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 |
---|
V | JTP | 48.910 | 6.60 | - | - | - | M | X- | 67.10% | - | Nborx | Z-Xlfuw | - | 235 | 7.66% | 7.778% | 30.67534 |
U | HOA | 45.431 | 6.80 | - | - | - | WW (H) | OH | 30.30% | - | Gqxfj | H-Byors | - | 825 | 12.52% | 12.870% | 25.12142 |
Q | KYL | 37.774 | 1.62 | - | - | - | FFF (J) | FZ | 58.20% | - | Cijyb | H-Xcmzr | - | 400 | 8.70% | 8.857% | 86.74417 |
Tranche Comments
V: First Pay: 2024-01-18; Registration: 144O/Ycb T;
Q: First Pay: 2024-01-18; Registration: 144U/Wvd G;
U: First Pay: 2024-01-18; Registration: 144P Rvtc;
Pricing Speed
20% FLY kn Jwkcvfkm