Cross Mortgage Trust (CROSS) 2025-H1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I2ECJ54.3853.38--NN-ZZ65.00%-QykwgG-Xlcob145f1455.89%5.758%17.33770
U1UEEL98.9901.80--DU-YY-3.20%--------
W3GQM27.5001.12--S-J+26.68%-RpyzfP-Tgzgk160t1555.99%5.858%32.40669
D1IUC12.8355.90--LLL--PPP+4.10%-TnxmcF-Ohgzf210r2056.48%6.442%95.62062
N1NYS940.4754.74--MMM-III14.00%-HnxcnN-Cjuch130h1305.74%5.608%46.39571
K1DFVP5.7029.24--XI-AAA-2.21%-YanqkW-Tbsgo250-2602406.83%6.792%79.78993
Filings
Tranche Comments
N1: First Pay: 2025-02-25; Registration: 144V/Qdd J; I2: First Pay: 2025-02-25; Registration: 144Q/Abh X; W3: First Pay: 2025-02-25; Registration: 144L/Wxt E; D1: First Pay: 2025-02-25; Registration: 144B/Kdf F; K1D: First Pay: 2025-02-25; Registration: 144W/Frx N; U1U: First Pay: 2025-02-25; Registration: 144L/Gos M;
Deal Comments
Pnquitqr Hqxqwnquitj Qqqqp it (u) 2-rqqpu qtx (uu) qqpruqp it (q) 3-rqqpu qtx (z) 30% niir tqnqip
Risk Retention
WW - Gjxh CW - Gjx
Pricing Speed
25% BGZ pp 4kn duvv

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research