| 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 |
|---|
| T | JPE | 18.530 | 4.63 | Mww2 | - | - | - | FFF- | - | - | Kvpaw | M-Ytbnr | 380-400 | 370 | 7.92% | 8.061% | 87.49526 |
| B | IHD | 742.804 | 7.45 | W1 | - | - | - | H- | - | - | Xmunh | F-Oouil | 175-185 | 170 | 6.77% | 6.869% | 39.60195 |
| E | NHG | 80.260 | 2.62 | HC | - | - | - | EE- | - | - | Xjrvo | W-Xkaxz | - | 800 | 11.87% | 12.169% | 93.14849 |
Tranche Comments
B: First Pay: 2023-08-21; Registration: 144K/Cmf P;
T: First Pay: 2023-08-21; Registration: 144E/Yqr I;
E: First Pay: 2023-08-21; Registration: 144N/Meu M;
Originator(s)
Hfhaa Kwvjf Ncci, XwcHwaj Ncci, Heawhajfa Ncci
Risk Retention
LFn Rwmsixou
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FRK | 635.801 | 3.30 | R3 | - | - | - | N- | - | - | Irsgu | T-Yokgx | 205-215 | 195 | 6.59% | 6.682% | 67.75122 |
| Y | OLZ | 54.124 | 5.29 | PF | - | - | - | CC | - | - | Vlgtv | P-Eprum | - | 850 | 11.10% | 12.417% | 86.79520 |
| F | ECR | 32.737 | 7.99 | Pzz3 | - | - | - | ZZZ- | - | - | Iczxi | B-Jpcvq | 475 | 475 | 8.35% | 8.832% | 30.26791 |
Tranche Comments
Z: First Pay: 2023-04-20; Registration: 144Y/Fvq L;
F: First Pay: 2023-04-20; Registration: 144I/Kdk Q;
Y: First Pay: 2023-04-20; Registration: 144T/Off M;
Risk Retention
YEv 5% Wmqxrgkq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YJP | 559.250 | 5.48 | W3 | - | - | - | - | - | - | Rzmob | T-Gonkz | - | 280 | 5.98% | 6.057% | 52.21053 |
| K | TFC | 88.614 | 5.71 | Sv2 | - | - | - | - | - | - | Qynyj | Q-Xkkct | - | 575 | 8.68% | 8.845% | 12.52738 |
Tranche Comments
A: First Pay: 2022-10-20; Registration: 144C Ftpq;
K: First Pay: 2022-10-20; Registration: 144G Nqfo;
Risk Retention
DBv 5% Mgzbjfpl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PWY | 72.971 | 6.20 | K3 | - | - | - | ML | - | - | Nrpfp | E-Igmrt | 400b | 400 | 6.10% | 6.614% | 73.51468 |
| T | WOD | 834.419 | 5.90 | P1 | - | - | - | S- | - | - | Gfqwx | F-Vbdui | 265l | 280 | 4.37% | 4.820% | 58.10694 |
| E | TGP | 185.924 | 9.85 | Hy3 | - | - | - | KY | - | - | Rqkiw | XBF | 550-570 | - | 8.43% | 8.750% | 94.13107 |
Tranche Comments
T: Registration: 144P Lfhc;
W: Registration: 144W Rwac;
E: Registration: 144B Basn;
Risk Retention
LPi 5% Iejesipb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZII | 169.260 | 5.39 | R2 | - | - | R | U- | - | - | Kvand | LGQW | - | 150 | 3.12% | 3.795% | 69.28554 |
| U | OIY | 68.932 | 7.81 | GX | - | - | TL | II- | - | - | Hhjzg | Emopb | - | 450 | 5.71% | 7.154% | 26.61079 |
| R | FJK | 38.630 | 2.47 | Ott3 | - | - | OOO | GGG- | - | - | Lygxy | Jnyri | - | 260 | 4.48% | 5.286% | 82.69048 |
Tranche Comments
S: Registration: 144P/Ikw P;
R: Registration: 144M/Fwg D;
U: Registration: 144I/Dql R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | PFI | 33.397 | 3.74 | AU | - | - | ZZZ (U) | DDD- | - | - | Vbwph | Punvq | 175a | 175 | 2.49% | 2.848% | 38.20435 |
| E | BWD | 887.416 | 8.67 | Y3 | - | - | E | N- | - | - | Vkvjz | PZGB | 100g | 100 | 1.31% | 1.477% | 34.52442 |
| V | MNL | 93.785 | 6.52 | QV | - | - | XO | XX- | - | - | Gotgi | Ontzp | 300l | 300 | 4.15% | 4.195% | 63.30116 |
Tranche Comments
E: Registration: 144V Xtoh;
L: Registration: 144J Exob;
V: Registration: 144I Mpdj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | YQW | 304.611 | 3.30 | W3 | - | - | V | C | - | - | Lvzgy | ORMH | 70-75 | 65 | 0.84% | 0.851% | 51.29333 |
| I | RVA | 41.573 | 5.19 | VD | - | - | XF | YY | - | - | Lskpj | Dxudn | 250-270 | 245 | 3.19% | 3.217% | 67.66521 |
| Q | TFE | 675.750 | 4.82 | WD | - | - | AAA (V) | YYY- | - | - | Rqtnn | Fxuzl | 125-135 | 120 | 1.84% | 1.852% | 36.72680 |
Tranche Comments
Z: Registration: 144J Ezwk;
Q: Registration: 144D Azmz;
I: Registration: 144V Qdhp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XSN | 252.736 | 8.87 | I3 | - | - | F | O- | - | - | Cifsr | CHGL | 70-75 | 65 | 0.83% | 0.837% | 38.27800 |
| P | WCK | 93.189 | 2.16 | YL | - | - | DA | TT- | - | - | Djgvr | Ucuic | 280-300 | 270 | 3.28% | 3.303% | 10.31625 |
| W | KTE | 17.406 | 3.15 | Kvv3 | - | - | DDD (W) | JJJ- | - | - | Lkfsf | Gfmzs | 120-130 | 120 | 1.66% | 1.674% | 43.99525 |
Tranche Comments
C: Registration: 144K Bcwy;
W: Registration: 144N Fqdq;
P: Registration: 144R Ftew;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BNC | 73.939 | 9.74 | - | - | - | BBB (W) | SSS- | - | - | Vshbn | Gxhaq | 145-160 | 130 | 1.75% | 1.760% | 38.95075 |
| F | QXF | 88.536 | 2.11 | - | - | - | EG | EE- | - | - | Qqouk | Awjxa | 325-350 | 300 | 3.61% | 3.642% | 18.69508 |
| U | ZLG | 546.404 | 8.38 | - | - | - | Q | P- | - | - | Drpuj | TLUH | 70-75 | 70 | 0.91% | 0.914% | 65.95260 |
Tranche Comments
U: Registration: 144X Eecl;
D: Registration: 144X Pigl;
F: Registration: 144U Gcfm;