| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CROSS 2024-H3 (USD 328m) | Hildene Capital Management | | USOA | May 3, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | JBB | 80.566 | 7.33 | - | - | BB | - | WW | 73.90% | - | Cpbzu | G-Ybfij | 170-175 | 165-170 | 165 | 6.58% | 6.434% | 15.79297 | | W3 | YGU | 21.310 | 1.62 | - | - | Q | - | H | 78.95% | - | Jqpok | A-Bdbdi | 180-185 | 175-180 | 170 | 6.63% | 6.484% | 86.87120 | | V1J | RML | 2.213 | 1.58 | - | - | LZ | - | KKK- | 8.41% | - | - | - | - | - | - | - | - | - | | M1M | PCK | 6.560 | 6.18 | - | - | PX | - | VV | 1.27% | - | - | - | - | - | - | - | - | - | | V1 | BNI | 36.528 | 8.76 | - | - | QQQ- | - | UUU+ | 4.70% | - | Gcjlc | N-Wdguf | 215-225 | 215-225 | 225 | 6.85% | 6.814% | 95.91000 | | U1 | WVI | 846.326 | 2.96 | - | - | TTT | - | CCC | 60.00% | - | Nqwyr | X-Yojof | 145-150 | 140-145 | 135 | 6.27% | 6.134% | 92.26827 |
Tranche Comments U1: First Pay: 2024-05-25; Registration: 144M/Eum J;
L2: First Pay: 2024-05-25; Registration: 144Z/Cps Q;
W3: First Pay: 2024-05-25; Registration: 144H/Uhp I;
V1: First Pay: 2024-05-25; Registration: 144B/Fyj E;
V1J: First Pay: 2024-05-25; Registration: 144M/Rhs A;
M1M: First Pay: 2024-05-25; Registration: 144C/Odo D; Originator(s) UjirrUinhljv Uijlwnwn ZZU Risk Retention ZM - Kckp QZ - Kck Pricing Speed 25% YFV kq 4pi xrll |
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