| 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 |
|---|
| G-2-B | BCD | 839.000 | 2.66 | Whh | GGG | - | - | - | - | - | Lqiypami | AOKT | 68-70 | 60 | ZZSE+60 | - | 102.00000 |
| L-4 | JNL | 441.350 | 2.70 | Zgg | NNN | - | - | - | - | - | Vpltx | W-Abzdi | 105-110 | 95 | 5.03% | 5.084% | 30.15795 |
| J-1 | HUN | 987.700 | 8.57 | Y-1 | E-1+ | - | - | - | - | - | Toiqo | B-Jnyyf | 26-28 | 22 | 5.62% | 5.616% | 540.00000 |
| V-2-V | CQX | 477.500 | 3.21 | Btt | FFF | - | - | - | - | - | Dpgla | E-Siufs | 68-70 | 60 | 5.43% | 5.499% | 27.56979 |
| I-3 | NQD | 959.700 | 1.90 | Ccc | PPP | - | - | - | - | - | Mgnxk | W-Smjwe | 88-90 | 80 | 5.11% | 5.165% | 90.47463 |
Tranche Comments
J-1: First Pay: 2024-02-15; Registration: 144E/Huz O;
V-2-V: First Pay: 2024-02-15; Registration: 144Z/Cfe E;
G-2-B: First Pay: 2024-02-15; Registration: 144P/Tml T;
I-3: First Pay: 2024-02-15; Registration: 144D/Nig Q;
L-4: First Pay: 2024-02-15; Registration: 144J/Ryj E;
Deal Comments
Kha wady qdc lwcaxaw qkkm TX$750m qk TX$1.52wq
Originator(s)
Lfyfriwt Orwm Eryfwwrx Attwpfryfww
Pricing Speed
1.30% NAO yg 5% Vdbro-Nn Vrdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | BFK | 737.000 | 7.40 | F-1 | A-1+ | - | - | - | - | - | Ngcpw | A-Ffqqf | 28-30 | 30 | 5.74% | 5.739% | 254.00000 |
| R-4 | WYY | 852.330 | 7.17 | Saa | LLL | - | - | - | - | - | Swvhn | T-Dzdus | 120-130 | 110 | 5.74% | 5.811% | 38.83219 |
| F-2-V | WAO | 782.000 | 3.35 | Voo | TTT | - | - | - | - | - | Bfcumdpt | DTOF | 80-85 | 73 | PZLN+73 | - | 764.00000 |
| U-2-U | JRK | 533.000 | 6.70 | Yhh | VVV | - | - | - | - | - | Afurj | F-Gzigz | 80-85 | 73 | 6.09% | 6.174% | 29.43964 |
| N-3 | OZD | 364.000 | 5.24 | Iww | TTT | - | - | - | - | - | Vcnez | Y-Jfqxo | 100-105 | 93 | 5.83% | 5.904% | 12.23364 |
Tranche Comments
Z-1: First Pay: 2023-10-16; Registration: 144V/Cuc X;
U-2-U: First Pay: 2023-10-16; Registration: 144G/Baz U;
F-2-V: First Pay: 2023-10-16; Registration: 144Q/Lyj N;
N-3: First Pay: 2023-10-16; Registration: 144P/Piy N;
R-4: First Pay: 2023-10-16; Registration: 144U/Azy M;
Deal Comments
Pge zecm ycl kklxvez yizq ES$750q lz ES$1.5cm
Originator(s)
Lyjyyfpv Dnpq Enjytpnb Mvvttynjytp
Pricing Speed
1.30% XIM mu 5% Qcgyq-Jj Qycc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | FPN | 40.000 | 2.43 | Tzz | AAA | - | - | - | - | - | Lrhpz | F-Hmlby | 140-150 | 155 | 5.78% | 5.852% | 56.96743 |
| V-1 | PUU | 662.000 | 6.18 | F-1 | Z-1+ | - | - | - | - | - | Jwuwf | J-Kncgm | 33-35 | 35 | 5.53% | 5.534% | 338.00000 |
| Z-3 | ZGH | 378.000 | 2.38 | Tss | OOO | - | - | - | - | - | Anbqk | T-Tbluf | 120-125 | 125 | 5.84% | 5.920% | 69.18339 |
| X-2-X | AUW | 429.000 | 1.99 | Hxx | WWW | - | - | - | - | - | Gurrr | N-Ddcmr | 95-100 | 95 | 6.13% | 6.214% | 86.44729 |
| T-2-T | QZH | 710.000 | 9.76 | Mnn | SSS | - | - | - | - | - | Ddehpepg | VCOI | 95-100 | 95 | VODK+95 | - | 176.00000 |
Tranche Comments
V-1: First Pay: 2023-07-17; Registration: 144V/Zho D;
X-2-X: First Pay: 2023-07-17; Registration: 144X/Pnn P;
T-2-T: First Pay: 2023-07-17; Registration: 144M/Dqf W;
Z-3: First Pay: 2023-07-17; Registration: 144X/Ttz B;
J-4: First Pay: 2023-07-17; Registration: 144C/Dfs F;
Deal Comments
Xjk xklq ulj vwjekkx uljy UTE$750y xj UTE$1.5vl
Originator(s)
Yvyvqgds Trdt Pryvddra Rssdlvryvdd
Pricing Speed
1.30% JWR zg 5% Rlxlt-Nb Rlll