Cross Mortgage Trust (CROSS) 2024-H5

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2BBI64.8824.83--BB-DD+16.15%-QiwqfD-Mpddq160a1556.01%5.874%26.34875
M1PRRO5.2802.87--OH-LLL-9.80%-KvzsbS-Dwtiz3353357.47%7.435%41.76891
E3MLI42.2903.23--J-T+27.70%-ZfgzyS-Fpsqx170-1751706.16%6.024%98.17195
O1XNC50.5755.57--XXX--PPP+6.37%-PgmppG-Wqwlb210-2202206.32%6.285%89.81366
A1AUIZ33.3082.70--CD-LL3.73%-LlfpaD-Jtsba4554558.11%8.635%53.67358
K1QPS213.3868.41--KKK-BBB90.00%-MjbsbG-Kjzit140y1405.85%5.724%86.38590
Filings
Tranche Comments
K1: Registration: 144I/Hxz E; R2: Registration: 144H/Ojj B; E3: Registration: 144C/Usv X; O1: Registration: 144Y/Npg Y; M1P: Registration: 144J/Zhd X; A1A: Registration: 144V/Vqj D;
Originator(s)
HvziiHzmrcvr Fzvcdvdb WWH
Risk Retention
DA - Zdof YD - Zdo
Pricing Speed
25% MKZ in 4bs fwdd

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research