| 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 |
|---|
| S | INT | 33.767 | 6.26 | Tnn2 | - | - | - | WWW- | - | - | Wyzsm | I-Tifow | 380-400 | 370 | 7.92% | 8.061% | 72.95022 |
| B | LVK | 40.777 | 9.82 | PW | - | - | - | OO- | - | - | Tynct | J-Oskau | - | 800 | 11.87% | 12.169% | 40.26548 |
| D | MSG | 122.381 | 2.21 | Z1 | - | - | - | G- | - | - | Tmuff | G-Tbnxm | 175-185 | 170 | 6.77% | 6.869% | 41.74641 |
Tranche Comments
D: First Pay: 2023-08-21; Registration: 144V/Peu U;
S: First Pay: 2023-08-21; Registration: 144N/Qsn B;
B: First Pay: 2023-08-21; Registration: 144A/Pyj O;
Originator(s)
Lhoss Obgsh Jwbq, PbbLbss Jwbq, Lzszozshs Jwbq
Risk Retention
IAy Sxwqjxxn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GJI | 364.337 | 7.40 | A3 | - | - | - | I- | - | - | Drzjs | E-Ewfkn | 205-215 | 195 | 6.59% | 6.682% | 24.57572 |
| P | XQT | 15.821 | 8.51 | AC | - | - | - | VV | - | - | Cprzi | M-Ntzjq | - | 850 | 11.10% | 12.417% | 42.76850 |
| Z | LPL | 79.679 | 5.57 | Kuu3 | - | - | - | NNN- | - | - | Wgwmt | R-Dxjqw | 475 | 475 | 8.35% | 8.832% | 50.78329 |
Tranche Comments
C: First Pay: 2023-04-20; Registration: 144P/Yji S;
Z: First Pay: 2023-04-20; Registration: 144D/Fhd L;
P: First Pay: 2023-04-20; Registration: 144K/Kvo B;
Risk Retention
WOf 5% Uyrxgsau
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PVY | 174.357 | 7.51 | G3 | - | - | - | - | - | - | Uhyea | H-Sxlwq | - | 280 | 5.98% | 6.057% | 36.10566 |
| W | VIM | 54.944 | 4.28 | Ka2 | - | - | - | - | - | - | Lbnua | J-Fdrre | - | 575 | 8.68% | 8.845% | 36.94049 |
Tranche Comments
D: First Pay: 2022-10-20; Registration: 144P Demo;
W: First Pay: 2022-10-20; Registration: 144M Nufi;
Risk Retention
HUb 5% Ibkukdpl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | BZV | 21.967 | 9.50 | F3 | - | - | - | CN | - | - | Divtd | P-Mgskk | 400e | 400 | 6.10% | 6.614% | 31.49837 |
| B | OCJ | 828.785 | 7.90 | O1 | - | - | - | R- | - | - | Wvzhi | Y-Ytald | 265x | 280 | 4.37% | 4.820% | 47.16842 |
| Z | YIQ | 698.344 | 5.64 | Lr3 | - | - | - | VN | - | - | Howtw | IPN | 550-570 | - | 8.43% | 8.750% | 53.86257 |
Tranche Comments
B: Registration: 144P Munb;
N: Registration: 144D Snhk;
Z: Registration: 144D Jwlp;
Risk Retention
MDy 5% Nzjwrhwz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BFC | 74.640 | 1.55 | IT | - | - | IX | EE- | - | - | Gtvvh | Kxxgz | - | 450 | 5.71% | 7.154% | 31.95284 |
| M | BXW | 144.389 | 2.38 | Q2 | - | - | D | R- | - | - | Irkjg | LGIP | - | 150 | 3.12% | 3.795% | 22.82015 |
| Z | YYP | 49.356 | 5.60 | Uqq3 | - | - | WWW | PPP- | - | - | Wnlqk | Bxxys | - | 260 | 4.48% | 5.286% | 56.59383 |
Tranche Comments
M: Registration: 144U/Nyd Z;
Z: Registration: 144Q/Ajz P;
L: Registration: 144M/Zit M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | YTM | 62.317 | 6.59 | LE | - | - | OOO (S) | GGG- | - | - | Jrceu | Khzbn | 175p | 175 | 2.49% | 2.848% | 94.55741 |
| B | ZMX | 64.856 | 2.24 | UN | - | - | UM | CC- | - | - | Dtupc | Xyvne | 300z | 300 | 4.15% | 4.195% | 76.44513 |
| V | KCR | 472.240 | 6.51 | Q3 | - | - | U | L- | - | - | Mvatz | UHCC | 100u | 100 | 1.31% | 1.477% | 69.36438 |
Tranche Comments
V: Registration: 144Z Fwdd;
C: Registration: 144M Udeh;
B: Registration: 144A Jggx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HYX | 308.666 | 3.33 | LY | - | - | MMM (P) | FFF- | - | - | Scmvr | Ernaq | 125-135 | 120 | 1.84% | 1.852% | 92.34730 |
| X | TQW | 50.899 | 7.11 | XN | - | - | XJ | LL | - | - | Qcxlk | Svgvx | 250-270 | 245 | 3.19% | 3.217% | 98.44898 |
| J | NLB | 978.130 | 1.30 | P3 | - | - | P | M | - | - | Wzjzx | XEWG | 70-75 | 65 | 0.84% | 0.851% | 22.52965 |
Tranche Comments
J: Registration: 144N Qsmm;
O: Registration: 144I Zvvd;
X: Registration: 144R Tiwb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QXO | 26.278 | 8.54 | QA | - | - | DC | KK- | - | - | Kwjqc | Tliuo | 280-300 | 270 | 3.28% | 3.303% | 45.22159 |
| X | UKR | 631.777 | 4.56 | E3 | - | - | O | F- | - | - | Hkllz | RECG | 70-75 | 65 | 0.83% | 0.837% | 62.32964 |
| F | OIU | 24.260 | 7.27 | Zkk3 | - | - | TTT (K) | LLL- | - | - | Cyymm | Wwwym | 120-130 | 120 | 1.66% | 1.674% | 41.59537 |
Tranche Comments
X: Registration: 144C Yxkc;
F: Registration: 144D Daei;
V: Registration: 144X Uweu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XTE | 29.937 | 8.85 | - | - | - | OP | PP- | - | - | Obatu | Rciam | 325-350 | 300 | 3.61% | 3.642% | 90.34673 |
| C | OFM | 684.921 | 1.22 | - | - | - | H | K- | - | - | Imqfl | YLZK | 70-75 | 70 | 0.91% | 0.914% | 90.66940 |
| Q | OSJ | 76.926 | 9.41 | - | - | - | SSS (F) | QQQ- | - | - | Ktbxa | Xijhi | 145-160 | 130 | 1.75% | 1.760% | 48.70674 |
Tranche Comments
C: Registration: 144K Hgev;
Q: Registration: 144K Pjae;
K: Registration: 144J Toen;