C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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ABS | RMBS | | | CROSS 2024-H4 (USD 313m) | Hildene Capital Management | | USOA | Jun 18, 2024 | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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W1 | XVR | 77.570 | 9.00 | - | - | JJJ- | - | AAA+ | 1.86% | - | Ipcjn | P-Lbwxf | 210-220 | 210-220 | 210 | 6.50% | 6.464% | 13.69610 | O1O | PGX | 9.136 | 3.00 | - | - | PM | - | OO- | 7.80% | - | MVR | M-Lnlxa | 450-460 | 450-460 | 450 | - | 8.864% | 20.34799 | N2 | VLY | 61.987 | 1.66 | - | - | DD | - | BB | 66.31% | - | Niqeb | T-Tnzyo | 160-165 | 165e | 165 | 6.45% | 6.316% | 83.84834 | F3 | GFI | 78.479 | 3.21 | - | - | P | - | S+ | 75.44% | - | Sbtml | Y-Fwctc | 170-175 | 170-175 | 175 | 6.55% | 6.416% | 39.49167 | B1 | TQX | 874.410 | 4.60 | - | - | MMM | - | RRR | 30.00% | - | Rbanm | U-Wzhpd | 135u | 135p | 135 | 6.15% | 6.016% | 91.53559 | D1H | BMJ | 2.448 | 4.00 | - | - | SP | - | KKK- | 2.90% | - | Fscsw | A-Njlgk | 330-340 | 330-340 | 330 | 7.69% | 7.664% | 72.76593 |
Tranche Comments B1: Registration: 144G/Xbd W;
N2: Registration: 144F/Znv C;
F3: Registration: 144T/Hwk V;
W1: Registration: 144D/Oqh F;
D1H: Registration: 144N/Eio D;
O1O: Registration: 144Y/Wug D; Originator(s) UdkxxUkvfidf Rkdicmch TTU Risk Retention XP - Wtks XF/XX - Wtk Pricing Speed 25% AUC iu 4vs xfhh |
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