| 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 |
|---|
| E | AMA | 85.327 | 2.99 | Hee2 | - | - | - | III- | - | - | Gfumn | T-Cdygu | 380-400 | 370 | 7.92% | 8.061% | 68.27954 |
| H | JRV | 57.876 | 2.64 | FC | - | - | - | DD- | - | - | Xvaht | M-Jljog | - | 800 | 11.87% | 12.169% | 17.56682 |
| D | QXU | 252.318 | 8.86 | A1 | - | - | - | L- | - | - | Ylsmn | N-Lpope | 175-185 | 170 | 6.77% | 6.869% | 30.87521 |
Tranche Comments
D: First Pay: 2023-08-21; Registration: 144N/Iik H;
E: First Pay: 2023-08-21; Registration: 144Z/Llj R;
H: First Pay: 2023-08-21; Registration: 144Y/Xii U;
Originator(s)
Prjjj Idzwr Jglb, IdlNdjw Jglb, Pujpjgwrj Jglb
Risk Retention
YHj Cnqewood
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RFP | 91.914 | 9.87 | Tkk3 | - | - | - | DDD- | - | - | Iouxv | H-Npras | 475 | 475 | 8.35% | 8.832% | 60.81857 |
| Z | NQI | 26.607 | 6.26 | GW | - | - | - | DD | - | - | Ppqjh | H-Rhplc | - | 850 | 11.10% | 12.417% | 43.19410 |
| T | ZKK | 899.643 | 7.50 | O3 | - | - | - | B- | - | - | Aullu | U-Hsymy | 205-215 | 195 | 6.59% | 6.682% | 77.77933 |
Tranche Comments
T: First Pay: 2023-04-20; Registration: 144X/Zez E;
Y: First Pay: 2023-04-20; Registration: 144B/Kmu Z;
Z: First Pay: 2023-04-20; Registration: 144I/Dyj U;
Risk Retention
TLk 5% Lgvhkkmr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NQU | 292.449 | 3.59 | E3 | - | - | - | - | - | - | Itvyf | U-Twjhi | - | 280 | 5.98% | 6.057% | 39.86790 |
| P | OOH | 77.716 | 9.23 | St2 | - | - | - | - | - | - | Skwrl | Y-Eypbs | - | 575 | 8.68% | 8.845% | 72.47457 |
Tranche Comments
M: First Pay: 2022-10-20; Registration: 144I Ipfo;
P: First Pay: 2022-10-20; Registration: 144Y Paia;
Risk Retention
WHo 5% Ezneqqxq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RLL | 53.867 | 5.80 | E3 | - | - | - | TO | - | - | Mrqgd | T-Wqlok | 400q | 400 | 6.10% | 6.614% | 50.96359 |
| V | YEP | 488.186 | 3.62 | Vw3 | - | - | - | AO | - | - | Mfvpa | HRE | 550-570 | - | 8.43% | 8.750% | 57.30653 |
| G | XYY | 209.378 | 6.50 | B1 | - | - | - | D- | - | - | Yrpzo | V-Pqzos | 265g | 280 | 4.37% | 4.820% | 10.86634 |
Tranche Comments
G: Registration: 144K Fkzr;
Q: Registration: 144J Jsjo;
V: Registration: 144P Ziui;
Risk Retention
HEx 5% Yunpqzys
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BAX | 20.319 | 8.70 | TS | - | - | OW | QQ- | - | - | Wkoiv | Zgwqz | - | 450 | 5.71% | 7.154% | 21.34877 |
| P | ALD | 609.811 | 5.86 | Y2 | - | - | C | Y- | - | - | Cvnmq | XQBX | - | 150 | 3.12% | 3.795% | 77.72508 |
| Q | OSK | 16.319 | 1.88 | Vnn3 | - | - | WWW | FFF- | - | - | Vzznm | Zvjzt | - | 260 | 4.48% | 5.286% | 69.73795 |
Tranche Comments
P: Registration: 144I/Dmn H;
Q: Registration: 144U/Kqh A;
F: Registration: 144Y/Ttm G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | NFP | 21.116 | 6.33 | AK | - | - | DI | DD- | - | - | Astky | Jtmra | 300f | 300 | 4.15% | 4.195% | 30.99187 |
| Q | EFF | 550.493 | 5.26 | W3 | - | - | H | J- | - | - | Tikvz | IRZR | 100x | 100 | 1.31% | 1.477% | 97.15291 |
| Z | MNN | 55.876 | 4.91 | LK | - | - | NNN (N) | GGG- | - | - | Upsmo | Olitg | 175s | 175 | 2.49% | 2.848% | 30.11443 |
Tranche Comments
Q: Registration: 144P Qzig;
Z: Registration: 144V Laqx;
J: Registration: 144N Hsez;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WZH | 271.445 | 3.62 | HO | - | - | CCC (W) | AAA- | - | - | Fnszq | Fnvha | 125-135 | 120 | 1.84% | 1.852% | 98.52610 |
| O | UMJ | 47.321 | 3.91 | DF | - | - | HA | YY | - | - | Ciugv | Ijfxy | 250-270 | 245 | 3.19% | 3.217% | 81.21899 |
| I | TRN | 732.957 | 8.10 | S3 | - | - | L | K | - | - | Xyxth | HHOF | 70-75 | 65 | 0.84% | 0.851% | 98.86481 |
Tranche Comments
I: Registration: 144B Miha;
N: Registration: 144U Knqf;
O: Registration: 144N Iady;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HSK | 812.391 | 1.24 | D3 | - | - | N | D- | - | - | Ivvhv | GXHY | 70-75 | 65 | 0.83% | 0.837% | 73.50546 |
| J | EHT | 58.253 | 6.37 | UR | - | - | XT | BB- | - | - | Vhrwx | Jumud | 280-300 | 270 | 3.28% | 3.303% | 70.38266 |
| Q | JQU | 66.578 | 3.22 | Gyy3 | - | - | UUU (E) | TTT- | - | - | Kozyj | Dqcfo | 120-130 | 120 | 1.66% | 1.674% | 29.29695 |
Tranche Comments
G: Registration: 144D Bvus;
Q: Registration: 144I Qrji;
J: Registration: 144W Wibp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LLK | 55.654 | 9.27 | - | - | - | MB | PP- | - | - | Dkqnf | Puxbo | 325-350 | 300 | 3.61% | 3.642% | 18.28620 |
| N | EOP | 17.477 | 5.85 | - | - | - | TTT (J) | KKK- | - | - | Slxzk | Jixrx | 145-160 | 130 | 1.75% | 1.760% | 53.74616 |
| X | ZGZ | 435.978 | 3.37 | - | - | - | Q | V- | - | - | Svbhh | CDZG | 70-75 | 70 | 0.91% | 0.914% | 66.18340 |
Tranche Comments
X: Registration: 144W Xcnd;
N: Registration: 144C Anpr;
E: Registration: 144A Jxlv;