Cross Mortgage Trust

Deals

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
I1F	WJX	38.785	6.21	-	-	UUU	-	UUU	20.00%	-	Efqyq	G-Ytjbv	M1+10	-	-	-	-	Retained
Q1Q	QNC	542.204	6.61	-	-	MMM	-	LLL	35.00%	-	Kcaqq	Q-Jhkpt	D1-3	-	-	-	-	Retained
E2	AQP	48.247	9.52	-	-	VV	-	EE+	33.50%	-	Wwvwr	D-Rjdfl	170d	-	-	-	-	-
D1D	XZY	55.406	2.96	-	-	XD	-	GG-	7.00%	-	Vmoob	B-Vtocl	Bci 400e	-	-	-	-	-
D1	NBR	46.152	4.34	-	-	UUU	-	YYY+	1.70%	-	Oghrt	B-Mllgy	220-230	-	-	-	-	-
R1	FVK	246.857	3.83	-	-	VVV	-	DDD	62.00%	-	Jhwlz	J-Dybhu	145-150	-	-	-	-	-
E1M	CFQ	31.138	2.72	-	-	ET	-	TTT-	7.82%	-	Yggej	G-Yckdo	260-270	-	-	-	-	-
U2	OFY	2.651	3.78	-	-	WR	-	Y-	7.60%	-	Pysxc	J-Kctrh	-	-	-	-	-	-
T3	PIY	86.608	4.82	-	-	E	-	Z+	4.70%	-	Dabqx	L-Jgtwo	185e	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

R1: First Pay: 2025-08-25; Registration: 144Z/Iix Y; Q1Q: First Pay: 2025-08-25; Registration: 144I/Elq N; I1F: First Pay: 2025-08-25; Registration: 144J/Mwi S; E2: First Pay: 2025-08-25; Registration: 144V/Van B; T3: First Pay: 2025-08-25; Registration: 144E/Qpc Y; D1: First Pay: 2025-08-25; Registration: 144Z/Ajx G; E1M: First Pay: 2025-08-25; Registration: 144F/Kzp A; D1D: First Pay: 2025-08-25; Registration: 144N/Krc T; U2: First Pay: 2025-08-25; Registration: 144M/Enw Z;

Deal Comments

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Originator(s)

TmlwwTlrjhmr Slmhsksq FFT

Risk Retention

HM - Zvxs EH - Zvx

Pricing Speed

25% TKT mq 4 Axuy Tubb