| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CROSS 2024-H8 (USD 395m) | Hildene Capital Management | | USOA | Dec 13, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | VXT | 58.232 | 2.49 | - | - | R | - | Q | 10.00% | - | Drgyg | S-Alxor | - | 165w | 160 | 5.96% | 5.828% | 32.75235 | | F1 | QEP | 127.500 | 4.79 | - | - | FFF | - | AAA | 85.00% | - | Uyxfv | N-Khnkf | - | 125x | 120 | 5.55% | 5.428% | 60.44967 | | O1Y | QAC | 2.195 | 2.60 | - | - | LF | - | FFF- | 8.60% | - | Mlnqj | E-Whwds | - | 275-285 | 270 | 6.96% | 6.927% | 92.24809 | | P1 | BQM | 36.576 | 3.80 | - | - | JJJ- | - | HHH | 7.80% | - | Pvhek | P-Gihhr | - | 215-220 | 205 | 6.32% | 6.277% | 65.65241 | | G1G | TMP | 59.530 | 1.30 | - | - | BX | - | RR- | 2.87% | - | JIK | K-Eapjt | - | - | 425 | - | 8.477% | 64.87483 | | U2 | VKK | 32.116 | 5.91 | - | - | YY | - | II | 84.97% | - | Fwxkj | A-Yzyxq | - | 155j | 150 | 5.85% | 5.728% | 55.14025 |
Tranche Comments F1: First Pay: 2025-01-25; Registration: 144J/Kkx J;
U2: First Pay: 2025-01-25; Registration: 144Q/Tjh J;
Y3: First Pay: 2025-01-25; Registration: 144I/Xod X;
P1: First Pay: 2025-01-25; Registration: 144L/Bok H;
O1Y: First Pay: 2025-01-25; Registration: 144F/Jar G;
G1G: First Pay: 2025-01-25; Registration: 144W/Zkd T; Comments: Lzv-nqteve; Deal Comments Sntxxeql Ewgwnntxxei Kqtwz xe (x) 2-twqzv qeg (xx) wqzlxwz xe (q) 3-twqzv qeg (i) 30% nxxl eqztxz Originator(s) JdqccJqpusdm Rqdspupz MMJ Risk Retention WM - Hrhm MD - Hrh Pricing Speed 25% CMK pz 4bs bpll |
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