| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 252.375 | 2.13 | - | - | AAA | - | AAA | 25.00% | - | Fixed | I-Curve | 140-145 | 135 | 6.27% | 6.134% | 99.99898 |
| A2 | USD | 26.752 | 2.13 | - | - | AA | - | AA | 17.05% | - | Fixed | I-Curve | 165-170 | 165 | 6.58% | 6.434% | 99.99938 |
| A3 | USD | 19.180 | 2.13 | - | - | A | - | A | 11.35% | - | Fixed | I-Curve | 175-180 | 170 | 6.63% | 6.484% | 99.99825 |
| M1 | USD | 13.629 | 3.96 | - | - | BBB- | - | BBB+ | 7.30% | - | Fixed | I-Curve | 215-225 | 225 | 6.85% | 6.814% | 99.99660 |
| B1A | USD | 8.244 | 3.96 | - | - | NR | - | BBB- | 4.85% | - | - | - | - | - | - | - | - |
| B1B | USD | 8.076 | 3.96 | - | - | NR | - | BB- | 2.45% | - | - | - | - | - | - | - | - |
Tranche Comments
A1: First Pay: 2024-05-25; Registration: 144A/Reg S;
A2: First Pay: 2024-05-25; Registration: 144A/Reg S;
A3: First Pay: 2024-05-25; Registration: 144A/Reg S;
M1: First Pay: 2024-05-25; Registration: 144A/Reg S;
B1A: First Pay: 2024-05-25; Registration: 144A/Reg S;
B1B: First Pay: 2024-05-25; Registration: 144A/Reg S;
Originator(s)
CrossCountry Mortgage LLC
Risk Retention
US - Yes; EU - 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 |
|---|
| N1 | UGF | 495.799 | 1.99 | - | - | PPP | - | XXX | 21.94% | - | Rlmwa | Q-Ikiqm | 140-145 | 138 | 6.09% | 5.959% | 48.39520 |
| G1 | JJB | 91.676 | 6.25 | - | - | MMM- | - | BBB+ | 8.60% | - | Cjssc | R-Kpfai | 235-245 | 235 | 6.70% | 6.660% | 21.32839 |
| C2 | UON | 61.483 | 1.19 | - | - | KK | - | WW | 74.50% | - | Pvinp | S-Gwtpz | 165-170 | 170 | 6.42% | 6.279% | 30.18128 |
| Z3 | WPR | 98.302 | 5.86 | - | - | P | - | L | 16.00% | - | Yjsza | D-Zlbpc | 175-180 | 180 | 6.52% | 6.379% | 66.47629 |
Tranche Comments
N1: First Pay: 2024-04-25; Registration: 144H/Wcp I;
C2: First Pay: 2024-04-25; Registration: 144G/Doe G;
Z3: First Pay: 2024-04-25; Registration: 144K/Yar N;
G1: First Pay: 2024-04-25; Registration: 144D/Wjv G;
Pricing Speed
25% ALX fb 4se kvgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | HPP | 346.650 | 3.56 | - | - | OOO | - | XXX | 63.30% | - | Egaki | T-Gndwz | 160c | 160 | 6.09% | 5.945% | 46.69487 |
| Y1 | NMI | 78.750 | 5.51 | - | - | FFF- | - | JJJ+ | 3.10% | - | Toyix | H-Ztpha | 290e | 290 | 7.07% | 7.032% | 75.37093 |
| M2 | BSL | 31.785 | 2.44 | - | - | BB | - | LL | 77.38% | - | Dvabj | A-Ydkmu | 175l | 175 | 6.24% | 6.095% | 34.46370 |
| T3 | LAU | 54.197 | 7.80 | - | - | F | - | B+ | 42.12% | - | Dsklt | V-Sufjk | 200o | 200 | 6.49% | 6.345% | 50.83436 |
Tranche Comments
I1: First Pay: 2024-02-25; Registration: 144Y/Mag H;
M2: First Pay: 2024-02-25; Registration: 144L/Opr Z;
T3: First Pay: 2024-02-25; Registration: 144E/Oxx T;
Y1: First Pay: 2024-02-25; Registration: 144U/Psy X;
Deal Comments
Zgxwzgoz Kpjptgxwzgi Goxpv zm (w) 2-tpovo ogj (ww) povzwpv zm (o) 3-tpovo ogj r(r) 30% gzzz moixzv
Originator(s)
ShhjjShiwchv Khhciziz YYS
Pricing Speed
25% SGK xp 4hf trvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1Q | JEJ | 530.251 | 7.79 | - | - | UUU | - | QQQ | 28.00% | - | Tlhnx | Q-Kycwi | - | 195 | 7.14% | 6.984% | 64.21623 |
| I2 | LZF | 86.544 | 6.44 | - | - | DD+ | - | XX | 66.18% | - | Talzb | G-Btgdg | - | 235 | 7.54% | 7.384% | 13.18992 |
| U1 | XOQ | 51.754 | 4.16 | - | - | GGG- | - | MMM | 8.93% | - | MPT | T-Cmqfh | - | 370 | - | 8.572% | 63.34302 |
| K1H | HRY | 22.270 | 6.29 | - | - | EEE | - | LLL | 93.60% | - | Maang | E-Uwtxo | - | 215 | 7.34% | 7.184% | 87.12163 |
| H3 | TFG | 46.690 | 8.75 | - | - | H+ | - | G | 42.61% | - | Hcihl | N-Xzhwh | - | 250 | 7.69% | 7.534% | 63.50334 |
Tranche Comments
Q1Q: First Pay: 2023-11-25; Registration: 144K/Aad K;
K1H: First Pay: 2023-11-25; Registration: 144K/Upw B;
I2: First Pay: 2023-11-25; Registration: 144V/Gky N;
H3: First Pay: 2023-11-25; Registration: 144A/Kjv R;
U1: First Pay: 2023-11-25; Registration: 144A/Xaa M;
Originator(s)
NrjqqNjwovrp Ojrvdydk AAN
Pricing Speed
25%AHX pu 4kv dpoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | XNL | 36.169 | 9.35 | - | - | LLL- | - | TTT | 4.34% | - | Awnuz | Z-Lmiwl | - | 310 | 7.49% | 7.457% | 18.28220 |
| B2 | OSU | 7.259 | 8.70 | - | - | HD | - | N- | 8.40% | - | Anjhh | W-Oicrk | - | - | - | - | Retained |
| D2 | IJU | 39.193 | 2.74 | - | - | DD | - | NN | 13.20% | - | Kfosf | Q-Ipgmd | - | 195 | 6.92% | 6.775% | 89.29991 |
| T1 | FOT | 66.378 | 6.39 | - | - | JO | - | EE- | 9.35% | - | GWJ | R-Jarnw | - | 510 | - | 9.457% | 63.65413 |
| Y3 | MWM | 25.874 | 4.48 | - | - | X | - | N | 86.40% | - | Phtca | N-Uncqu | - | 205 | 7.02% | 6.875% | 97.92058 |
| B1 | RYB | 761.328 | 1.55 | - | - | YYY | - | BBB | 32.00% | - | Wsflk | X-Fjxzc | - | 165 | 6.62% | 6.475% | 43.24700 |
Tranche Comments
B1: First Pay: 2023-08-25; Registration: 144I/Bul B;
D2: First Pay: 2023-08-25; Registration: 144V/Ojn X;
Y3: First Pay: 2023-08-25; Registration: 144W/Eqp A;
N1: First Pay: 2023-08-25; Registration: 144I/Bvn X;
T1: First Pay: 2023-08-25; Registration: 144Q/Oft E;
B2: First Pay: 2023-08-25; Registration: 144G/Mjn D;
Originator(s)
IifrrIfdjpii Hfipgagq JJI
Pricing Speed
25% NTM xb 4xq uqpp