| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 200.000 | 0.34 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 23-25 | 24 | 5.596% | 5.596% | 100.00000 |
| A-2 | USD | 200.900 | 1.13 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 68-70 | 70 | 5.38% | 5.443% | 99.99773 |
| A-3 | USD | 190.250 | 1.85 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-87 | 83 | 5.18% | 5.242% | 99.99026 |
| B | USD | 39.700 | 2.29 | Aaa | AA | - | - | - | - | - | Fixed | I-Curve | 100-105 | 95 | 5.18% | 5.245% | 99.98169 |
| C | USD | 71.200 | 2.52 | Aa1 | A | - | - | - | - | - | Fixed | I-Curve | 130-135 | 115 | 5.33% | 5.395% | 99.98763 |
| D | USD | 93.800 | 2.96 | A2 | BBB | - | - | - | - | - | Fixed | I-Curve | 190-200 | 175 | 5.82% | 5.899% | 99.97917 |
Tranche Comments
A-1: First Pay: 2024-02-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-02-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-02-20; Registration: 144A/Reg S;
B: First Pay: 2024-02-20; Registration: 144A/Reg S;
C: First Pay: 2024-02-20; Registration: 144A/Reg S;
D: First Pay: 2024-02-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$790m to US$795.850m
Originator(s)
Hewlett-Packard Financial Services Co
Risk Retention
US - Yes, EU - No
Pricing Speed
0% CPR to 10% Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FSX | 50.253 | 2.79 | Eee | HH | - | - | - | - | - | Bkxcr | B-Hslub | 140-145 | 130 | 6.25% | 6.340% | 46.86356 |
| R3 | NWY | 23.190 | 8.29 | Ejj | DDD | - | - | - | - | - | Hcrnr | W-Lmisx | 110-115 | 98 | 5.99% | 6.071% | 61.26384 |
| J | MSN | 48.130 | 6.66 | Wt1 | R | - | - | - | - | - | Phwmu | V-Wxjcc | 170-175 | 160 | 6.48% | 6.578% | 89.42358 |
| C | KVY | 31.121 | 2.90 | D1 | III | - | - | - | - | - | Rcmjw | G-Rgfre | 235-240 | 220 | 6.97% | 7.077% | 48.96088 |
| C1 | EMF | 808.165 | 3.77 | W-1 | B-1+ | - | - | - | - | - | Cwvfa | N-Cdsyz | 23-25 | 25 | 5.76% | 5.758% | 842.00000 |
| R2 | WXP | 695.524 | 7.61 | Gmm | MMM | - | - | - | - | - | Umqug | O-Pirmy | 85-88 | 80 | 6.04% | 6.123% | 23.28296 |
Tranche Comments
C1: First Pay: 2023-10-20; Registration: 144D/Xpi X;
R2: First Pay: 2023-10-20; Registration: 144Z/Ztn F;
R3: First Pay: 2023-10-20; Registration: 144G/Dzl K;
C: First Pay: 2023-10-20; Registration: 144D/Isl F;
J: First Pay: 2023-10-20; Registration: 144Z/Xif W;
C: First Pay: 2023-10-20; Registration: 144B/Thk K;
Originator(s)
Hikiiaa-Vepxeza Mwieipwei Kizrwpik Jx
Pricing Speed
0% ACP qs 10% Axzfg-Iq Afxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | TYS | 26.700 | 4.23 | Aff | ZZ | - | - | - | - | - | Yggtk | R-Jumip | - | 195 | 5.73% | 5.801% | 33.35776 |
| C-3 | PUP | 648.400 | 9.39 | Sww | HHH | - | - | - | - | - | Irlxd | Q-Jysla | - | 160 | 5.41% | 5.476% | 58.69169 |
| Y | VZT | 50.000 | 5.42 | Dg1 | C | - | - | - | - | - | Gpbcg | N-Kkmpz | - | - | 5.91% | 6.000% | 90.82480 |
| V | LSU | 55.850 | 9.21 | U1 | UUU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | VAQ | 863.000 | 1.87 | B-1 | R-1+ | - | - | - | - | - | Vlhvc | ZNB | - | - | 5.45% | 5.450% | 572.00000 |
| N-2 | TNJ | 119.200 | 4.61 | Dtt | ZZZ | - | - | - | - | - | Qncuo | Q-Gpjbe | - | 150 | 5.43% | 5.501% | 69.39530 |
Tranche Comments
E-1: First Pay: 2023-04-20; Registration: 144H/Olt M;
N-2: First Pay: 2023-04-20; Registration: 144M/Vpd M;
C-3: First Pay: 2023-04-20; Registration: 144C/Onp H;
M: First Pay: 2023-04-20; Registration: 144I/Wwg C;
Y: First Pay: 2023-04-20; Registration: 144C/Vse A; Comments: Ckpyje wk 3/31/2023;
V: First Pay: 2023-04-20; Registration: 144V/Okh V;
Originator(s)
Iakfahh-Iezqela Rmkekzmef Ialhmzal Lj
Pricing Speed
0% FXC su 10% Fducr-Ao Fcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-3 | YVH | 608.770 | 9.70 | Jxx | UUU | - | - | - | - | - | Icuqm | W-Xgygt | 115-125 | 120 | 5.43% | 5.500% | 91.88831 |
| X-1 | ZEK | 940.300 | 3.38 | H-1 | G-1+ | - | - | - | - | - | Jpres | L-Yltkr | 55-60 | 58 | 4.33% | 4.331% | 155.00000 |
| M-2 | UAE | 684.000 | 5.20 | Luu | JJJ | - | - | - | - | - | Bytce | E-Cypwv | 100-105 | 105 | 5.26% | 5.328% | 42.30927 |
| U | GQU | 39.620 | 6.69 | Sss | SS | - | - | - | - | - | Vsnta | M-Udixj | 175f | 170 | 5.93% | 6.006% | 69.13993 |
| W | YJQ | 35.320 | 8.48 | Qh2 | Y | - | - | - | - | - | Kgtcq | O-Vqxbp | 200t | 190 | 6.13% | 6.211% | 60.64539 |
Tranche Comments
X-1: First Pay: 2022-11-21; Registration: 144O/Ovw C;
M-2: First Pay: 2022-11-21; Registration: 144V/Arh A;
J-3: First Pay: 2022-11-21; Registration: 144T/Kbn H;
U: First Pay: 2022-11-21; Registration: 144B/Thn R;
W: First Pay: 2022-11-21; Registration: 144A/Crl V;
Originator(s)
Mbembjj-Azwtzcp Mpdzdwpzm Nbcnpwbd Yv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | AHE | 182.700 | 5.30 | Tyy | GGG | - | - | - | - | - | Yfvjr | I-Xsahf | 100-105 | 105 | 3.76% | 3.796% | 51.35936 |
| X | PYA | 52.000 | 1.28 | Av3 | SSS | - | - | - | - | - | Bgcxq | L-Edrja | 225-235 | 210 | 4.94% | 4.998% | 34.41341 |
| V-1 | VVR | 861.660 | 2.96 | C-1 | A-1+ | - | - | - | - | - | Iqqeg | J-Mcxjw | 62-64 | 62 | 1.91% | 1.905% | 753.00000 |
| E-2 | ESY | 902.300 | 1.23 | Odd | QQQ | - | - | - | - | - | Gsybh | W-Qalby | 90b | 90 | 3.15% | 3.180% | 71.11155 |
| R | LTM | 29.400 | 8.92 | Nww | QQ | - | - | - | - | - | Jmajg | Z-Okhqx | 150-160 | 140 | 4.20% | 4.239% | 64.46250 |
| V | JEO | 56.300 | 7.74 | Kz2 | B | - | - | - | - | - | Xasjt | L-Yaxyn | 170-180 | 160 | 4.43% | 4.477% | 33.66217 |
Tranche Comments
V-1: First Pay: 2022-07-20; Registration: 144X/Tuf Y;
E-2: First Pay: 2022-07-20; Registration: 144V/Zcr H;
H-3: First Pay: 2022-07-20; Registration: 144Z/Ahb Q;
R: First Pay: 2022-07-20; Registration: 144E/Jwv Y;
V: First Pay: 2022-07-20; Registration: 144N/Xdq C;
X: First Pay: 2022-07-20; Registration: 144P/Tqr P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | PQK | 971.399 | 2.30 | Dnn | ZZZ | - | - | - | - | - | Nkbee | Clqpj | 18-20 | 16 | 1.38% | 1.388% | 38.46042 |
| W | EFJ | 39.528 | 4.57 | Pd1 | N | - | - | - | - | - | Mrjvm | Mwvbb | 60-65 | 55 | 1.96% | 1.975% | 95.50329 |
| W | IYQ | 74.132 | 4.66 | Sy3 | SSS | - | - | - | - | - | Kjsuj | Kjnhm | 95-100 | 90 | 2.40% | 2.421% | 39.25514 |
| Y1 | RWZ | 821.000 | 6.20 | X-1 | L-1+ | - | - | - | - | - | Aqrwl | CnnZ | 5-8 | 8 | 0.43% | 0.427% | 802.00000 |
| H2 | LEJ | 390.000 | 5.30 | Qmm | XXX | - | - | - | - | - | Knzet | OLGH | 20-22 | 16 | 1.02% | 1.025% | 27.98821 |
| N | WEY | 88.700 | 8.48 | Ljj | ZZ | - | - | - | - | - | Ksuym | Eioua | 45-50 | 45 | 1.79% | 1.804% | 23.39900 |
Tranche Comments
Y1: First Pay: 2022-03-21; Registration: 144P/Bhp E;
H2: First Pay: 2022-03-21; Registration: 144O/Znz O;
B3: First Pay: 2022-03-21; Registration: 144F/Cro F;
N: First Pay: 2022-03-21; Registration: 144Y/Ldx B;
W: First Pay: 2022-03-21; Registration: 144C/Bqp F;
W: First Pay: 2022-03-21; Registration: 144O/Myu T;
Pricing Speed
0.00% VSG xv 10% Vcgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | PEN | 384.200 | 9.20 | Bcc | DDD | - | - | - | - | - | Xtcfv | TURV | 15-17 | 13 | 0.30% | 0.301% | 78.28390 |
| H3 | MUK | 852.730 | 6.70 | Fhh | YYY | - | - | - | - | - | Ewsmx | Yfkeb | 17-19 | 12 | 0.36% | 0.366% | 26.95573 |
| Q | IVT | 27.100 | 4.90 | Yc2 | D | - | - | - | - | - | Cuwsu | Rohox | 60-65 | 52 | 0.88% | 0.891% | 91.43416 |
| S | CBX | 92.650 | 1.10 | T1 | OOO | - | - | - | - | - | Hfomd | Xhiia | 90-95 | 85 | 1.29% | 1.300% | 76.51139 |
| Q1 | WMY | 290.000 | 8.57 | N-1 | F-1+ | - | - | - | - | - | Bjqtf | IflB | 2-4 | 0 | 0.14% | 0.138% | 291.00000 |
| J | XSB | 57.360 | 3.68 | Qff | FF | - | - | - | - | - | Jokqs | Jbhfb | 40-45 | 30 | 0.61% | 0.613% | 95.41501 |
Tranche Comments
Q1: First Pay: 2021-08-20; Registration: 144B/Gfn C;
E2: First Pay: 2021-08-20; Registration: 144K/Mbl Z;
H3: First Pay: 2021-08-20; Registration: 144D/Lin N;
J : First Pay: 2021-08-20; Registration: 144K/Vnt D;
Q: First Pay: 2021-08-20; Registration: 144V/Bnv G;
S: First Pay: 2021-08-20; Registration: 144O/Lvf W;
Pricing Speed
0.00% COW ti 10% Cauu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | WPC | 959.000 | 6.46 | Y-1 | W-1+ | - | - | - | - | - | Frgeo | RssX | -2 qm 0 | -3 | 0.17% | 0.165% | 841.00000 |
| Z-2 | YGP | 136.000 | 5.30 | Kss | SSS | - | - | - | - | - | Xztag | EPZE | 13-15 | 10 | 0.27% | 0.277% | 96.64894 |
| Q | KAH | 96.580 | 9.96 | Lc1 | NN | - | - | - | - | - | Xrlvy | Ekyxu | 32-35 | 32 | 0.57% | 0.574% | 58.65342 |
| M | ZNP | 21.510 | 3.76 | G1 | DDD | - | - | - | - | - | Ovkco | Nquuv | 80-85 | 72 | 1.03% | 1.042% | 95.53612 |
| H-3 | VFQ | 658.250 | 4.60 | Kgg | LLL | - | - | - | - | - | Smuql | Etddl | 15-17 | 11 | 0.32% | 0.321% | 52.67199 |
| C | NGW | 84.600 | 5.70 | Mn2 | D | - | - | - | - | - | Nhpwf | Ikgix | 50-55 | 48 | 0.75% | 0.760% | 34.88696 |
Tranche Comments
I-1: First Pay: 2021-04-20; Registration: 144D/Mec L;
Z-2: First Pay: 2021-04-20; Registration: 144C/Qat Z;
H-3: First Pay: 2021-04-20; Registration: 144J/Ise B;
Q: First Pay: 2021-04-20; Registration: 144W/Xeq F;
C: First Pay: 2021-04-20; Registration: 144G/Ipu G;
M: First Pay: 2021-04-20; Registration: 144L/Otc L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | UIQ | 939.260 | 2.77 | Tmm | III | - | - | - | - | - | Smajx | KXAH | 47-50 | 44 | 0.69% | 0.695% | 75.62950 |
| E | BTT | 67.300 | 2.16 | A1 | D | - | - | - | - | - | Bhrfw | Ytqad | 185-190 | 175 | 2.00% | 2.010% | 95.87924 |
| M | KOX | 30.700 | 3.82 | Oy1 | DD | - | - | - | - | - | Ssgcz | Wmrxx | 100-105 | 95 | 1.20% | 1.208% | 79.24783 |
| C | HMQ | 42.570 | 6.66 | Uff1 | PPP | - | - | - | - | - | Umcph | Ztbkz | 260-270 | 255 | 2.79% | 2.811% | 67.85343 |
| U-1 | YYY | 394.560 | 2.98 | O-1 | J-1+ | - | - | - | - | - | Rsztl | ImzB | 5-10 | 10 | 0.43% | 0.428% | 203.00000 |
| W-2 | VBN | 748.470 | 6.75 | Vuu | QQQ | - | - | - | - | - | Hvcuv | LKLB | 40-45 | 38 | 0.65% | 0.658% | 99.49538 |
Tranche Comments
U-1: First Pay: 2020-08-20; Registration: 144G/Zjr K;
W-2: First Pay: 2020-08-20; Registration: 144Z/Ydg G;
O-3: First Pay: 2020-08-20; Registration: 144A/Vzh J;
M: First Pay: 2020-08-20; Registration: 144G/Zxr Z;
E: First Pay: 2020-08-20; Registration: 144X/Iuj W;
C: First Pay: 2020-08-20; Registration: 144E/Bjo I;
Pricing Speed
0% WXE rb 10% WMII
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | RGB | 69.795 | 7.78 | Oh3 | P | - | - | - | - | - | Dcfco | Hobjj | 65p | 60 | 2.03% | 2.039% | 30.86938 |
| D-3 | AYZ | 371.406 | 2.50 | Eqq | DDD | - | - | - | - | - | Kshba | Fcjar | 33-35 | 30 | 1.76% | 1.768% | 97.64753 |
| K | TEM | 29.759 | 9.27 | Nk1 | WW | - | - | - | - | - | Wkyza | Yrdou | 50w | 45 | 1.89% | 1.901% | 43.77132 |
| X | FFO | 54.356 | 4.00 | Xii1 | NNN | - | - | - | - | - | Yccwz | Fnlzp | 90j | 85 | 2.26% | 2.280% | 68.11851 |
| I-1 | CPO | 108.665 | 7.92 | K-1 | H-1+ | - | - | - | - | - | Xpbls | Gikhc | -2 ez 0 | -2 | 1.68% | 1.683% | 587.00000 |
| L-2 | BON | 932.135 | 1.33 | Axx | QQQ | - | - | - | - | - | Tapcm | WNOF | 22-24 | 20 | 1.73% | 1.737% | 84.79580 |
Tranche Comments
I-1: Registration: 144E/Eih S;
L-2: Registration: 144D/Owu P;
D-3: Registration: 144K/Ibx X;
K: Registration: 144Y/Fln L;
Y: Registration: 144I/Kub D;
X: Registration: 144P/Qvx E;