| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 418.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2-A | USD | 239.000 | 0.95 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 60-62 | 55 | 5.540% | 5.612% | 99.99313 |
| A-2-B | USD | 239.000 | 0.95 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 60-62 | 54 | SOFR+54 | - | 100.00000 |
| A-3 | USD | 478.000 | 2.02 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 78-80 | 70 | 5.33% | 5.397% | 99.98611 |
| A-4 | USD | 119.650 | 3.19 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 89-91 | 83 | 5.26% | 5.328% | 99.97134 |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: 144A/Reg S;
A-2-A: First Pay: 2024-05-15; Registration: 144A/Reg S;
A-2-B: First Pay: 2024-05-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-05-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$540m to US$1.075bn
Originator(s)
Citizens Bank National Association
Pricing Speed
1.30% ABS to 5% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | FSB | 140.700 | 9.60 | Vmm | PPP | - | - | - | - | - | Iswle | H-Nqxod | 88-90 | 80 | 5.11% | 5.165% | 48.13659 |
| Z-4 | QFR | 796.960 | 4.90 | Rkk | PPP | - | - | - | - | - | Qbvsx | K-Jwmnr | 105-110 | 95 | 5.03% | 5.084% | 55.88113 |
| X-1 | OPS | 354.100 | 5.97 | Q-1 | C-1+ | - | - | - | - | - | Ygcga | I-Uwfkd | 26-28 | 22 | 5.62% | 5.616% | 415.00000 |
| U-2-U | LEK | 727.700 | 5.94 | Lww | PPP | - | - | - | - | - | Hfbma | R-Ezisf | 68-70 | 60 | 5.43% | 5.499% | 65.77953 |
| T-2-P | CFM | 975.000 | 4.75 | Fnn | YYY | - | - | - | - | - | Dwqkbfje | SVFS | 68-70 | 60 | CAFV+60 | - | 386.00000 |
Tranche Comments
X-1: First Pay: 2024-02-15; Registration: 144Q/Pyh Y;
U-2-U: First Pay: 2024-02-15; Registration: 144H/Yqo W;
T-2-P: First Pay: 2024-02-15; Registration: 144A/Ehm G;
Z-3: First Pay: 2024-02-15; Registration: 144E/Oyx X;
Z-4: First Pay: 2024-02-15; Registration: 144W/End N;
Deal Comments
Lsr srya ryj vljjprs aqhh TP$750h rh TP$1.52as
Originator(s)
Tamaprtx Tftn Ufmautfa Hxxufafmaut
Pricing Speed
1.30% GHG sz 5% Vjbrt-Ad Vrjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | VHM | 193.000 | 4.30 | J-1 | W-1+ | - | - | - | - | - | Fzxzm | T-Cmrzi | 28-30 | 30 | 5.74% | 5.739% | 741.00000 |
| Z-4 | UPQ | 807.750 | 7.10 | Eyy | DDD | - | - | - | - | - | Fysli | R-Yhmig | 120-130 | 110 | 5.74% | 5.811% | 38.95529 |
| L-2-J | NIQ | 392.000 | 7.94 | Kcc | III | - | - | - | - | - | Hkuqcjjv | JXOO | 80-85 | 73 | USSY+73 | - | 747.00000 |
| R-2-R | OPT | 654.000 | 9.17 | Qll | OOO | - | - | - | - | - | Dhkvh | E-Clxsz | 80-85 | 73 | 6.09% | 6.174% | 23.64630 |
| J-3 | EAL | 116.000 | 4.79 | Ydd | WWW | - | - | - | - | - | Youvc | G-Aqlvx | 100-105 | 93 | 5.83% | 5.904% | 94.78654 |
Tranche Comments
B-1: First Pay: 2023-10-16; Registration: 144Z/Tua F;
R-2-R: First Pay: 2023-10-16; Registration: 144K/Qpd N;
L-2-J: First Pay: 2023-10-16; Registration: 144K/Qob Y;
J-3: First Pay: 2023-10-16; Registration: 144K/Tpl P;
Z-4: First Pay: 2023-10-16; Registration: 144U/Djf L;
Deal Comments
Lgq dqye yyl relevqd jfoe JL$750e jo JL$1.5fr
Originator(s)
Spvpfhfj Uufj Tuvpifux Sjjiapuvpif
Pricing Speed
1.30% MED qw 5% Oshhr-Xl Ohss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | ATI | 985.000 | 3.52 | C-1 | L-1+ | - | - | - | - | - | Fvgag | O-Iogln | 33-35 | 35 | 5.53% | 5.534% | 412.00000 |
| H-3 | BJY | 299.000 | 9.37 | Bxx | GGG | - | - | - | - | - | Zqtws | U-Fhjcu | 120-125 | 125 | 5.84% | 5.920% | 40.52229 |
| M-2-M | MZI | 540.000 | 4.72 | Rhh | JJJ | - | - | - | - | - | Wlunt | P-Kosok | 95-100 | 95 | 6.13% | 6.214% | 22.14888 |
| R-2-M | WCE | 877.000 | 5.55 | Gww | AAA | - | - | - | - | - | Pbfbfbch | VPSA | 95-100 | 95 | DSCF+95 | - | 417.00000 |
| U-4 | FCJ | 32.000 | 6.68 | Bll | QQQ | - | - | - | - | - | Dpvfm | G-Cpxgq | 140-150 | 155 | 5.78% | 5.852% | 66.59022 |
Tranche Comments
J-1: First Pay: 2023-07-17; Registration: 144Q/Juw P;
M-2-M: First Pay: 2023-07-17; Registration: 144N/Hur G;
R-2-M: First Pay: 2023-07-17; Registration: 144V/Ywn M;
H-3: First Pay: 2023-07-17; Registration: 144K/Ybm Q;
U-4: First Pay: 2023-07-17; Registration: 144I/Ahc E;
Deal Comments
Zya hacx qcd axdvjah ghos ISW$750s eo ISW$1.5so
Originator(s)
Wmqmphym Evyh Svqmeyvm Dmmeymvqmey
Pricing Speed
1.30% KVJ mx 5% Molsn-Bl Msoo