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
T	NXV	7.000	2.70	-	KKK	EX	7.55%	-	Khlbkiew	1mUUFJ	-	220-225	220	1xKKQO+220	-	-
Y1G	ZCK	989.000	1.70	-	BBB	DDD	9.00%	-	Xwpwfpzu	1vXXUR	-	100-105	100	1cLLIP+100	-	-
L	BJS	87.000	4.30	-	II	WF	3.90%	-	Wljqvydc	1cBBES	-	160-170	160	1rIIPC+160	-	-
K	AUH	46.000	6.90	-	Y	JJ	9.80%	-	Dervxxpt	1jVVLS	-	200	200	1oGGSF+200	-	-
J	ZTV	1.000	4.20	-	EM	KO	-	-	Nprxsyie	1lBBJW	-	575	575	1qBBMT+575	-	-
G1G	RFR	8,032.000	3.60	-	XXX	AAA	7.00%	-	Sceybvqt	1vUUOK	-	100-105	100	1tVVNF+100	-	-
S2	TGP	80.000	8.90	-	DDD	NNN	3.00%	-	Rihqkphi	1fAAPN	-	145-150	145	1kXXYL+145	-	-
S	ZTY	5.000	2.70	-	TT	XZ	9.61%	-	Cmuvxuat	1iHHBS	-	465	465	1yYYQE+465	-	-

Deal Comments

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Collateral

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Originator(s)

EQYY Ympu Vvwnumhmm Rng

# of Loans

2090

WA Seasoning (Months)

63.7