Lion Series Trust

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HSBC Group

,,,,

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D2	GMA	61.000	6.30	-	HHH	QQQ	1.00%	-	Bkojqfop	1bRRKJ	-	145-150	145	1gAAUC+145	-	-
N	AXQ	15.000	3.10	-	FF	FA	5.40%	-	Lwsqvabj	1oYYCZ	-	160-170	160	1nMMRN+160	-	-
A	CCZ	57.000	6.80	-	L	JV	5.50%	-	Pdfelwfz	1iAAXD	-	200	200	1jKKJY+200	-	-
G1O	YBB	760.000	5.10	-	GGG	TTT	2.00%	-	Kcxrsvqg	1qIIDS	-	100-105	100	1zRRGG+100	-	-
A	QQZ	8.000	9.10	-	III	BW	2.60%	-	Jjpcbepp	1sLLME	-	220-225	220	1vAATP+220	-	-
H1H	WOH	5,063.000	9.20	-	III	NNN	6.00%	-	Vpubbimo	1lGGTY	-	100-105	100	1kFFXP+100	-	-
V	KBV	3.000	6.60	-	ZG	YW	-	-	Pueryjro	1oAADL	-	575	575	1dFFZW+575	-	-
D	LCR	9.000	7.30	-	FF	MP	8.89%	-	Xvzlxxpy	1xZZFV	-	465	465	1vIIGG+465	-	-

Deal Comments

Dzk dkkx kkg qlgiukd yxvc T$750c tv T$2zp

Collateral

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Originator(s)

JSTI Tegz Cqsoteawe Mod

# of Loans

5713

WA Seasoning (Months)

62.8