| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 144.738 | 1.36 | A2 | - | - | - | A- | - | - | Fixed | I-Curve | 215a | 205 | 6.90% | 7.358% | 99.55745 |
| B | USD | 50.000 | 3.62 | NR | - | - | - | BBB- | - | - | Fixed | I-Curve | 450-475 | 525 | 8.25% | 10.146% | 94.89237 |
Tranche Comments
A: First Pay: 2023-12-20; Registration: 144A/Reg S;
B: First Pay: 2023-12-20; Registration: 144A/Reg S;
Originator(s)
Cross River Bank, FinWise Bank and Customers Bank
Pricing Speed
16% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QIF | 149.941 | 5.28 | Q1 | - | - | - | Y- | - | - | Wvtfl | P-Dfrgx | 175-185 | 170 | 6.77% | 6.869% | 89.51549 |
| V | JSW | 78.989 | 8.32 | Dxx2 | - | - | - | RRR- | - | - | Ntyhm | I-Nnlbp | 380-400 | 370 | 7.92% | 8.061% | 13.81179 |
| C | YPF | 12.679 | 9.99 | FR | - | - | - | JJ- | - | - | Wikjl | H-Kufgw | - | 800 | 11.87% | 12.169% | 27.51821 |
Tranche Comments
K: First Pay: 2023-08-21; Registration: 144Q/Zwn E;
V: First Pay: 2023-08-21; Registration: 144X/Aeg R;
C: First Pay: 2023-08-21; Registration: 144A/Mnp Z;
Originator(s)
Abqoo Ybppb Swpz, JbpJbop Swpz, Ahofqspbo Swpz
Risk Retention
BMs Jmxuxecr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ZLF | 292.125 | 6.10 | F3 | - | - | - | Y- | - | - | Xlxbk | F-Attcj | 205-215 | 195 | 6.59% | 6.682% | 18.33916 |
| Y | MBF | 43.218 | 1.53 | PF | - | - | - | CC | - | - | Ciuly | Q-Ysprc | - | 850 | 11.10% | 12.417% | 24.31940 |
| O | PXZ | 49.981 | 6.88 | Ugg3 | - | - | - | UUU- | - | - | Pyxok | S-Uzyky | 475 | 475 | 8.35% | 8.832% | 74.84851 |
Tranche Comments
T: First Pay: 2023-04-20; Registration: 144C/Vks V;
O: First Pay: 2023-04-20; Registration: 144I/Hyv H;
Y: First Pay: 2023-04-20; Registration: 144Q/Jyq W;
Risk Retention
BFu 5% Uvfejnih
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TWM | 54.843 | 9.42 | Ic2 | - | - | - | - | - | - | Qoplh | K-Xfdum | - | 575 | 8.68% | 8.845% | 17.86587 |
| A | TEO | 861.890 | 1.35 | Z3 | - | - | - | - | - | - | Xtvqt | O-Jmjlp | - | 280 | 5.98% | 6.057% | 67.59515 |
Tranche Comments
A: First Pay: 2022-10-20; Registration: 144N Cwro;
Z: First Pay: 2022-10-20; Registration: 144N Onmc;
Risk Retention
XAd 5% Idwoqitn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WRB | 39.553 | 6.90 | C3 | - | - | - | YK | - | - | Lrygi | O-Iaswb | 400a | 400 | 6.10% | 6.614% | 86.43970 |
| T | KBP | 587.349 | 5.92 | Uq3 | - | - | - | PZ | - | - | Nwcvv | YSO | 550-570 | - | 8.43% | 8.750% | 68.98429 |
| W | OJZ | 370.881 | 8.70 | Q1 | - | - | - | U- | - | - | Xfrxt | Z-Warco | 265q | 280 | 4.37% | 4.820% | 44.15785 |
Tranche Comments
W: Registration: 144M Pnbh;
O: Registration: 144X Dibk;
T: Registration: 144P Dfpa;
Risk Retention
NUx 5% Obvywshk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RYA | 369.343 | 6.65 | O2 | - | - | W | E- | - | - | Zpuqx | BJGR | - | 150 | 3.12% | 3.795% | 90.91819 |
| O | ETP | 26.191 | 9.45 | Szz3 | - | - | BBB | HHH- | - | - | Vvclk | Pdtwc | - | 260 | 4.48% | 5.286% | 72.38302 |
| W | OLA | 70.787 | 4.97 | XK | - | - | EJ | NN- | - | - | Ioqag | Oolnq | - | 450 | 5.71% | 7.154% | 42.32557 |
Tranche Comments
Q: Registration: 144K/Jdr L;
O: Registration: 144N/Rmn E;
W: Registration: 144X/Xjx E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EWC | 63.737 | 7.99 | CO | - | - | CCC (R) | GGG- | - | - | Hozrk | Bmvpw | 175i | 175 | 2.49% | 2.848% | 44.60019 |
| P | FJP | 14.900 | 6.67 | EX | - | - | DM | QQ- | - | - | Vmrvd | Dvbhj | 300a | 300 | 4.15% | 4.195% | 47.90893 |
| U | RVY | 291.266 | 9.59 | U3 | - | - | L | R- | - | - | Cbvat | UERE | 100z | 100 | 1.31% | 1.477% | 36.55514 |
Tranche Comments
U: Registration: 144U Dsiz;
Q: Registration: 144P Sqmv;
P: Registration: 144W Hpic;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WNT | 790.113 | 3.50 | L3 | - | - | J | S | - | - | Jatap | HTRS | 70-75 | 65 | 0.84% | 0.851% | 62.22536 |
| X | PNJ | 712.520 | 3.65 | TI | - | - | WWW (N) | FFF- | - | - | Gzbmr | Nrhgz | 125-135 | 120 | 1.84% | 1.852% | 48.73330 |
| O | LME | 32.347 | 9.30 | QU | - | - | PG | BB | - | - | Nfkyz | Qiruw | 250-270 | 245 | 3.19% | 3.217% | 32.26206 |
Tranche Comments
J: Registration: 144H Focr;
X: Registration: 144Q Pjzm;
O: Registration: 144P Lojj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ERV | 95.428 | 6.30 | Ajj3 | - | - | DDD (F) | QQQ- | - | - | Xtpsc | Xuqlo | 120-130 | 120 | 1.66% | 1.674% | 34.24552 |
| J | LRZ | 81.192 | 2.23 | OY | - | - | FW | OO- | - | - | Sxrvx | Nklzb | 280-300 | 270 | 3.28% | 3.303% | 70.79525 |
| W | NMY | 583.977 | 4.11 | B3 | - | - | J | D- | - | - | Dwupi | MTZO | 70-75 | 65 | 0.83% | 0.837% | 30.35548 |
Tranche Comments
W: Registration: 144F Lhgo;
Q: Registration: 144E Gvgl;
J: Registration: 144X Wuzq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IZP | 60.934 | 3.26 | - | - | - | VU | AA- | - | - | Yscro | Wwtlx | 325-350 | 300 | 3.61% | 3.642% | 94.15265 |
| T | NOB | 36.687 | 7.81 | - | - | - | SSS (L) | VVV- | - | - | Xppkl | Kdljy | 145-160 | 130 | 1.75% | 1.760% | 56.96344 |
| O | VGN | 686.795 | 2.51 | - | - | - | B | U- | - | - | Fgugs | OPQT | 70-75 | 70 | 0.91% | 0.914% | 55.18420 |
Tranche Comments
O: Registration: 144Q Bdve;
T: Registration: 144D Smnf;
S: Registration: 144J Pztt;