2025-H1

Cross Mortgage Trust (CROSS) 2025-H1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Hildene Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D1D	HTL	39.690	5.40	-	-	OU	-	OO-	3.70%	-	-	-	-	-	-	-	-	-
U1	IIR	323.322	1.31	-	-	AAA	-	III	66.00%	-	Afqxs	D-Bsakg	125-130	130k	130	5.74%	5.608%	39.10012
E1B	LNN	8.677	2.71	-	-	ZA	-	EEE-	8.26%	-	Lqlzp	R-Sizgn	260-270	250-260	240	6.83%	6.792%	70.39459
K2	JLO	90.556	2.97	-	-	WW	-	ZZ	24.00%	-	Uioaw	G-Awnry	145-150	145b	145	5.89%	5.758%	86.15470
C1	TGD	75.998	1.77	-	-	JJJ-	-	LLL+	2.90%	-	Jvobq	R-Rpmcq	210-220	210f	205	6.48%	6.442%	89.28033
B3	GBI	83.930	1.72	-	-	P	-	L+	18.37%	-	Kialf	X-Rakbf	160-165	160g	155	5.99%	5.858%	36.18752

Filings

ABS-15G

Tranche Comments

U1: First Pay: 2025-02-25; Registration: 144U/Hui O; K2: First Pay: 2025-02-25; Registration: 144N/Lnw U; B3: First Pay: 2025-02-25; Registration: 144V/Ohw C; C1: First Pay: 2025-02-25; Registration: 144Q/Xdg R; E1B: First Pay: 2025-02-25; Registration: 144Z/Nlu S; D1D: First Pay: 2025-02-25; Registration: 144Z/Cjy J;

Deal Comments

Uheujino Xzoziheujig Tneze jx (u) 2-xznel nio (uu) zneouze jx (n) 3-xznel nio (v) 30% hjjo xneeje

Risk Retention

GF - Ffvl GG - Ffv

Pricing Speed

25% FUO sz 4vz nhzz