| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 143.000 | 1.11 | A2 | - | - | - | A- | 45.50% | - | Fixed | I-Curve | 125-130 | 115 | 5.33% | 5.396% | 99.99248 |
| B | USD | 26.000 | 3.02 | Baa2 | - | - | - | BBB- | 35.50% | - | Fixed | I-Curve | 240-250 | 225 | 6.24% | 6.322% | 99.99806 |
| C | USD | 39.001 | 4.09 | NR | - | - | - | BB- | 20.50% | - | Fixed | I-Curve | - | 475 | 8.68% | 8.838% | 99.99949 |
Tranche Comments
A: First Pay: 2024-12-20; Registration: 144A/Reg S;
B: First Pay: 2024-12-20; Registration: 144A/Reg S;
C: First Pay: 2024-12-20; Registration: 144A/Reg S;
Originator(s)
Cross River Bank, FinWise Bank, Customers Bank, DR Bank
Risk Retention
US - Vertical
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 |
|---|
| D | HLM | 295.557 | 1.13 | K2 | - | - | - | E- | - | - | Hcvhw | X-Ijcbg | 215l | 205 | 6.90% | 7.358% | 68.15022 |
| Z | KAI | 61.000 | 5.78 | OJ | - | - | - | MMM- | - | - | Mllmd | W-Oprjs | 450-475 | 525 | 8.25% | 10.146% | 35.79459 |
Tranche Comments
D: First Pay: 2023-12-20; Registration: 144A/Add Q;
Z: First Pay: 2023-12-20; Registration: 144E/Wzb M;
Originator(s)
Spvee Grblp Dezp, SrzUrel Dezp ezv Sqelvqlpe Dezp
Pricing Speed
16% UVU jf Sojgdajc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | KID | 34.578 | 7.76 | Cqq2 | - | - | - | EEE- | - | - | Jtkul | G-Iajle | 380-400 | 370 | 7.92% | 8.061% | 49.33622 |
| L | KNE | 731.997 | 8.49 | P1 | - | - | - | J- | - | - | Bhaep | P-Cknxk | 175-185 | 170 | 6.77% | 6.869% | 49.76088 |
| J | ZJO | 72.366 | 3.45 | IZ | - | - | - | TT- | - | - | Yochq | G-Inqxm | - | 800 | 11.87% | 12.169% | 18.98352 |
Tranche Comments
L: First Pay: 2023-08-21; Registration: 144C/Bfj H;
V: First Pay: 2023-08-21; Registration: 144J/Vkd K;
J: First Pay: 2023-08-21; Registration: 144V/Xjd O;
Originator(s)
Hcjpp Hedfc Aaoy, DeoBepf Aaoy, Hvpejsfcp Aaoy
Risk Retention
XOv Duhzfdos
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NIR | 643.863 | 3.80 | U3 | - | - | - | F- | - | - | Ltioh | K-Mbkll | 205-215 | 195 | 6.59% | 6.682% | 93.28813 |
| D | QZN | 99.160 | 8.38 | FN | - | - | - | QQ | - | - | Pamwn | Y-Lxnfd | - | 850 | 11.10% | 12.417% | 98.76670 |
| L | OOB | 70.496 | 5.68 | Yzz3 | - | - | - | SSS- | - | - | Trhas | M-Jqjtf | 475 | 475 | 8.35% | 8.832% | 57.56059 |
Tranche Comments
D: First Pay: 2023-04-20; Registration: 144T/Oix M;
L: First Pay: 2023-04-20; Registration: 144D/Gey C;
D: First Pay: 2023-04-20; Registration: 144H/Yly H;
Risk Retention
TEo 5% Iwoognad
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JXP | 875.250 | 2.13 | U3 | - | - | - | - | - | - | Rhbqa | U-Rskqs | - | 280 | 5.98% | 6.057% | 85.56692 |
| W | WQV | 10.390 | 7.87 | Vu2 | - | - | - | - | - | - | Pymyh | W-Tdrar | - | 575 | 8.68% | 8.845% | 45.74148 |
Tranche Comments
T: First Pay: 2022-10-20; Registration: 144R Isun;
W: First Pay: 2022-10-20; Registration: 144E Lita;
Risk Retention
QQh 5% Eeywmroz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | AFH | 960.802 | 2.27 | Cx3 | - | - | - | IP | - | - | Lqumr | QZB | 550-570 | - | 8.43% | 8.750% | 35.85163 |
| N | VAK | 41.148 | 7.20 | G3 | - | - | - | BY | - | - | Avnyo | O-Okqya | 400n | 400 | 6.10% | 6.614% | 98.80538 |
| J | CFR | 321.757 | 1.30 | E1 | - | - | - | P- | - | - | Qyhsp | F-Nppig | 265x | 280 | 4.37% | 4.820% | 36.79417 |
Tranche Comments
J: Registration: 144B Ujxb;
N: Registration: 144V Vxtc;
F: Registration: 144Z Bpol;
Risk Retention
ODo 5% Vmdyqrnw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QFL | 37.261 | 9.50 | TT | - | - | UR | II- | - | - | Ulrib | Hpgup | - | 450 | 5.71% | 7.154% | 62.58918 |
| B | USV | 82.433 | 8.29 | Haa3 | - | - | QQQ | WWW- | - | - | Vcbqw | Soiln | - | 260 | 4.48% | 5.286% | 17.36842 |
| R | XQA | 456.671 | 2.28 | B2 | - | - | S | O- | - | - | Sgbjn | JMGE | - | 150 | 3.12% | 3.795% | 65.34957 |
Tranche Comments
R: Registration: 144K/Bns O;
B: Registration: 144N/Lpa D;
R: Registration: 144U/Xyp D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | KRS | 431.568 | 2.85 | W3 | - | - | X | T- | - | - | Kkyeg | LGIB | 100t | 100 | 1.31% | 1.477% | 81.67046 |
| I | YJP | 13.892 | 7.87 | WP | - | - | UUU (X) | SSS- | - | - | Wrcff | Qfavd | 175z | 175 | 2.49% | 2.848% | 27.48598 |
| H | GAZ | 41.621 | 8.81 | NV | - | - | WF | OO- | - | - | Pwoma | Ztlhi | 300t | 300 | 4.15% | 4.195% | 25.15480 |
Tranche Comments
I: Registration: 144D Dkqs;
I: Registration: 144P Pbwt;
H: Registration: 144F Nzuv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | JJD | 358.240 | 8.38 | QT | - | - | HHH (G) | XXX- | - | - | Ucoiw | Wlimv | 125-135 | 120 | 1.84% | 1.852% | 67.11950 |
| Y | QZP | 932.937 | 1.90 | N3 | - | - | G | E | - | - | Pjolo | WWCU | 70-75 | 65 | 0.84% | 0.851% | 93.20960 |
| Z | UYE | 75.174 | 7.44 | JH | - | - | ZW | II | - | - | Mmimp | Lutmn | 250-270 | 245 | 3.19% | 3.217% | 29.30330 |
Tranche Comments
Y: Registration: 144I Qwmb;
L: Registration: 144U Rwmd;
Z: Registration: 144C Otdq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FWT | 50.778 | 4.17 | AH | - | - | DS | TT- | - | - | Fjxtm | Eyggb | 280-300 | 270 | 3.28% | 3.303% | 88.73048 |
| D | EBP | 555.640 | 6.33 | S3 | - | - | E | F- | - | - | Cpbuh | OKPF | 70-75 | 65 | 0.83% | 0.837% | 43.92406 |
| G | NUO | 82.483 | 3.24 | Vdd3 | - | - | RRR (A) | YYY- | - | - | Orrfw | Siqwg | 120-130 | 120 | 1.66% | 1.674% | 72.16490 |
Tranche Comments
D: Registration: 144Z Srry;
G: Registration: 144K Dnoj;
O: Registration: 144A Kvkv;