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Market Data
Pricing
Solutions
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Market Overview
RMBS
Non-Qualified Mortgage
Parent Companies
Hildene Capital Management
Cross Mortgage Trust
2024-H5
Cross Mortgage Trust (CROSS) 2024-H5
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
CROSS 2024-H5 (USD 370m)
Hildene Capital Management
GSC
,
ATL
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
CYP
810.282
7.95
-
-
QQQ
-
TTT
95.00%
-
Ukwqh
W-Mjxjc
-
140d
140
5.85%
5.724%
76.45890
Z1
POU
65.183
7.95
-
-
JJJ-
-
HHH+
4.31%
-
Ortwq
I-Kybgr
-
210-220
220
6.32%
6.285%
23.43513
Z2
GSI
32.877
8.69
-
-
RR
-
HH+
29.30%
-
Aiuvk
W-Ualwr
-
160h
155
6.01%
5.874%
80.32784
Q3
JNL
31.680
7.59
-
-
O
-
M+
50.50%
-
Nazzn
J-Ysncz
-
170-175
170
6.16%
6.024%
32.41597
Q1J
WPC
3.420
5.97
-
-
IA
-
TTT-
7.80%
-
Ibkpd
N-Hokbq
-
335
335
7.47%
7.435%
35.67363
C1C
JZY
10.699
7.79
-
-
JQ
-
BB
7.92%
-
Wkguy
X-Hsdwe
-
455
455
8.11%
8.635%
21.72061
Filings
ABS-15G
Tranche Comments
J1: Registration: 144X/Vpm D; Z2: Registration: 144T/Zrd Q; Q3: Registration: 144O/Ymv F; Z1: Registration: 144L/Rop J; Q1J: Registration: 144R/Uzr R; C1C: Registration: 144I/Iao F;
Originator(s)
BnommBozpzni Vonzdpdn XXB
Risk Retention
FC - Hnkq MF - Hnk
Pricing Speed
25% KQQ pq 4wi meww
Commentary
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