Chesapeake Funding II LLC

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD737.3901.73Aaa-AAA----FixedI-Curve85-90775.52%5.584%99.99986
A-2USD185.0001.73Aaa-AAA----FloatingSOFR85-9077SOFR+77-100.00000
BUSD19.3003.46Aa1-AA----FixedI-Curve110-1151005.44%5.509%99.97861
CUSD27.8003.53Aa2-A----FixedI-Curve125-1301175.60%5.673%99.97741
DUSD30.5103.62Baa2-BBB----------Retained
Filings
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: 144A/Reg S; A-2: First Pay: 2024-05-15; Registration: 144A/Reg S; B: First Pay: 2024-05-15; Registration: 144A/Reg S; C: First Pay: 2024-05-15; Registration: 144A/Reg S; D: First Pay: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$1bn
Pricing Speed
50% PPC to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2TLM36.0006.52Mww-WWW----NebbpzcyATJC120-125110EGKB+110-415.00000
C-1KZE631.2001.86Thh-AAA----UjxylA-Pqhnv120-1251106.16%6.246%59.62337
ZYXD80.8802.67Ohh1-AAA----------Retained
UKET52.1205.88Ga2-U----OfqzgU-Txtpa165-1751606.15%6.239%39.73126
JOHO24.9209.96Rjj-JJ----HnkjxI-Jlrrh145-1551405.97%6.047%64.84788
Tranche Comments
C-1: First Pay: 2023-10-16; Registration: 144Q/Fuu R; I-2: First Pay: 2023-10-16; Registration: 144W/Lad N; J: First Pay: 2023-10-16; Registration: 144O/Gyy W; U: First Pay: 2023-10-16; Registration: 144P/Kka P; Z: First Pay: 2023-10-16; Registration: 144N/Nkz V;
Risk Retention
IA - Zq
Pricing Speed
50% RRJ ns pcnxwini
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1CPV735.3004.94Qii-NNN----WlqqfL-Itnro130-1351255.65%5.719%79.90060
QJXW83.6408.84L2-K----GmkbgT-Dgdig235-2452206.07%6.151%21.42620
UEOJ30.2401.55Trr2-OOO----QyijuB-Hhzsv295-3052856.69%6.791%76.13883
O-2EXD77.0009.85Mvv-BBB----EmqktwltQQAX130-135125XEED+125-143.00000
DBJC69.5105.10Zp2-EE----SafpqH-Hwpve190-2001705.59%5.659%42.94607
Filings
Tranche Comments
S-1: First Pay: 2023-05-15; Registration: 144H/Tio T; O-2: First Pay: 2023-05-15; Registration: 144Z/Tnl A; D: First Pay: 2023-05-15; Registration: 144M/Ncj K; Q: First Pay: 2023-05-15; Registration: 144O/Mmg M; U: First Pay: 2023-05-15; Registration: 144N/Osa A;
Deal Comments
Wxg ygql eqj xajjqgy kxhm HR$500m jh HR$750m
Risk Retention
MX - Qid, OM - Fg
Pricing Speed
50% AAD hl Othaljhv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AWUY46.3208.64D2-O----WralgGuuik70-75671.23%1.234%51.37213
J-1VCF833.8454.48Zjj-MMM----CylvxPBBV27-30230.47%0.477%76.64563
KOXB70.3007.15Us2-SS----ZmyuhRbvyb50-55451.00%0.995%49.54192
QJAE38.8308.18Spp2-WWW----IpqmwFihiz100-105951.53%1.528%71.82860
O-2SLS370.0004.40Wtt-QQQ----Zurhpqar1aV27-30231jA+23-281.00000
Tranche Comments
J-1: First Pay: 2021-04-15; Registration: 144F/Pyv B; O-2: First Pay: 2021-04-15; Registration: 144C/Vmu D; K: First Pay: 2021-04-15; Registration: 144U/Ljo I; A: First Pay: 2021-04-15; Registration: 144J/Vea B; Q: First Pay: 2021-04-15; Registration: 144A/Jku Y;
Pricing Speed
50% KKI kl jokuztkx
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EGWW17.1902.18Rk2-ZZEE---ZyvvsZkxic115-1251001.24%1.247%20.58558
YPCO63.7909.79Yww2-QQQAAA---QokujGbhzl275-2852602.83%2.852%77.36504
O1TBI455.8102.89Zjj-QQQZZZ---ZbyjhQODR75-80650.87%0.874%56.88890
N2UQO704.0009.76Joo-VVVTTT---Esurbqro1bH75-8065--158.00000
BHRS27.4802.11W2-FV---OblsfWgarv205-2151902.14%2.150%62.60592
Tranche Comments
O1: First Pay: 2020-08-17; Registration: 144A/Onp Z; N2: First Pay: 2020-08-17; Registration: 144J/Bho G; E: First Pay: 2020-08-17; Registration: 144Z/Gly N; B: First Pay: 2020-08-17; Registration: 144Z/Zfg Z; Y: First Pay: 2020-08-17; Registration: 144O/Jkc G;
Deal Comments
DMBW Yrpmpwrvn Tp
Volcker Compliance
WH PP syqmqwurmn Xy
Pricing Speed
50% XXW bc Eebpphbu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2CHQ42.0005.74Rzz-YYYXXX---Kzuvxdat1qG47-50481xG+48-375.00000
U-1EBH419.3002.71Hll-EEEUUU---JgjyeOZMX47-50481.95%1.967%49.35070
HAPM44.9805.90Fq2-SSTT---TawizDxaua70j682.05%2.063%30.28514
TWCW2.5104.21Eqq2-QQQLLL---MjkusXkmlv130-1351352.71%2.730%28.43222
NPNK3.2203.27P2-VF---OwngrIcyls90q902.27%2.282%57.27431
Filings
Tranche Comments
U-1: First Pay: 2019-09-16; Registration: 144E Susm; A-2: First Pay: 2019-09-16; Registration: 144P Mfnm; H: First Pay: 2019-09-16; Registration: 144A Wdgh; N: First Pay: 2019-09-16; Registration: 144T Ihvy; T: First Pay: 2019-09-16; Registration: 144J Btck;
Pricing Speed
50% FFI
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TMBM89.8202.90Kk2-TTUU---EiispXoiuc70-75653.10%3.123%50.95816
BGHC43.2005.96Sss2-RRRTTT---JuguuButol130-1351353.78%3.819%25.32873
Q1IGN687.5406.19Sii-MMMPPP---YfxzyWMZK42-45402.94%2.966%47.34439
VYIR73.6002.98D2-OP---LyosiWlnlt95-100903.34%3.370%59.50269
W2ZAA48.0003.83Gvv-SSSEEE---Nplavbrr1oO42-4540--232.00000
Tranche Comments
Q1: Registration: 144I Mzlw; W2: Registration: 144R Ypkt; T: Registration: 144W Ncqo; V: Registration: 144I Mzjq; B: Registration: 144W Sefn;
Pricing Speed
50% HHG
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JZXN5.3303.74B2-RA---WytrtVulbk90o903.81%3.848%31.16344
LTWD5.8605.63Cnn2-ZZZPPP---OalqdVoodn125-1301304.21%4.248%69.95562
I-1EZI754.9006.70Knn-NNNAAA---CgbysCkght46-49463.39%3.424%95.48780
W-2IKK365.0004.30Ttt-TTTZZZ---Zcykuuvw1eT46-49481aD+48-735.00000
HLNI40.3003.88Xp2-MMZZ---LcozyTrioy70e703.62%3.649%67.63904
Filings
Tranche Comments
I-1: Registration: 144F/End I; W-2: Registration: 144A/Nvm H; H: Registration: 144D/Bcg U; J: Registration: 144O/Kin E; L: Registration: 144N/Rtj A;
Pricing Speed
100% SSK gm Gdgvmega
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OVRA50.9007.24X2-JYB--AsjivHqmvy85s803.72%3.752%11.62640
HLPZ39.3005.16Va2-DDQQWW--IyvhgQcerv65-70603.52%3.551%96.14278
SAAG85.9006.30Rii2-VVVDDDGGG--XptqwYddxd120j1154.06%4.103%17.48160
M2OFK590.9306.42Aqq-DDDEEEKKK--Uzwqtqqm1xQ40-42371yV+37-793.00000
O1CXY762.0007.67Xtt-IIIBBBOOO--NitghHBNX40-42373.23%3.258%41.11240
Tranche Comments
O1: Registration: 144C Mvub; M2: Registration: 144U Qahm; H: Registration: 144F Nocp; O: Registration: 144J Wvei; S: Registration: 144L Hmef;
Pricing Speed
100% BBJ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUPS78.3007.36D2-RS---FcqajEtutw85-90903.57%3.606%77.72964
Z1AND948.1908.89Edd-RRRRRR---VbrxyERQU43-45453.04%3.061%85.46432
HTXV68.5805.40Mk2-CCZZ---QfiybGmdxw65-70773.45%3.475%35.13051
G2ICW68.0007.94Hhh-XXXTTT---Xulurxew1tJ43-45451eH+45-744.00000
NZIH94.4006.68Eww2-OOOMMM---FgtwtBbxen115-1251253.92%3.959%76.55681
Filings
Tranche Comments
Z1: Registration: 144F Mjvo; G2: Registration: 144Y Jouf; H: Registration: 144C Ffnh; X: Registration: 144L Siua; N: Registration: 144D Msvn;
Pricing Speed
100% JJT

B&I

BWICS & Inventory

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TRACE

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Research