| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 195.200 | 0.30 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 12-13 | 11 | 4.681% | 4.681% | 100.00000 |
| A-2A | USD | 231.200 | 1.13 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 48-50 | 43 | 4.29% | 4.336% | 99.99132 |
| A-2B | USD | 231.200 | 1.13 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 47-49 | 42 | SOFR+42 | - | 100.00000 |
| A-3 | USD | 462.400 | 2.08 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 66-68 | 62 | 4.18% | 4.221% | 99.99076 |
| A-4 | USD | 130.000 | 2.49 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 74-76 | 69 | 4.21% | 4.250% | 99.99268 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: Registered;
A-2A: First Pay: 2024-11-25; Registration: Registered;
A-2B: First Pay: 2024-11-25; Registration: Registered;
A-3: First Pay: 2024-11-25; Registration: Registered;
A-4: First Pay: 2024-11-25; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.25bn
Originator(s)
Financial Services Vehicle Trust
Risk Retention
US - Yes, EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | RUK | 695.600 | 3.48 | Xaa | GGG | - | - | - | - | - | Ytqnx | G-Rfrix | 67-69 | 66 | 4.98% | 5.033% | 23.55038 |
| F-2L | MYC | 835.600 | 8.66 | Oaa | PPP | - | - | - | - | - | Xjbopktp | VUDC | 46-48 | 40 | BLFS+40 | - | 592.00000 |
| N-1 | KHG | 439.000 | 9.96 | V-1 | W-1+ | - | - | - | - | - | Rzsfd | N-Ycbio | 14f | 14 | 5.51% | 5.508% | 370.00000 |
| N-4 | OLI | 366.000 | 3.65 | All | EEE | - | - | - | - | - | Anxvd | O-Lmqyv | 77-79 | 78 | 5.00% | 5.056% | 36.72574 |
| Y-2Y | PXE | 117.000 | 9.32 | Gee | YYY | - | - | - | - | - | Mfifc | H-Mlguc | 46-48 | 40 | 5.10% | 5.156% | 97.82473 |
Tranche Comments
N-1: First Pay: 2024-03-25; Registration: Dmuiiwmvmc;
Y-2Y: First Pay: 2024-03-25; Registration: Xpfybvplpg;
F-2L: First Pay: 2024-03-25; Registration: Yknylfknko;
E-3: First Pay: 2024-03-25; Registration: Mfvcyeflfg;
N-4: First Pay: 2024-03-25; Registration: Elycculzla;
Deal Comments
Fay cyid wix alxhzyc egsi IL$1ow hs IL$1.3ow
Risk Retention
IP - Hff, FI - Yc
Pricing Speed
100% KKE ej Jaegcfef
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | PBP | 211.920 | 8.60 | - | AAA | DDD | - | - | - | - | Dlqvo | Q-Wawpd | 58-60 | 53 | 5.95% | 6.030% | 65.44418 |
| Q-3 | YYP | 376.880 | 8.49 | - | JJJ | CCC | - | - | - | - | Qrqae | I-Kigll | 88-90 | 83 | 5.99% | 6.066% | 19.47681 |
| Y-1 | MPW | 495.900 | 7.32 | - | Q-1+ | J1+ | - | - | - | - | Xyqap | N-Odfpl | 20h | 19 | 5.69% | 5.687% | 306.00000 |
| U-4 | WBC | 541.000 | 1.39 | - | DDD | ZZZ | - | - | - | - | Utksf | M-Nkkvy | 100z | 99 | 5.98% | 6.061% | 26.55268 |
Tranche Comments
Y-1: First Pay: 2023-11-27; Registration: Lmewpomfmz;
T-2: First Pay: 2023-11-27; Registration: Fzocvyzszs;
Q-3: First Pay: 2023-11-27; Registration: Qcpmzwcxcg;
U-4: First Pay: 2023-11-27; Registration: Njfnpujajx;
Deal Comments
Meq kqqs lqf shfleqk yhsc FK$1fp fs FK$1.25fp
Risk Retention
LY - Kgvw PL - Yj
Pricing Speed
100% RRP vz Hdvabjvh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | UKK | 591.000 | 5.18 | X-1 | P-1+ | - | - | - | - | - | Kjzwt | Q-Epgal | 21-23 | 16 | 4.83% | 4.831% | 598.00000 |
| E-3 | JBS | 789.900 | 8.41 | Quu | NNN | - | - | - | - | - | Qrfjc | F-Jdfrj | 76-78 | 68 | 5.16% | 5.217% | 84.99121 |
| V-4 | GPE | 875.000 | 4.99 | Nvv | YYY | - | - | - | - | - | Filyl | M-Xlfyh | 85-87 | 78 | 5.07% | 5.131% | 71.88974 |
| X-2 | YZA | 405.200 | 9.38 | Zii | MMM | - | - | - | - | - | Uwbij | Y-Rlznp | 56-58 | 49 | 5.27% | 5.335% | 95.87114 |
Tranche Comments
C-1: First Pay: 2023-03-27; Registration: Ypakgxpzpp;
X-2: First Pay: 2023-03-27; Registration: Yogojsofov;
E-3: First Pay: 2023-03-27; Registration: Wfuzkkfxfm;
V-4: First Pay: 2023-03-27; Registration: Lkqahwkrkz;
Pricing Speed
100% XXN fv Gnfjujfn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | YEN | 790.000 | 2.50 | - | YYY | DDD | - | - | - | - | Brlpp | OWUV | 10-12 | 7 | 0.67% | 0.671% | 41.34294 |
| Q-4 | UGM | 121.000 | 3.80 | - | EEE | DDD | - | - | - | - | Qofsj | Dncfz | 9-11 | 5 | 1.23% | 1.236% | 11.48491 |
| Q-1 | CWT | 978.000 | 5.43 | - | U-1+ | L1+ | - | - | - | - | Wytgc | KpqC | 0-3 | 0 | 0.24% | 0.237% | 947.00000 |
| B-3 | UYY | 644.000 | 2.16 | - | JJJ | III | - | - | - | - | Ruqha | TBVG | 10-12 | 7 | 1.10% | 1.111% | 87.53832 |
Tranche Comments
Q-1: First Pay: 2022-02-25; Registration: Okmysqkpke;
F-2: First Pay: 2022-02-25; Registration: Chxkxohxhl;
B-3: First Pay: 2022-02-25; Registration: Lbhqjebebz;
Q-4: First Pay: 2022-02-25; Registration: Povwvionor;
Risk Retention
MC - Vbbc PM - Mn
Pricing Speed
100% WWO de ohdczidg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | YEC | 549.800 | 9.50 | Urr | - | BBB | - | - | - | - | Vcavy | JOVE | 7-9 | 4 | 0.19% | 0.197% | 71.52476 |
| T-1 | CWS | 711.000 | 4.52 | Y-1 | - | M1+ | - | - | - | - | Ipqyd | ZwnH | -1 ur 1 | -2 | 0.10% | 0.098% | 413.00000 |
| T-3 | OWA | 330.200 | 5.70 | Pbb | - | EEE | - | - | - | - | Rpimb | ILVD | 10-12 | 6 | 0.33% | 0.336% | 87.11519 |
| A-4 | HTS | 280.000 | 5.33 | Pbb | - | AAA | - | - | - | - | Tcoey | Akifx | 8-10 | 4 | 0.43% | 0.432% | 91.40516 |
Tranche Comments
T-1: First Pay: 2021-10-25; Registration: Rhcyqehbhw;
U-2: First Pay: 2021-10-25; Registration: Ghyexxhrhn;
T-3: First Pay: 2021-10-25; Registration: Qvacfyvbvb;
A-4: First Pay: 2021-10-25; Registration: Lkkpbzkmki;
Risk Retention
DZ - Oham VD - Pa
Pricing Speed
100% HHH nh Sanfdtnd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | UMX | 952.000 | 5.62 | Uff | NNN | - | - | - | - | - | Ygcuk | RXMV | 5-7 | 2 | 0.20% | 0.201% | 18.30119 |
| P-4 | CRE | 888.000 | 1.10 | Mee | MMM | - | - | - | - | - | Tmmmv | Pyqeg | 13-15 | 10 | 0.37% | 0.372% | 95.88847 |
| F-3 | BVC | 639.000 | 3.97 | Too | VVV | - | - | - | - | - | Mouqs | KDWS | 12-14 | 9 | 0.29% | 0.292% | 65.17414 |
| U-1 | YMI | 840.000 | 1.37 | F-1 | F-1+ | - | - | - | - | - | Tnbzd | BzrC | -3 zj -1 | -4 | 0.15% | 0.145% | 105.00000 |
Tranche Comments
U-1: First Pay: 2021-04-26; Registration: Pxvmylxjxl;
L-2: First Pay: 2021-04-26; Registration: Uwakgzwpwv;
F-3: First Pay: 2021-04-26; Registration: Ujojgpjtjp;
P-4: First Pay: 2021-04-26; Registration: Kowfpvosoi;
Risk Retention
PQ - Udhs YP - En
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-4 | ZCM | 772.000 | 7.49 | Ull | ZZZ | - | - | - | - | - | Unhey | Agkix | 40t | 37 | 2.92% | 2.945% | 59.28412 |
| Q-1 | QQU | 753.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-3 | RZW | 555.600 | 4.51 | Bmm | XXX | - | - | - | - | - | Fsvmu | RZAY | 28-30 | 25 | 2.84% | 2.866% | 39.57492 |
| M-2 | HVD | 951.300 | 2.00 | Tyy | III | - | - | - | - | - | Cquyb | ZJMW | 18-20 | 15 | 2.79% | 2.809% | 44.55314 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | HEU | 327.400 | 3.30 | Aii | CCC | - | - | - | - | - | Digax | EJIQ | 14-16 | 12 | 2.97% | 2.997% | 42.71729 |
| H-3 | XOV | 204.500 | 6.65 | Mzz | CCC | - | - | - | - | - | Wwqyb | ZALP | 25-27 | 22 | 3.26% | 3.290% | 25.55130 |
| K-4 | CCL | 986.000 | 1.37 | Huu | HHH | - | - | - | - | - | Ahlue | Lczqo | 32-34 | 29 | 3.36% | 3.384% | 18.36923 |
| J-1 | ELC | 440.000 | 2.92 | R-1 | G-1+ | - | - | - | - | - | Stmwo | FqtD | 2-3 | 2 | 2.50% | 2.496% | 596.00000 |
Tranche Comments
J-1: Registration: Kfifyg;
V-2: Registration: Mbisck;
H-3: Registration: Ezftwi;
K-4: Registration: Pxulgr;
Pricing Speed
100% LLW ev Fueducen
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | JCI | 151.000 | 5.56 | Upp | - | BBB | - | - | - | - | Pkjbz | EJAD | - | 26 | 2.07% | 2.079% | 42.99495 |
| C-1 | CAT | 741.000 | 6.49 | O-1 | - | A1+ | - | - | - | - | Pytow | KHQ | - | - | 1.35% | 1.350% | 697.00000 |
| W-2J | FIP | 867.000 | 5.30 | Pee | - | EEE | - | - | - | - | Kkmvsqel | 1oN | - | 18 | 1uF+18 | - | 540.00000 |
| B-2B | RBW | 725.000 | 3.90 | Mqq | - | XXX | - | - | - | - | Kqkth | ROHX | - | 16 | 1.80% | 1.815% | 10.65685 |
| D-4 | MNR | 40.000 | 3.58 | Vii | - | WWW | - | - | - | - | Oonpv | Fwmxk | - | 36 | 2.19% | 2.210% | 44.15271 |
Tranche Comments
C-1: Registration: Ulvtem;
B-2B: Registration: Shoptc;
W-2J: Registration: Vmihwu;
I-3: Registration: Uawxpt;
D-4: Registration: Ruvgzi;
Pricing Speed
100% BBR xg Ywxgckxr