| 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 |
|---|
| F3 | PPQ | 73.360 | 5.27 | - | - | Y | - | P+ | 29.80% | - | Nmatd | S-Gkxqn | - | 180 | 5.48% | 5.362% | 19.53403 |
| X2 | EGQ | 38.818 | 3.57 | - | - | ZZ | - | ZZ | 11.70% | - | Hwqto | E-Bbqpz | - | 170 | 5.38% | 5.262% | 74.49041 |
| C1 | MIT | 931.989 | 2.68 | - | - | FFF | - | KKK | 79.00% | - | Xqiuq | Q-Hbvyv | - | 145 | 5.13% | 5.012% | 74.59337 |
| N1 | PRP | 93.183 | 5.31 | - | - | EEE- | - | HHH+ | 8.70% | - | Nlpjr | Z-Vducb | - | 220 | 5.69% | 5.648% | 56.72655 |
| Y1P | TQF | 9.592 | 7.89 | - | - | EZ | - | MMM- | 7.41% | - | Vfpqz | A-Rblcv | - | 315 | 6.64% | 6.598% | 21.90368 |
Tranche Comments
C1: First Pay: 2024-10-25; Registration: 144W/Pkv A;
X2: First Pay: 2024-10-25; Registration: 144I/Bin E;
F3: First Pay: 2024-10-25; Registration: 144L/Zmp X;
N1: First Pay: 2024-10-25; Registration: 144Y/Ozy C;
Y1P: First Pay: 2024-10-25; Registration: 144P/Vca E;
Originator(s)
FsvhhFvvvoss Pvsoqrqo AAF
Use of Proceeds
ZE - Ntaz EV - Nta
Pricing Speed
25%HXM dv 4zc ocll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | GFV | 98.368 | 5.18 | - | - | YY | - | BB+ | 45.79% | - | Bvnoy | N-Vhqrp | 160u | 155 | 6.01% | 5.874% | 65.37506 |
| Q1 | FTN | 362.669 | 1.52 | - | - | VVV | - | BBB | 84.00% | - | Tggtd | S-Pkwky | 140l | 140 | 5.85% | 5.724% | 43.12580 |
| Y1 | YXK | 15.584 | 2.13 | - | - | CCC- | - | RRR+ | 1.79% | - | Ksnih | A-Mcbqb | 210-220 | 220 | 6.32% | 6.285% | 74.24297 |
| G1G | TZX | 52.226 | 7.94 | - | - | EZ | - | BB | 4.84% | - | Akhgy | I-Zorwi | 455 | 455 | 8.11% | 8.635% | 60.67700 |
| D3 | HNP | 35.210 | 2.99 | - | - | S | - | R+ | 48.50% | - | Xsisb | B-Fjtym | 170-175 | 170 | 6.16% | 6.024% | 63.62830 |
| X1E | HHZ | 3.340 | 9.51 | - | - | QH | - | QQQ- | 3.63% | - | Nghma | P-Vhtqw | 335 | 335 | 7.47% | 7.435% | 36.66899 |
Tranche Comments
Q1: Registration: 144Z/Zel X;
E2: Registration: 144V/Cru R;
D3: Registration: 144C/Gie T;
Y1: Registration: 144F/Rmc Q;
X1E: Registration: 144P/Pik K;
G1G: Registration: 144E/Fqs H;
Originator(s)
EjqjjEqonujn Cqjuvnvo OOE
Risk Retention
GI - Pyye QG - Pyy
Pricing Speed
25% NCY fv 4vj rtss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1G | HBO | 6.463 | 2.00 | - | - | DN | - | SS- | 2.40% | - | YKH | F-Nnjoe | 450-460 | 450 | - | 8.864% | 57.27597 |
| I1D | CPT | 8.409 | 3.00 | - | - | LM | - | FFF- | 2.40% | - | Bzlbf | G-Sjbbp | 330-340 | 330 | 7.69% | 7.664% | 99.81585 |
| D1 | LTP | 488.490 | 4.34 | - | - | LLL | - | VVV | 93.00% | - | Tyzzx | M-Rstqw | 135a | 135 | 6.15% | 6.016% | 81.83985 |
| N3 | LWH | 49.833 | 1.62 | - | - | O | - | W+ | 64.35% | - | Ouarv | X-Kfutn | 170-175 | 175 | 6.55% | 6.416% | 12.22430 |
| G2 | PTG | 87.953 | 2.74 | - | - | MM | - | II | 75.57% | - | Dvlyl | B-Ommkq | 165v | 165 | 6.45% | 6.316% | 33.24481 |
| Y1 | KBO | 27.720 | 2.00 | - | - | NNN- | - | HHH+ | 2.43% | - | Katsm | H-Sikxy | 210-220 | 210 | 6.50% | 6.464% | 89.80850 |
Tranche Comments
D1: Registration: 144Z/Lkf Z;
G2: Registration: 144J/Mmb O;
N3: Registration: 144N/Muk N;
Y1: Registration: 144G/Ies Q;
I1D: Registration: 144N/Wrf X;
G1G: Registration: 144L/Euu Y;
Originator(s)
BkkvvBkirvkv Gkkvbpbc KKB
Risk Retention
IV - Fisk IJ/TI - Fis
Pricing Speed
25% GZW gy 4oy yvll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | XLP | 48.415 | 7.44 | - | - | GG | - | CC | 27.20% | - | Zhlfi | U-Zhptv | 165-170 | 165 | 6.58% | 6.434% | 20.36160 |
| N3 | MJX | 33.110 | 6.59 | - | - | G | - | Y | 49.37% | - | Liqfr | T-Dhdal | 175-180 | 170 | 6.63% | 6.484% | 37.31553 |
| G1G | EZB | 7.920 | 7.13 | - | - | IF | - | II | 5.65% | - | - | - | - | - | - | - | - |
| C1U | JLD | 1.222 | 8.16 | - | - | AW | - | XXX- | 4.89% | - | - | - | - | - | - | - | - |
| L1 | BRW | 689.427 | 6.82 | - | - | III | - | XXX | 24.00% | - | Njfql | W-Bxcnz | 140-145 | 135 | 6.27% | 6.134% | 10.43052 |
| D1 | OAH | 50.747 | 6.90 | - | - | PPP- | - | YYY+ | 3.30% | - | Espja | G-Gtdtu | 215-225 | 225 | 6.85% | 6.814% | 54.31510 |
Tranche Comments
L1: First Pay: 2024-05-25; Registration: 144N/Fhb Q;
E2: First Pay: 2024-05-25; Registration: 144K/Wko O;
N3: First Pay: 2024-05-25; Registration: 144H/Xma J;
D1: First Pay: 2024-05-25; Registration: 144L/Mwd Q;
C1U: First Pay: 2024-05-25; Registration: 144P/Mim F;
G1G: First Pay: 2024-05-25; Registration: 144J/Xbx C;
Originator(s)
JmqkkJqmbrmw Mqmryxyh WWJ
Risk Retention
GG - Wjim RG - Wji
Pricing Speed
25% MIB ii 4ir hgaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | KOO | 20.736 | 5.41 | - | - | XX | - | XX | 20.47% | - | Qhnmp | M-Rnaul | 165-170 | 170 | 6.42% | 6.279% | 92.31642 |
| E1 | PUC | 19.220 | 1.49 | - | - | WWW- | - | JJJ+ | 8.60% | - | Dymrh | A-Jqzqs | 235-245 | 235 | 6.70% | 6.660% | 83.50388 |
| F1 | QTR | 176.942 | 1.20 | - | - | CCC | - | MMM | 93.92% | - | Znlvu | B-Vhclb | 140-145 | 138 | 6.09% | 5.959% | 86.42854 |
| L3 | LRF | 53.370 | 9.98 | - | - | V | - | L+ | 22.00% | - | Sjpzw | R-Vjkzd | 175-180 | 180 | 6.52% | 6.379% | 76.61643 |
Tranche Comments
F1: First Pay: 2024-04-25; Registration: 144H/Xpb M;
F2: First Pay: 2024-04-25; Registration: 144D/Pbp L;
L3: First Pay: 2024-04-25; Registration: 144Z/Azp F;
E1: First Pay: 2024-04-25; Registration: 144N/Gmh O;
Pricing Speed
25% NYN gw 4js mjll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | QXH | 797.170 | 4.27 | - | - | MMM | - | LLL | 81.60% | - | Urvnm | Z-Aqkii | 160p | 160 | 6.09% | 5.945% | 48.68817 |
| I3 | PQW | 13.914 | 1.79 | - | - | F | - | F+ | 32.11% | - | Gmjjq | N-Atzhq | 200q | 200 | 6.49% | 6.345% | 66.92761 |
| J1 | QCN | 74.789 | 1.61 | - | - | AAA- | - | SSS+ | 2.60% | - | Bbyrh | K-Rybya | 290r | 290 | 7.07% | 7.032% | 73.88542 |
| E2 | MZR | 63.430 | 4.40 | - | - | II | - | FF | 99.76% | - | Fnxiv | T-Xtwxs | 175u | 175 | 6.24% | 6.095% | 54.32450 |
Tranche Comments
T1: First Pay: 2024-02-25; Registration: 144N/Cxv V;
E2: First Pay: 2024-02-25; Registration: 144F/Uig T;
I3: First Pay: 2024-02-25; Registration: 144M/Gww R;
J1: First Pay: 2024-02-25; Registration: 144C/Jie B;
Deal Comments
Fzwpgaxx Tamanzwpgah Bxwaa gm (p) 2-oaxaa xam (pp) axaxpaa gm (x) 3-oaxaa xam q(y) 30% zggx mxbwga
Originator(s)
BrxvvBxozxrw Fxrxoxoh KKB
Pricing Speed
25% LJJ bs 4ux gfpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | WGX | 64.494 | 5.30 | - | - | K+ | - | C | 83.21% | - | Crswa | A-Cipjc | - | 250 | 7.69% | 7.534% | 77.86668 |
| V1V | XXD | 945.105 | 6.84 | - | - | AAA | - | MMM | 21.00% | - | Mgbmj | L-Pscsc | - | 195 | 7.14% | 6.984% | 80.79038 |
| S1A | ZMF | 73.940 | 2.66 | - | - | OOO | - | FFF | 84.70% | - | Vllmg | B-Epdqm | - | 215 | 7.34% | 7.184% | 31.70299 |
| G1 | BRH | 36.714 | 9.76 | - | - | FFF- | - | SSS | 2.91% | - | SNL | D-Vluhv | - | 370 | - | 8.572% | 42.83486 |
| J2 | WUV | 87.412 | 7.33 | - | - | BB+ | - | FF | 90.66% | - | Czceh | B-Anpwr | - | 235 | 7.54% | 7.384% | 13.38294 |
Tranche Comments
V1V: First Pay: 2023-11-25; Registration: 144C/Tub R;
S1A: First Pay: 2023-11-25; Registration: 144K/Ifi O;
J2: First Pay: 2023-11-25; Registration: 144T/Hhj V;
N3: First Pay: 2023-11-25; Registration: 144J/Kvx F;
G1: First Pay: 2023-11-25; Registration: 144B/Ucd F;
Originator(s)
UmzzzUzioxmw Ozmxlblp VVU
Pricing Speed
25%LAU sp 4gw cqdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | ITC | 331.809 | 9.92 | - | - | HHH | - | HHH | 12.00% | - | Lybbj | P-Oqbzd | - | 165 | 6.62% | 6.475% | 52.14956 |
| D2 | BLG | 44.112 | 1.18 | - | - | DD | - | GG | 19.50% | - | Vnufg | I-Enczi | - | 195 | 6.92% | 6.775% | 55.25983 |
| Q3 | PJT | 90.389 | 7.88 | - | - | E | - | J | 43.90% | - | Mlmzn | Q-Nomyg | - | 205 | 7.02% | 6.875% | 69.18629 |
| O2 | APW | 4.976 | 9.21 | - | - | YL | - | Q- | 5.40% | - | Dfowl | L-Mhfgo | - | - | - | - | Retained |
| I1 | PWJ | 55.620 | 8.66 | - | - | OOO- | - | BBB | 3.78% | - | Mkkhb | K-Cgijw | - | 310 | 7.49% | 7.457% | 13.45075 |
| I1 | PJT | 50.223 | 3.10 | - | - | YT | - | DD- | 4.44% | - | FAD | F-Xoqkx | - | 510 | - | 9.457% | 70.46130 |
Tranche Comments
J1: First Pay: 2023-08-25; Registration: 144P/Gwi I;
D2: First Pay: 2023-08-25; Registration: 144W/Wic Y;
Q3: First Pay: 2023-08-25; Registration: 144J/Nbc K;
I1: First Pay: 2023-08-25; Registration: 144C/Lpt E;
I1: First Pay: 2023-08-25; Registration: 144E/Eho V;
O2: First Pay: 2023-08-25; Registration: 144L/Awx H;
Originator(s)
VmwxxVwfdzmn Dwmznxnt ZZV
Pricing Speed
25% WDJ qw 4tt fkww