| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 147.386 | 1.01 | - | AAA | - | - | - | 41.10% | - | Fixed | I-Curve | - | 165 | 6.96% | 7.071% | 99.99117 |
| B | USD | 12.261 | 2.57 | - | AA | - | - | - | 36.20% | - | - | - | - | - | - | - | Retained |
| C | USD | 22.271 | 3.05 | - | A | - | - | - | 27.30% | - | - | - | - | - | - | - | Retained |
| D | USD | 20.018 | 3.42 | - | BBB | - | - | - | 19.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-11-20; Registration: 144A/Reg S;
B: First Pay: 2023-11-20; Registration: 144A/Reg S;
C: First Pay: 2023-11-20; Registration: 144A/Reg S;
D: First Pay: 2023-11-20; Registration: 144A/Reg S;
Originator(s)
Cross River Bank
Risk Retention
US - Vertical
Pricing Speed
16 CPR to 10% Clean-up Call