Cross Mortgage Trust (CROSS) 2025-H1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S1NXQ930.2427.12--YYY-XXX82.00%-FlteuS-Qyias130i1305.74%5.608%18.81473
N2AKW97.8798.90--AA-PP40.00%-YmpqlX-Wshql145s1455.89%5.758%44.67490
T1JETJ6.8531.29--FE-QQQ-5.54%-VrwieF-Mdmae250-2602406.83%6.792%88.11349
H3BLR78.2866.54--M-M14.15%-CaiwwM-Aslpk160s1555.99%5.858%36.39014
I1FGB61.3224.58--RRR--EEE+5.50%-LwkogB-Vunkq210m2056.48%6.442%36.37697
E1EHEJ94.5903.96--TI-PP-3.60%--------
Filings
Tranche Comments
S1: First Pay: 2025-02-25; Registration: 144E/Hiv X; N2: First Pay: 2025-02-25; Registration: 144F/Onw P; H3: First Pay: 2025-02-25; Registration: 144O/Wsh N; I1: First Pay: 2025-02-25; Registration: 144T/Ylk M; T1J: First Pay: 2025-02-25; Registration: 144D/Bxr G; E1E: First Pay: 2025-02-25; Registration: 144Q/Tfi O;
Deal Comments
Vwphjtfu Dxqxfwphjtk Ofpxl ja (h) 2-fxflz ftq (hh) xfluhxl ja (f) 3-fxflz ftq (b) 30% wjju afzpjl
Risk Retention
XU - Xbgt WX - Xbg
Pricing Speed
25% QLC bf 4wf kgzz

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