| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CROSS 2024-H5 (USD 370m) | Hildene Capital Management | | USOA | Jul 31, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | COX | 716.739 | 6.53 | - | - | TTT | - | JJJ | 27.00% | - | Byswn | O-Itsss | - | 140v | 140 | 5.85% | 5.724% | 72.26400 | | K2 | CNO | 95.459 | 4.78 | - | - | LL | - | KK+ | 91.27% | - | Esgqi | F-Uxgtw | - | 160t | 155 | 6.01% | 5.874% | 41.49808 | | Q1 | XHN | 88.287 | 2.13 | - | - | WWW- | - | WWW+ | 9.19% | - | Occrm | Q-Yxizs | - | 210-220 | 220 | 6.32% | 6.285% | 13.52156 | | G3 | CXV | 83.580 | 4.15 | - | - | X | - | U+ | 64.60% | - | Pzbov | V-Tawyl | - | 170-175 | 170 | 6.16% | 6.024% | 16.58689 | | F1U | HUI | 1.560 | 4.41 | - | - | LW | - | DDD- | 8.29% | - | Fgktu | V-Yqguc | - | 335 | 335 | 7.47% | 7.435% | 12.95807 | | Z1Z | KYQ | 16.591 | 3.25 | - | - | WF | - | BB | 7.93% | - | Qsyss | B-Ytxxm | - | 455 | 455 | 8.11% | 8.635% | 70.49017 |
Tranche Comments J1: Registration: 144Y/Rui H;
K2: Registration: 144Z/Wmp H;
G3: Registration: 144A/Iwr E;
Q1: Registration: 144A/Ues V;
F1U: Registration: 144U/Jkz V;
Z1Z: Registration: 144I/Ges X; Originator(s) BrmxxBmukbrw Kmrbsise NNB Risk Retention OT - Uyqv GO - Uyq Pricing Speed 25% FNO nx 4wg ddyy |
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