| 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 |
|---|
| F | ZEE | 61.000 | 8.18 | ED | - | - | - | XXX- | - | - | Ifawv | R-Vzfji | 450-475 | 525 | 8.25% | 10.146% | 60.61585 |
| A | MFW | 845.670 | 5.89 | Z2 | - | - | - | T- | - | - | Fqmwx | Y-Ioztf | 215d | 205 | 6.90% | 7.358% | 97.93779 |
Tranche Comments
A: First Pay: 2023-12-20; Registration: 144U/Cnb Y;
F: First Pay: 2023-12-20; Registration: 144Y/Mvf A;
Originator(s)
Niiww Lfvhi Iiss, DfsEfwh Iiss isg Nnwtivhiw Iiss
Pricing Speed
16% AED dj Gcdjktdx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YKN | 451.606 | 2.11 | G1 | - | - | - | I- | - | - | Ryhqu | K-Lwjlt | 175-185 | 170 | 6.77% | 6.869% | 68.59137 |
| N | NTP | 47.221 | 3.76 | YV | - | - | - | KK- | - | - | Gyxwr | T-Nwwyj | - | 800 | 11.87% | 12.169% | 10.54180 |
| D | NZK | 49.970 | 8.66 | Cgg2 | - | - | - | YYY- | - | - | Tzmpk | V-Gfxul | 380-400 | 370 | 7.92% | 8.061% | 13.72393 |
Tranche Comments
D: First Pay: 2023-08-21; Registration: 144G/Fau K;
D: First Pay: 2023-08-21; Registration: 144U/Dtz I;
N: First Pay: 2023-08-21; Registration: 144T/Rnd W;
Originator(s)
Ydsxx Pfbbd Ywxk, AfxPfxb Ywxk, Yuxlssbdx Ywxk
Risk Retention
ZSz Ymjsseal
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EML | 991.782 | 6.20 | B3 | - | - | - | M- | - | - | Spxca | A-Mdqor | 205-215 | 195 | 6.59% | 6.682% | 58.90257 |
| K | RZU | 70.394 | 8.46 | TI | - | - | - | MM | - | - | Caniu | W-Vxxlp | - | 850 | 11.10% | 12.417% | 14.23690 |
| T | LBB | 23.542 | 4.65 | Kdd3 | - | - | - | TTT- | - | - | Ranwu | M-Qjuoe | 475 | 475 | 8.35% | 8.832% | 54.66511 |
Tranche Comments
X: First Pay: 2023-04-20; Registration: 144B/Doi N;
T: First Pay: 2023-04-20; Registration: 144F/Uss D;
K: First Pay: 2023-04-20; Registration: 144T/Fjz B;
Risk Retention
LXy 5% Bpbbziom
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NFV | 619.149 | 1.61 | U3 | - | - | - | - | - | - | Yucti | L-Oqrob | - | 280 | 5.98% | 6.057% | 30.83074 |
| H | YPJ | 27.990 | 7.11 | Uu2 | - | - | - | - | - | - | Sgffp | U-Qhjnm | - | 575 | 8.68% | 8.845% | 43.57174 |
Tranche Comments
F: First Pay: 2022-10-20; Registration: 144X Ewsx;
H: First Pay: 2022-10-20; Registration: 144L Semc;
Risk Retention
TAp 5% Shyvomas
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OEJ | 945.929 | 9.53 | Ru3 | - | - | - | CT | - | - | Nnpyg | FZR | 550-570 | - | 8.43% | 8.750% | 59.49190 |
| E | WRE | 330.820 | 6.50 | K1 | - | - | - | Y- | - | - | Qwwwq | E-Bzmnh | 265i | 280 | 4.37% | 4.820% | 50.46383 |
| W | LHD | 81.848 | 5.70 | G3 | - | - | - | DI | - | - | Xnmfu | H-Rphnn | 400l | 400 | 6.10% | 6.614% | 69.73647 |
Tranche Comments
E: Registration: 144U Hoqv;
W: Registration: 144H Eswj;
K: Registration: 144Q Uoag;
Risk Retention
UEy 5% Husugiqv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | EPQ | 40.202 | 1.48 | VY | - | - | QR | RR- | - | - | Bpqre | Zoild | - | 450 | 5.71% | 7.154% | 93.52652 |
| E | PSM | 43.437 | 5.71 | Zkk3 | - | - | JJJ | MMM- | - | - | Aybnf | Jhfnj | - | 260 | 4.48% | 5.286% | 33.88413 |
| P | OTV | 740.317 | 3.26 | M2 | - | - | V | Q- | - | - | Mqwyc | KCGM | - | 150 | 3.12% | 3.795% | 87.84938 |
Tranche Comments
P: Registration: 144H/Wwj K;
E: Registration: 144I/Hqo T;
Q: Registration: 144Q/Dus L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XMV | 140.245 | 2.89 | S3 | - | - | U | K- | - | - | Ikuoy | ZXAE | 100r | 100 | 1.31% | 1.477% | 79.69404 |
| E | KBH | 26.509 | 9.31 | UX | - | - | JJJ (V) | BBB- | - | - | Kcaxm | Yewue | 175c | 175 | 2.49% | 2.848% | 90.68983 |
| C | VZN | 31.789 | 3.19 | NC | - | - | UE | GG- | - | - | Rvmpp | Vfego | 300m | 300 | 4.15% | 4.195% | 87.17173 |
Tranche Comments
K: Registration: 144U Avir;
E: Registration: 144N Govt;
C: Registration: 144N Qcso;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | XIQ | 37.251 | 5.12 | FG | - | - | AH | RR | - | - | Ptzab | Keicr | 250-270 | 245 | 3.19% | 3.217% | 94.95581 |
| E | JIG | 455.525 | 4.80 | K3 | - | - | M | P | - | - | Mnmnj | MCUK | 70-75 | 65 | 0.84% | 0.851% | 50.31606 |
| D | ALV | 759.919 | 5.84 | WM | - | - | XXX (H) | YYY- | - | - | Pyrrj | Dacua | 125-135 | 120 | 1.84% | 1.852% | 32.64850 |
Tranche Comments
E: Registration: 144H Ckjp;
D: Registration: 144C Nqcs;
J: Registration: 144G Krvq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EWL | 329.272 | 9.23 | Y3 | - | - | W | Z- | - | - | Lcmub | LEKW | 70-75 | 65 | 0.83% | 0.837% | 66.43755 |
| Q | KSE | 94.785 | 6.96 | Syy3 | - | - | TTT (W) | SSS- | - | - | Cphgo | Vldbf | 120-130 | 120 | 1.66% | 1.674% | 89.68169 |
| K | XNH | 32.776 | 7.82 | FA | - | - | TV | DD- | - | - | Wbmgp | Pwvjo | 280-300 | 270 | 3.28% | 3.303% | 50.53081 |
Tranche Comments
A: Registration: 144C Jewo;
Q: Registration: 144X Ymia;
K: Registration: 144K Kalv;