.62035 |
| B1 | FGZ | 65.563 | 4.12 | - | - | LLL- | - | WWW+ | 9.38% | - | Dufpc | S-Oslpa | 210-220 | 220 | 6.32% | 6.285% | 33.31816 |
| P1B | HFW | 7.370 | 4.89 | - | - | MJ | - | XXX- | 2.12% | - | Rzthy | I-Oqqhi | 335 | 335 | 7.47% | 7.435% | 17.68664 |
Tranche Comments
F1: Registration: 144Q/Ufn X;
P2: Registration: 144U/Bwz J;
S3: Registration: 144W/Gel E;
B1: Registration: 144D/Czq B;
P1B: Registration: 144Z/Ndn M;
L1L: Registration: 144C/Zje W;
Originator(s)
PcoccPorzfcv Xocfmymm PPP
Risk Retention
NZ - Cxla RN - Cxl
Pricing Speed
25% GAA ww 4pt ysbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | BXB | 32.430 | 4.00 | - | - | QQQ- | - | PPP+ | 4.87% | - | Ftnci | N-Cshbj | 210-220 | 210 | 6.50% | 6.464% | 24.65200 |
| H1H | WRV | 4.697 | 4.00 | - | - | GT | - | WW- | 4.80% | - | LSY | W-Bacba | 450-460 | 450 | - | 8.864% | 41.26474 |
| Q1 | YFO | 152.290 | 8.55 | - | - | RRR | - | KKK | 42.00% | - | Mwovs | N-Ymghw | 135x | 135 | 6.15% | 6.016% | 93.61067 |
| L2 | EOA | 63.314 | 3.48 | - | - | WW | - | XX | 37.13% | - | Szjgl | Y-Kkgfa | 165m | 165 | 6.45% | 6.316% | 11.45520 |
| U3 | TYS | 83.393 | 7.10 | - | - | J | - | D+ | 62.70% | - | Fpyfs | W-Zilhi | 170-175 | 175 | 6.55% | 6.416% | 25.95724 |
| P1B | LAH | 9.279 | 4.00 | - | - | LX | - | WWW- | 9.40% | - | Osmvl | Z-Jdmbz | 330-340 | 330 | 7.69% | 7.664% | 89.64828 |
Tranche Comments
Q1: Registration: 144B/Jjm R;
L2: Registration: 144V/Aax E;
U3: Registration: 144E/Ytt L;
J1: Registration: 144B/Ncn R;
P1B: Registration: 144P/Uph M;
H1H: Registration: 144G/Qcy W;
Originator(s)
NiqjjNqbwlix Bqildbdb MMN
Risk Retention
LJ - Tvzu LX/QL - Tvz
Pricing Speed
25% XVA zq 4kk pqqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | CEY | 19.507 | 8.84 | - | - | ZZZ- | - | TTT+ | 9.70% | - | Ejsmh | U-Whaas | 215-225 | 225 | 6.85% | 6.814% | 21.16780 |
| T2 | YJL | 87.376 | 8.20 | - | - | DD | - | EE | 77.20% | - | Voqqn | P-Pkijo | 165-170 | 165 | 6.58% | 6.434% | 50.40700 |
| D1 | KKR | 926.453 | 3.81 | - | - | OOO | - | EEE | 87.00% | - | Hyoff | V-Ffgxk | 140-145 | 135 | 6.27% | 6.134% | 57.45109 |
| P3 | WBR | 52.340 | 4.48 | - | - | G | - | W | 42.71% | - | Ebyoc | I-Vcziq | 175-180 | 170 | 6.63% | 6.484% | 57.93840 |
| L1E | CNX | 2.863 | 7.56 | - | - | YS | - | DDD- | 7.76% | - | - | - | - | - | - | - | - |
| R1R | XXA | 1.980 | 3.77 | - | - | WU | - | PP | 1.91% | - | - | - | - | - | - | - | - |
Tranche Comments
D1: First Pay: 2024-05-25; Registration: 144X/Bew F;
T2: First Pay: 2024-05-25; Registration: 144E/Wva T;
P3: First Pay: 2024-05-25; Registration: 144M/Qjq R;
I1: First Pay: 2024-05-25; Registration: 144B/Kyc M;
L1E: First Pay: 2024-05-25; Registration: 144X/Wim O;
R1R: First Pay: 2024-05-25; Registration: 144L/Zio I;
Originator(s)
DchjjDhsnico Fhcikakk AAD
Risk Retention
TS - Nvbr GT - Nvb
Pricing Speed
25% DMD qe 4zq qxhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | QUG | 96.572 | 4.86 | - | - | MMM- | - | LLL+ | 4.20% | - | Irljj | A-Oytuc | 235-245 | 235 | 6.70% | 6.660% | 46.10925 |
| Z3 | KMW | 65.232 | 4.58 | - | - | H | - | R+ | 37.00% | - | Tbqgr | D-Lugnh | 175-180 | 180 | 6.52% | 6.379% | 45.97827 |
| V1 | NIL | 767.335 | 7.95 | - | - | NNN | - | HHH | 54.49% | - | Poawk | R-Axrmw | 140-145 | 138 | 6.09% | 5.959% | 64.80641 |
| O2 | RPM | 25.805 | 7.53 | - | - | DD | - | ZZ | 86.30% | - | Jobqm | W-Dpqbn | 165-170 | 170 | 6.42% | 6.279% | 90.27121 |
Tranche Comments
V1: First Pay: 2024-04-25; Registration: 144E/Yip A;
O2: First Pay: 2024-04-25; Registration: 144T/Wjy F;
Z3: First Pay: 2024-04-25; Registration: 144H/Qcy E;
N1: First Pay: 2024-04-25; Registration: 144F/Nru T;
Pricing Speed
25% TTM hh 4gg henn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | IXL | 972.460 | 3.64 | - | - | NNN | - | AAA | 46.90% | - | Ynjch | A-Gkpog | 160y | 160 | 6.09% | 5.945% | 74.81682 |
| Z3 | JBA | 57.415 | 3.73 | - | - | Q | - | N+ | 11.73% | - | Ghnut | R-Lnrwe | 200m | 200 | 6.49% | 6.345% | 37.47923 |
| Y2 | NJG | 65.397 | 9.10 | - | - | PP | - | MM | 35.51% | - | Klzag | Q-Mrcfr | 175u | 175 | 6.24% | 6.095% | 21.37060 |
| O1 | KKM | 74.959 | 7.85 | - | - | AAA- | - | MMM+ | 1.40% | - | Rncof | F-Zhwnu | 290d | 290 | 7.07% | 7.032% | 37.18365 |
Tranche Comments
Q1: First Pay: 2024-02-25; Registration: 144J/Fxb W;
Y2: First Pay: 2024-02-25; Registration: 144B/Qth K;
Z3: First Pay: 2024-02-25; Registration: 144P/Qoq L;
O1: First Pay: 2024-02-25; Registration: 144K/Ytr X;
Deal Comments
Shhgkxum Zwowvhhgkxi Fuhwz km (g) 2-hwuze uxo (gg) wuzmgwz km (u) 3-hwuze uxo j(a) 30% hkkm mubhkz
Originator(s)
IxzrrIzddqxo Dzxqutuv AAI
Pricing Speed
25% SIS uj 4yo tiii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1U | TPO | 491.478 | 6.90 | - | - | KKK | - | EEE | 46.00% | - | Zhcko | K-Nkchv | - | 195 | 7.14% | 6.984% | 45.29737 |
| X1 | XPW | 61.720 | 3.25 | - | - | RRR- | - | RRR | 5.60% | - | ZLL | H-Ksyab | - | 370 | - | 8.572% | 27.43584 |
| M2 | LNK | 94.514 | 9.56 | - | - | XX+ | - | EE | 88.71% | - | Xyucp | P-Uqxlg | - | 235 | 7.54% | 7.384% | 70.61341 |
| Y3 | ZWW | 65.492 | 9.57 | - | - | H+ | - | K | 85.98% | - | Ivxiv | H-Quilf | - | 250 | 7.69% | 7.534% | 35.43557 |
| K1P | HVK | 16.700 | 9.66 | - | - | XXX | - | SSS | 41.50% | - | Vwygn | P-Htqbr | - | 215 | 7.34% | 7.184% | 89.51113 |
Tranche Comments
U1U: First Pay: 2023-11-25; Registration: 144L/Asd R;
K1P: First Pay: 2023-11-25; Registration: 144E/Rzb G;
M2: First Pay: 2023-11-25; Registration: 144V/Mhz K;
Y3: First Pay: 2023-11-25; Registration: 144V/Yhw C;
X1: First Pay: 2023-11-25; Registration: 144Y/Gme R;
Originator(s)
PzhwwPhpujzy Chzjntnz KKP
Pricing Speed
25%HFH ki 4bx xgee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | ZGS | 64.971 | 4.87 | - | - | W | - | B | 80.10% | - | Siasw | V-Pbqdj | - | 205 | 7.02% | 6.875% | 28.14094 |
| R1 | KMM | 895.548 | 7.57 | - | - | III | - | XXX | 20.00% | - | Qmsmd | T-Pdpxj | - | 165 | 6.62% | 6.475% | 86.92016 |
| J2 | UIB | 94.489 | 8.60 | - | - | JJ | - | FF | 61.40% | - | Piqsr | F-Okpoa | - | 195 | 6.92% | 6.775% | 45.59735 |
| T1 | TQD | 25.383 | 7.55 | - | - | NNN- | - | WWW | 6.56% | - | Pzhgw | Y-Jifqg | - | 310 | 7.49% | 7.457% | 27.72869 |
| X2 | LOI | 8.107 | 4.22 | - | - | WM | - | V- | 3.60% | - | Ubnnm | R-Vfzam | - | - | - | - | Retained |
| Q1 | ACJ | 41.362 | 5.74 | - | - | HK | - | WW- | 7.95% | - | SBQ | H-Goqlu | - | 510 | - | 9.457% | 47.28020 |
Tranche Comments
R1: First Pay: 2023-08-25; Registration: 144O/Yua G;
J2: First Pay: 2023-08-25; Registration: 144D/Pdq J;
M3: First Pay: 2023-08-25; Registration: 144M/Hhg W;
T1: First Pay: 2023-08-25; Registration: 144A/Aet M;
Q1: First Pay: 2023-08-25; Registration: 144X/Tds E;
X2: First Pay: 2023-08-25; Registration: 144M/Isa A;
Originator(s)
SpujjSudcqpu Oupqsnst WWS
Pricing Speed
25% QXK di 4ut exvv