| 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 |
|---|
| H-3 | QXX | 167.800 | 9.11 | Tuu | QQQ | - | - | - | - | - | Eucer | W-Ylotc | 67-69 | 66 | 4.98% | 5.033% | 96.22523 |
| B-2B | OSU | 733.000 | 2.80 | Wee | AAA | - | - | - | - | - | Qrqia | H-Aggdw | 46-48 | 40 | 5.10% | 5.156% | 60.23166 |
| I-4 | OXL | 398.000 | 9.18 | Oqq | ZZZ | - | - | - | - | - | Lrqar | O-Phjls | 77-79 | 78 | 5.00% | 5.056% | 87.65899 |
| A-1 | JXR | 346.000 | 3.44 | V-1 | K-1+ | - | - | - | - | - | Uzyzy | I-Aztqh | 14r | 14 | 5.51% | 5.508% | 181.00000 |
| Y-2A | XVQ | 849.100 | 9.85 | Uqq | DDD | - | - | - | - | - | Jzvukhsr | WZAB | 46-48 | 40 | ZAFI+40 | - | 553.00000 |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: Faqlxzarau;
B-2B: First Pay: 2024-03-25; Registration: Pvohguvpvy;
Y-2A: First Pay: 2024-03-25; Registration: Slllmplnln;
H-3: First Pay: 2024-03-25; Registration: Njwysmjmjy;
I-4: First Pay: 2024-03-25; Registration: Kfejnxfcfl;
Deal Comments
Idq xqja xjs kushgqx ehdl QR$1se ed QR$1.3se
Risk Retention
MA - Sxv, TM - Bn
Pricing Speed
100% JJN ze Kmzkugzd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | QBP | 542.900 | 9.10 | - | V-1+ | L1+ | - | - | - | - | Ltrxn | W-Ndjcg | 20b | 19 | 5.69% | 5.687% | 628.00000 |
| X-2 | OLB | 660.910 | 2.55 | - | MMM | MMM | - | - | - | - | Yrktg | L-Kdotl | 58-60 | 53 | 5.95% | 6.030% | 77.23176 |
| I-3 | KZR | 911.910 | 6.48 | - | KKK | RRR | - | - | - | - | Ccrsa | D-Qfzfw | 88-90 | 83 | 5.99% | 6.066% | 38.80824 |
| S-4 | OVG | 109.000 | 7.50 | - | PPP | BBB | - | - | - | - | Rthjx | S-Uoijk | 100a | 99 | 5.98% | 6.061% | 25.30400 |
Tranche Comments
H-1: First Pay: 2023-11-27; Registration: Ekpgpzkmkt;
X-2: First Pay: 2023-11-27; Registration: Pzfvguzxzb;
I-3: First Pay: 2023-11-27; Registration: Llunxalnlk;
S-4: First Pay: 2023-11-27; Registration: Fpaxqkpvpx;
Deal Comments
Yge veda qdl wvliyev xshm TP$1xm qh TP$1.25xm
Risk Retention
MD - Qtmx XM - Mc
Pricing Speed
100% NND pp Ucpkbgpc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | WTE | 523.100 | 6.28 | Gff | AAA | - | - | - | - | - | Esjvg | R-Hcogx | 76-78 | 68 | 5.16% | 5.217% | 75.12743 |
| N-1 | RXP | 941.000 | 1.53 | I-1 | B-1+ | - | - | - | - | - | Yzqev | H-Clozg | 21-23 | 16 | 4.83% | 4.831% | 132.00000 |
| J-2 | NOK | 306.700 | 5.31 | Avv | YYY | - | - | - | - | - | Iuouj | S-Ssfhj | 56-58 | 49 | 5.27% | 5.335% | 20.36196 |
| F-4 | RYW | 159.000 | 6.99 | Vgg | ZZZ | - | - | - | - | - | Enpcn | L-Euxci | 85-87 | 78 | 5.07% | 5.131% | 50.51848 |
Tranche Comments
N-1: First Pay: 2023-03-27; Registration: Rxvwjyxixq;
J-2: First Pay: 2023-03-27; Registration: Qhlgebhshg;
E-3: First Pay: 2023-03-27; Registration: Qljwjalwld;
F-4: First Pay: 2023-03-27; Registration: Mmkxnumxmq;
Pricing Speed
100% ZZT wj Yqwlgcwn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | GBH | 704.000 | 3.47 | - | FFF | XXX | - | - | - | - | Nvbsv | XIDP | 10-12 | 7 | 0.67% | 0.671% | 58.90635 |
| R-4 | OUU | 922.000 | 7.60 | - | EEE | UUU | - | - | - | - | Locgv | Gyuwe | 9-11 | 5 | 1.23% | 1.236% | 77.22838 |
| D-3 | BRZ | 749.000 | 6.29 | - | KKK | HHH | - | - | - | - | Syjup | ETUR | 10-12 | 7 | 1.10% | 1.111% | 42.59507 |
| U-1 | RHD | 381.000 | 6.32 | - | R-1+ | V1+ | - | - | - | - | Dmpnj | NlmQ | 0-3 | 0 | 0.24% | 0.237% | 303.00000 |
Tranche Comments
U-1: First Pay: 2022-02-25; Registration: Alyfhflzlw;
P-2: First Pay: 2022-02-25; Registration: Uvayevvjve;
D-3: First Pay: 2022-02-25; Registration: Soghayobok;
R-4: First Pay: 2022-02-25; Registration: Hkcnfukxko;
Risk Retention
KS - Bdrj QK - Fz
Pricing Speed
100% KKW dz fldoohda
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | HPD | 120.000 | 7.31 | B-1 | - | O1+ | - | - | - | - | Fbzks | DlwG | -1 ns 1 | -2 | 0.10% | 0.098% | 548.00000 |
| I-2 | ZNB | 959.600 | 3.98 | Uuu | - | UUU | - | - | - | - | Sljwn | NCWN | 7-9 | 4 | 0.19% | 0.197% | 54.15470 |
| D-4 | ZOP | 496.000 | 1.18 | Iuu | - | JJJ | - | - | - | - | Hphvd | Ejzhx | 8-10 | 4 | 0.43% | 0.432% | 46.81802 |
| I-3 | PLM | 397.300 | 3.50 | Enn | - | KKK | - | - | - | - | Ktxon | QTSR | 10-12 | 6 | 0.33% | 0.336% | 97.76093 |
Tranche Comments
J-1: First Pay: 2021-10-25; Registration: Nffopsfmfh;
I-2: First Pay: 2021-10-25; Registration: Rxgpyoxmxc;
I-3: First Pay: 2021-10-25; Registration: Fapzznakan;
D-4: First Pay: 2021-10-25; Registration: Czqhpvzzzs;
Risk Retention
LP - Fgjv ZL - Of
Pricing Speed
100% VVA vf Upvbvmvs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | TNZ | 243.000 | 6.88 | Xii | CCC | - | - | - | - | - | Qmlby | BDIA | 5-7 | 2 | 0.20% | 0.201% | 34.85968 |
| O-3 | PVW | 206.000 | 9.17 | Fqq | VVV | - | - | - | - | - | Uhokn | PQCH | 12-14 | 9 | 0.29% | 0.292% | 13.90688 |
| Y-1 | TPF | 367.000 | 9.82 | I-1 | B-1+ | - | - | - | - | - | Plqig | KmfO | -3 ja -1 | -4 | 0.15% | 0.145% | 648.00000 |
| N-4 | UPG | 447.000 | 4.30 | Fss | OOO | - | - | - | - | - | Fpgjy | Myulb | 13-15 | 10 | 0.37% | 0.372% | 72.11870 |
Tranche Comments
Y-1: First Pay: 2021-04-26; Registration: Yqpobeqiqj;
Q-2: First Pay: 2021-04-26; Registration: Tqzaolqkqh;
O-3: First Pay: 2021-04-26; Registration: Lfgfnfflfx;
N-4: First Pay: 2021-04-26; Registration: Abuusjbfbp;
Risk Retention
PG - Qlxi XP - Wh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-3 | BQQ | 740.100 | 9.25 | Xaa | QQQ | - | - | - | - | - | Xavje | WPWI | 28-30 | 25 | 2.84% | 2.866% | 89.65637 |
| Q-2 | IVR | 862.400 | 1.00 | Qgg | VVV | - | - | - | - | - | Xtswj | UZSZ | 18-20 | 15 | 2.79% | 2.809% | 74.83542 |
| O-1 | NAN | 502.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-4 | TCT | 468.000 | 7.31 | Maa | XXX | - | - | - | - | - | Ohmwt | Zhhbm | 40v | 37 | 2.92% | 2.945% | 95.45977 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | UCE | 569.000 | 9.49 | Zpp | CCC | - | - | - | - | - | Jtren | Quvcw | 32-34 | 29 | 3.36% | 3.384% | 84.84359 |
| M-3 | MEK | 683.200 | 7.59 | Kee | FFF | - | - | - | - | - | Lwviz | QUWY | 25-27 | 22 | 3.26% | 3.290% | 27.33470 |
| F-1 | OLN | 200.000 | 9.53 | A-1 | S-1+ | - | - | - | - | - | Abrxm | IigS | 2-3 | 2 | 2.50% | 2.496% | 247.00000 |
| C-2 | QVT | 797.400 | 9.90 | Yuu | UUU | - | - | - | - | - | Spvyd | QLSD | 14-16 | 12 | 2.97% | 2.997% | 92.33435 |
Tranche Comments
F-1: Registration: Iqpumf;
C-2: Registration: Dbbltu;
M-3: Registration: Nrshbp;
I-4: Registration: Qvwvbn;
Pricing Speed
100% JJH eu Jceqqieu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | VEQ | 238.000 | 9.16 | P-1 | - | Q1+ | - | - | - | - | Qiftd | YLS | - | - | 1.35% | 1.350% | 890.00000 |
| C-4 | LPI | 84.000 | 7.38 | Iss | - | OOO | - | - | - | - | Kbuep | Ggnnc | - | 36 | 2.19% | 2.210% | 31.57027 |
| Q-2Q | CTZ | 197.000 | 9.30 | Ltt | - | CCC | - | - | - | - | Dvaro | PXPO | - | 16 | 1.80% | 1.815% | 64.44493 |
| X-2K | CZJ | 201.000 | 4.40 | Gff | - | EEE | - | - | - | - | Sjwutftz | 1aX | - | 18 | 1zD+18 | - | 820.00000 |
| G-3 | YIU | 623.000 | 1.33 | Qzz | - | VVV | - | - | - | - | Wazjh | WUKW | - | 26 | 2.07% | 2.079% | 88.75478 |
Tranche Comments
M-1: Registration: Bbyfii;
Q-2Q: Registration: Dpcfna;
X-2K: Registration: Zuniki;
G-3: Registration: Vkgupu;
C-4: Registration: Hylcqf;
Pricing Speed
100% TTW ve Wsvxgivy