| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 70.205 | 0.69 | - | - | - | A (L) | - | 43.00% | - | Fixed | I-Curve | - | 200 | 6.260% | 6.341% | 99.99897 |
| B | USD | 18.193 | 2.18 | - | - | - | BBB (L) | - | 28.10% | - | Fixed | I-Curve | - | 315 | 6.97% | 7.079% | 99.98403 |
| C | USD | 17.582 | 3.22 | - | - | - | BB (L) | - | 13.70% | - | Fixed | I-Curve | - | 775 | 11.25% | 11.615% | 99.74338 |
Tranche Comments
A: First Pay: 2024-12-18; Registration: 144A/Reg S;
B: First Pay: 2024-12-18; Registration: 144A/Reg S;
C: First Pay: 2024-12-18; Registration: 144A Only;
Originator(s)
Cross River Bank
Risk Retention
US - Yes; EU - No
Pricing Speed
20% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RYS | 43.339 | 1.86 | - | - | - | R | J- | 73.60% | - | Fywgn | S-Wodpx | - | 235 | 7.66% | 7.778% | 29.65154 |
| D | RPZ | 75.429 | 1.31 | - | - | - | GGG (Y) | CL | 24.10% | - | Lwhqu | E-Xwxht | - | 400 | 8.70% | 8.857% | 90.10295 |
| P | PND | 40.680 | 5.10 | - | - | - | HH (O) | OW | 75.90% | - | Yjxxn | F-Hctna | - | 825 | 12.52% | 12.870% | 59.32085 |
Tranche Comments
N: First Pay: 2024-01-18; Registration: 144P/Vmh Q;
D: First Pay: 2024-01-18; Registration: 144K/Ldn U;
P: First Pay: 2024-01-18; Registration: 144U Iboo;
Pricing Speed
20% WFZ bk Gdbathbi