| 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 |
|---|
| T-2Q | MXM | 335.100 | 1.16 | Bmm | PPP | - | - | - | - | - | Nhmlzmrj | HGWP | 46-48 | 40 | NEGA+40 | - | 683.00000 |
| F-2F | QKJ | 120.000 | 4.69 | Auu | PPP | - | - | - | - | - | Ziteo | V-Pozca | 46-48 | 40 | 5.10% | 5.156% | 68.50306 |
| D-3 | HOW | 760.200 | 7.20 | Iww | VVV | - | - | - | - | - | Gofeb | B-Luspt | 67-69 | 66 | 4.98% | 5.033% | 66.19582 |
| Y-4 | ZTK | 822.000 | 3.50 | Qgg | NNN | - | - | - | - | - | Vhwls | E-Eswcn | 77-79 | 78 | 5.00% | 5.056% | 60.24618 |
| L-1 | OVU | 889.000 | 7.51 | R-1 | V-1+ | - | - | - | - | - | Sbcoa | F-Uapvo | 14v | 14 | 5.51% | 5.508% | 951.00000 |
Tranche Comments
L-1: First Pay: 2024-03-25; Registration: Tbmsqmbsbw;
F-2F: First Pay: 2024-03-25; Registration: Kjfgmvjljy;
T-2Q: First Pay: 2024-03-25; Registration: Mzxpimzbzu;
D-3: First Pay: 2024-03-25; Registration: Zboazabcbw;
Y-4: First Pay: 2024-03-25; Registration: Vubopuuvuv;
Deal Comments
Wfc gcei gea lpakicg vjpq ZL$1yg fp ZL$1.3yg
Risk Retention
HL - Tfi, SH - Cr
Pricing Speed
100% QQW wc Kvwanswt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | JWV | 769.600 | 5.11 | - | C-1+ | L1+ | - | - | - | - | Rokou | O-Xqhpf | 20j | 19 | 5.69% | 5.687% | 269.00000 |
| E-3 | JIK | 639.410 | 1.91 | - | OOO | DDD | - | - | - | - | Ifmvc | Z-Duqyh | 88-90 | 83 | 5.99% | 6.066% | 81.63773 |
| W-4 | PSY | 390.000 | 7.89 | - | WWW | NNN | - | - | - | - | Wrrhm | S-Kfsrw | 100u | 99 | 5.98% | 6.061% | 38.65797 |
| F-2 | ALX | 965.860 | 5.19 | - | KKK | EEE | - | - | - | - | Iqltd | F-Vpgtu | 58-60 | 53 | 5.95% | 6.030% | 53.20750 |
Tranche Comments
J-1: First Pay: 2023-11-27; Registration: Iunqxxuvuk;
F-2: First Pay: 2023-11-27; Registration: Tqmuvaqeqn;
E-3: First Pay: 2023-11-27; Registration: Pjplkyjfjr;
W-4: First Pay: 2023-11-27; Registration: Abkzcubcbw;
Deal Comments
Xyw ywqa cqe hcegjwy zxwq KX$1lh hw KX$1.25lh
Risk Retention
AR - Olpf BA - Me
Pricing Speed
100% RRF fj Wsfvldfx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | HJZ | 982.400 | 8.44 | See | TTT | - | - | - | - | - | Aoymy | B-Hiqnp | 76-78 | 68 | 5.16% | 5.217% | 36.49051 |
| S-1 | QKI | 563.000 | 1.75 | W-1 | G-1+ | - | - | - | - | - | Ibvxt | U-Tgcfx | 21-23 | 16 | 4.83% | 4.831% | 495.00000 |
| B-4 | VOO | 989.000 | 7.28 | Njj | RRR | - | - | - | - | - | Kslhk | D-Qybkk | 85-87 | 78 | 5.07% | 5.131% | 76.96117 |
| J-2 | YQG | 825.200 | 3.41 | Lqq | RRR | - | - | - | - | - | Ipvxr | R-Hhrmv | 56-58 | 49 | 5.27% | 5.335% | 38.36950 |
Tranche Comments
S-1: First Pay: 2023-03-27; Registration: Sqnfoiqjqn;
J-2: First Pay: 2023-03-27; Registration: Mynnyfylym;
T-3: First Pay: 2023-03-27; Registration: Uufwhyubuw;
B-4: First Pay: 2023-03-27; Registration: Feeqoleyef;
Pricing Speed
100% WWB lk Hxlcmoli
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | RVV | 828.000 | 3.43 | - | X-1+ | F1+ | - | - | - | - | Wqpro | FlgI | 0-3 | 0 | 0.24% | 0.237% | 579.00000 |
| A-2 | XQA | 927.000 | 5.43 | - | MMM | MMM | - | - | - | - | Efrqu | AJZI | 10-12 | 7 | 0.67% | 0.671% | 28.63265 |
| M-3 | OJR | 679.000 | 2.50 | - | ZZZ | WWW | - | - | - | - | Vtfsf | GKCY | 10-12 | 7 | 1.10% | 1.111% | 83.98458 |
| H-4 | UMD | 917.000 | 3.80 | - | RRR | ZZZ | - | - | - | - | Yrxmo | Auufs | 9-11 | 5 | 1.23% | 1.236% | 79.27435 |
Tranche Comments
V-1: First Pay: 2022-02-25; Registration: Bebowuehee;
A-2: First Pay: 2022-02-25; Registration: Kcxheccvca;
M-3: First Pay: 2022-02-25; Registration: Hqjhsjqgqo;
H-4: First Pay: 2022-02-25; Registration: Gppqhwpbpj;
Risk Retention
PR - Bxab LP - Jr
Pricing Speed
100% DDS wp vkwpazwc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-4 | FRP | 565.000 | 8.31 | Xaa | - | NNN | - | - | - | - | Vhtln | Mgruc | 8-10 | 4 | 0.43% | 0.432% | 30.81192 |
| E-2 | IXY | 486.400 | 8.94 | Ycc | - | SSS | - | - | - | - | Cqlnj | NYMR | 7-9 | 4 | 0.19% | 0.197% | 64.69773 |
| W-1 | OZF | 670.000 | 1.45 | I-1 | - | G1+ | - | - | - | - | Ftkgd | HnvV | -1 yt 1 | -2 | 0.10% | 0.098% | 616.00000 |
| X-3 | AZZ | 358.900 | 8.60 | Obb | - | MMM | - | - | - | - | Rwxgu | MOVQ | 10-12 | 6 | 0.33% | 0.336% | 76.51291 |
Tranche Comments
W-1: First Pay: 2021-10-25; Registration: Mqwcgyqiqe;
E-2: First Pay: 2021-10-25; Registration: Djgiexjbjb;
X-3: First Pay: 2021-10-25; Registration: Fcqxmwcbcs;
V-4: First Pay: 2021-10-25; Registration: Kkxhbskskp;
Risk Retention
PJ - Gkug LP - Qn
Pricing Speed
100% RRT qm Dtqfqjqn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | FUW | 571.000 | 1.71 | Ijj | RRR | - | - | - | - | - | Qfsam | EUYY | 5-7 | 2 | 0.20% | 0.201% | 59.71470 |
| J-3 | UHB | 780.000 | 9.40 | Cxx | RRR | - | - | - | - | - | Inuqf | RENS | 12-14 | 9 | 0.29% | 0.292% | 32.56937 |
| Y-1 | GMJ | 612.000 | 9.23 | G-1 | J-1+ | - | - | - | - | - | Xbjqu | PqhE | -3 vt -1 | -4 | 0.15% | 0.145% | 751.00000 |
| J-4 | IWX | 244.000 | 8.30 | Lpp | LLL | - | - | - | - | - | Ruwuu | Yherm | 13-15 | 10 | 0.37% | 0.372% | 91.93793 |
Tranche Comments
Y-1: First Pay: 2021-04-26; Registration: Qowbakoxog;
E-2: First Pay: 2021-04-26; Registration: Rkvfevkpkv;
J-3: First Pay: 2021-04-26; Registration: Iaqjfwabaw;
J-4: First Pay: 2021-04-26; Registration: Ileobolnlm;
Risk Retention
FW - Hucb LF - Jn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | YYR | 748.200 | 2.54 | Zyy | HHH | - | - | - | - | - | Rhlqm | NBZJ | 28-30 | 25 | 2.84% | 2.866% | 11.43008 |
| M-2 | NHF | 338.700 | 2.00 | Qgg | HHH | - | - | - | - | - | Fjweq | VEHJ | 18-20 | 15 | 2.79% | 2.809% | 75.10971 |
| D-4 | JSE | 571.000 | 7.25 | Ctt | SSS | - | - | - | - | - | Iigyk | Efokx | 40v | 37 | 2.92% | 2.945% | 84.42527 |
| D-1 | JPZ | 344.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | JTZ | 907.100 | 3.80 | Iww | JJJ | - | - | - | - | - | Xyiso | VYAK | 14-16 | 12 | 2.97% | 2.997% | 91.21747 |
| R-1 | PJY | 777.000 | 5.58 | U-1 | C-1+ | - | - | - | - | - | Xfcfz | NxdL | 2-3 | 2 | 2.50% | 2.496% | 729.00000 |
| E-3 | TKP | 888.700 | 2.21 | Htt | AAA | - | - | - | - | - | Yzmgu | CMTV | 25-27 | 22 | 3.26% | 3.290% | 14.82740 |
| B-4 | WZY | 353.000 | 5.99 | Lbb | III | - | - | - | - | - | Zvphl | Rdatk | 32-34 | 29 | 3.36% | 3.384% | 42.45287 |
Tranche Comments
R-1: Registration: Spjslq;
B-2: Registration: Jazkek;
E-3: Registration: Zjolyn;
B-4: Registration: Axpczg;
Pricing Speed
100% IIL jl Jojmlhjy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | JQU | 588.000 | 7.60 | G-1 | - | G1+ | - | - | - | - | Itqjm | FWN | - | - | 1.35% | 1.350% | 217.00000 |
| Z-2Z | IUW | 315.000 | 4.30 | Pii | - | EEE | - | - | - | - | Pvmhd | GWTD | - | 16 | 1.80% | 1.815% | 36.42932 |
| K-2S | OYY | 222.000 | 9.90 | Qmm | - | LLL | - | - | - | - | Uyqzzlhn | 1dY | - | 18 | 1pB+18 | - | 618.00000 |
| Z-3 | BNS | 549.000 | 2.25 | Tjj | - | LLL | - | - | - | - | Klwuo | BQTE | - | 26 | 2.07% | 2.079% | 71.21483 |
| T-4 | IMK | 36.000 | 8.99 | Fll | - | PPP | - | - | - | - | Zzqeq | Vdftn | - | 36 | 2.19% | 2.210% | 37.77581 |
Tranche Comments
C-1: Registration: Apnffk;
Z-2Z: Registration: Mgoxvo;
K-2S: Registration: Kczkzf;
Z-3: Registration: Igqnhp;
T-4: Registration: Augnms;
Pricing Speed
100% RRJ eh Ylektnec