Chesapeake Funding II LLC

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD645.8001.63Aaa-AAA----FixedI-Curve120-1251106.16%6.246%99.99063
A-2USD50.0001.63Aaa-AAA----FloatingSOFR120-125110SOFR+110-100.00000
BUSD14.5303.22Aaa-AA----FixedI-Curve145-1551405.97%6.047%99.99372
CUSD20.4303.28Aa2-A----FixedI-Curve165-1751606.15%6.239%99.97226
DUSD19.2403.36Baa1-BBB----------Retained
Tranche Comments
A-1: First Pay: 2023-10-16; Registration: 144A/Reg S; A-2: First Pay: 2023-10-16; Registration: 144A/Reg S; B: First Pay: 2023-10-16; Registration: 144A/Reg S; C: First Pay: 2023-10-16; Registration: 144A/Reg S; D: First Pay: 2023-10-16; Registration: 144A/Reg S;
Risk Retention
TP - Fe
Pricing Speed
50% PPC to maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CNPB86.7901.90Y2-D----BhucgG-Fnrvc235-2452206.07%6.151%33.46235
ACKF44.5302.40Kh2-SS----CsruwM-Ppukr190-2001705.59%5.659%77.96113
TWIW79.2308.30Scc2-JJJ----IfaxaA-Bixjd295-3052856.69%6.791%15.24097
V-1AUA123.4005.25Bdd-LLL----OyinbV-Odxwg130-1351255.65%5.719%94.32380
X-2CMJ68.0007.22Duu-OOO----RjpoqfinCHOP130-135125JDCE+125-592.00000
Filings
Tranche Comments
V-1: First Pay: 2023-05-15; Registration: 144Z/Ozw K; X-2: First Pay: 2023-05-15; Registration: 144J/Psr L; A: First Pay: 2023-05-15; Registration: 144W/Trz W; C: First Pay: 2023-05-15; Registration: 144N/Zdh W; T: First Pay: 2023-05-15; Registration: 144M/Ina D;
Deal Comments
Clb vbvn yvd xcdnhbv kybs UD$500s lb UD$750s
Risk Retention
HU - Kvc, ZH - Ld
Pricing Speed
50% PPC to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RRSP81.5003.74Xf2-EE----GamvpSchiv50-55451.00%0.995%93.41141
WBRJ94.3202.84C2-F----DiujlYnxbq70-75671.23%1.234%19.35807
DKFC43.4303.86Xyy2-MMM----LvxixKxkri100-105951.53%1.528%63.17260
J-2PHO643.0007.80Nii-ZZZ----Jvsfddbg1eI27-30231xA+23-284.00000
L-1ZOE228.4825.51Uxx-III----KtopqOQBE27-30230.47%0.477%45.38481
Tranche Comments
L-1: First Pay: 2021-04-15; Registration: 144U/Avw K; J-2: First Pay: 2021-04-15; Registration: 144L/Vnz R; R: First Pay: 2021-04-15; Registration: 144K/Kpz J; W: First Pay: 2021-04-15; Registration: 144F/Axj J; D: First Pay: 2021-04-15; Registration: 144E/Ksy P;
Pricing Speed
50% PPC to maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JAOK35.3204.57Fuu2-NNNKKK---PrhewAvcpj275-2852602.83%2.852%71.68513
V2HQO943.0008.64Czz-JJJSSS---Wsmpzkeu1hJ75-8065--785.00000
EKLO50.5904.34On2-RRJJ---TuaymAooqp115-1251001.24%1.247%39.66605
W1LGW433.2305.42Igg-LLLNNN---NrazrUTCS75-80650.87%0.874%95.11750
EMFH19.2005.41I2-IZ---IwpfwIkblu205-2151902.14%2.150%74.91974
Tranche Comments
W1: First Pay: 2020-08-17; Registration: 144Q/Ewe M; V2: First Pay: 2020-08-17; Registration: 144X/Zqt O; E: First Pay: 2020-08-17; Registration: 144D/Wvl C; E: First Pay: 2020-08-17; Registration: 144F/Dwr U; J: First Pay: 2020-08-17; Registration: 144P/Dvr G;
Deal Comments
XKBJ Hfsusbfer Lo
Volcker Compliance
XK WW dregjxalzn Hr
Pricing Speed
50% PPC to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QCGT78.1108.50Lf2-DDUU---VfusdAqfqf70n682.05%2.063%61.85230
B-1BME605.2004.70Qzz-AAAUUU---NtbwyOPWT47-50481.95%1.967%33.92630
K-2VGE72.0007.39Dzz-VVVCCC---Vhqolfte1hH47-50481tB+48-328.00000
BISK1.6408.70F2-TT---YnqimNtirh90v902.27%2.282%59.48032
RJKA9.4304.74Loo2-DDDOOO---VamfgSknbk130-1351352.71%2.730%11.40663
Filings
Tranche Comments
B-1: First Pay: 2019-09-16; Registration: 144F Dzro; K-2: First Pay: 2019-09-16; Registration: 144H Cobz; Q: First Pay: 2019-09-16; Registration: 144M Gpfl; B: First Pay: 2019-09-16; Registration: 144Y Lpwr; R: First Pay: 2019-09-16; Registration: 144E Dntj;
Pricing Speed
50% PPC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1VRI693.4903.84Nii-ZZZRRR---DijsjILXP42-45402.94%2.966%16.51149
V2PTM19.0005.25Pgg-EEEIII---Sqfuayce1eI42-4540--492.00000
YJAR58.6006.75Q2-OT---JyusgIyjok95-100903.34%3.370%13.71634
OJSC51.9004.82Mjj2-RRRTTT---TlpxeZzrvv130-1351353.78%3.819%24.44890
VIOL14.3005.60Il2-HHBB---FpvkvKbeoi70-75653.10%3.123%20.79756
Tranche Comments
H1: Registration: 144Z Uapl; V2: Registration: 144X Qadr; V: Registration: 144M Izmo; Y: Registration: 144Q Vcuw; O: Registration: 144S Gijf;
Pricing Speed
50% PPC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWBG70.1307.76Ty2-XXII---InolnRoztj70q70-3.649%-
L-1HUG950.7007.20Aqq-UUUIII---IwzmmFdcna46-4946-3.424%-
U-2ZOZ300.0009.20Qoo-XXXEEE---Psilsbji1hX46-49481qN+48--
ZPAR3.3405.64Z2-ZI---UpfsrMtfwd90o90-3.848%-
IPTG6.8807.87Dvv2-KKKCCC---GykneNbkye125-130130-4.248%-
Filings
Pricing Speed
100% PPC to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NRJV13.6708.74Jt2-FFRRUU--EncguPrdcm65-70603.52%3.551%89.89570
GOJS72.7003.20Tss2-OOOJJJYYY--TqsbcErcbl120i1154.06%4.103%75.99710
U2CMP196.5306.57Sll-WWWAAABBB--Nrouylep1eT40-42371wM+37-838.00000
V1FSN995.0006.83Ivv-TTTNNNKKK--TaahvGYTX40-42373.23%3.258%10.52922
SEAE44.1002.50V2-ZCU--YpjjbKyopr85c803.72%3.752%74.77616
Tranche Comments
V1: Registration: 144U Gjbw; U2: Registration: 144V Adbf; N: Registration: 144C Tabr; S: Registration: 144V Tdbd; G: Registration: 144M Stva;
Pricing Speed
100% PPC
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2EIJ55.0004.38Kdd-EEEEEE---Rrkyleqm1uM43-45451qL+45-850.00000
DLKE21.3003.55Srr2-HHHMMM---VqkxlUjggg115-1251253.92%3.959%30.46551
PQBU20.7206.87Io2-LLPP---UguzlKzxpc65-70773.45%3.475%61.78968
AXGZ93.7008.60Q2-BF---AnltfOyorh85-90903.57%3.606%33.63452
H1UUQ445.8106.33Amm-IIIJJJ---UyjwnWVPZ43-45453.04%3.061%74.16200
Filings
Tranche Comments
H1: Registration: 144Y Cgnd; V2: Registration: 144I Jcbf; P: Registration: 144Z Tcve; A: Registration: 144V Gnxa; D: Registration: 144E Gwnu;
Pricing Speed
100% PPC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1MBF816.7008.44Uss-VVVPPPYYY--LwhalVPBU33-35302.12%2.133%98.88037
PVJV76.3204.77Wb2-MMQQJJ--EvgsnVwnra70l632.59%2.607%13.40650
AWCJ94.8002.28S2-IYV--RyhbpBdwbh90i802.76%2.784%14.14341
RGMN47.1008.30Vii2-XXXSSSWWW--UwgojMtana140c1303.26%3.289%59.12796
E2BJJ926.0002.70Sff-SSSDDDHHH--Hcsdraus1rF33-35311fU+31-930.00000
Filings
Tranche Comments
R1: Registration: 144V Gods; E2: Registration: 144B Rdkm; P: Registration: 144F Fopt; A: Registration: 144Q Graz; R: Registration: 144L Zgwv;
Pricing Speed
100% PPC

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn more

TRACE

This module is available on the Professional plan. Learn more

Research