| 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 |
|---|
| M1M | YNS | 31.281 | 5.23 | - | - | OQ | - | LL | 1.61% | - | Fbsyw | N-Susxo | - | 455 | 455 | 8.11% | 8.635% | 10.15037 | | O1 | GMZ | 459.332 | 3.96 | - | - | QQQ | - | CCC | 19.00% | - | Aryno | N-Uijue | - | 140d | 140 | 5.85% | 5.724% | 34.43110 | | G1K | LGB | 5.230 | 4.61 | - | - | OU | - | LLL- | 6.86% | - | Faafd | L-Saqto | - | 335 | 335 | 7.47% | 7.435% | 59.49092 | | E1 | UFI | 67.625 | 8.88 | - | - | VVV- | - | WWW+ | 8.46% | - | Vovqp | P-Bzsui | - | 210-220 | 220 | 6.32% | 6.285% | 33.46708 | | W3 | HYB | 34.100 | 5.21 | - | - | G | - | V+ | 85.60% | - | Xyjgr | V-Zhluu | - | 170-175 | 170 | 6.16% | 6.024% | 30.43048 | | J2 | SRS | 55.166 | 4.33 | - | - | AA | - | XX+ | 36.86% | - | Bsviu | X-Swpzs | - | 160g | 155 | 6.01% | 5.874% | 25.41065 |
Tranche Comments O1: Registration: 144Z/Hmi G;
J2: Registration: 144L/Ckv U;
W3: Registration: 144F/Tma S;
E1: Registration: 144J/Cwq F;
G1K: Registration: 144H/Dno Y;
M1M: Registration: 144H/Aki A; Originator(s) DdqwwDqjqbdk Eqdbrfrj PPD Risk Retention RM - Sntb GR - Snt Pricing Speed 25% IGQ vs 4ue wtcc |
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