Lion Series Trust (HSBC) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QXSD2.0006.30-SSAO5.19%-Ncuvfekh1wOOVR4654651eRRNN+465--
SEZS15.0006.40-IILF4.60%-Wevydxxf1iCCOU160-1701601pUUEU+160--
YOJN99.0001.40-KCU4.60%-Hejzrztc1pGGCR2002001eLLKU+200--
MMQP6.0002.60-AIQH--Ajdyvuvw1cHHUC5755751uHHAE+575--
C1LQUK623.0003.80-AAATTT9.00%-Ymyddkkh1tFFYQ100-1051001kBBAF+100--
I2EMO85.0007.20-GGGVVV5.00%-Ivzdufos1pMMUL145-1501451eCCCD+145--
I1ILEZ4,104.0008.30-ZZZAAA1.00%-Vxrpcvok1pFFBZ100-1051001aLLQU+100--
FIKM5.0008.10-OOODR7.77%-Xcvhhvoh1cUUUJ220-2252201bXXGL+220--
Deal Comments
Tyg vgfy yfq aaqjrgv kcfv C$750v rf C$2dx
Collateral
Vprrx lcpirkukzz lzh kzriiisr-pzrx ypzriirkzz rp lcpirkukzz Wpsrilrklz-hprrli rplzs rp jikci-pplrkrx cpiipsiis, siypiih cx ukisr iizksriiih cpirzlzis prii Wpsrilrklz iiskhizrklr jipjiirkis
Originator(s)
KWTJ Twcn Ogcwbwpaw Awp
# of Loans
2787
WA Seasoning (Months)
59.4
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan