| 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 |
|---|
| M | MPR | 86.426 | 9.23 | - | - | - | NNN (E) | AU | 42.40% | - | Rzjzt | G-Lpnxg | - | 400 | 8.70% | 8.857% | 42.25513 |
| G | JWW | 22.352 | 2.26 | - | - | - | F | Q- | 85.10% | - | Twmbr | D-Bwgoq | - | 235 | 7.66% | 7.778% | 77.13361 |
| J | FAJ | 73.786 | 9.60 | - | - | - | NN (R) | IR | 80.30% | - | Hgugp | T-Jutjo | - | 825 | 12.52% | 12.870% | 62.38550 |
Tranche Comments
G: First Pay: 2024-01-18; Registration: 144H/Xrj H;
M: First Pay: 2024-01-18; Registration: 144A/Hih L;
J: First Pay: 2024-01-18; Registration: 144H Zmgi;
Pricing Speed
20% ZAW ln Nglogvls