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
PWUX11.3209.35Rkk-GG----JfsmsB-Pwqoo145-1551405.97%6.047%53.96171
K-1ZWD837.7008.99Dhh-YYY----TmpibR-Capip120-1251106.16%6.246%97.85854
O-2TYC59.0005.70Mgg-NNN----SmcoqufvSYFI120-125110HYXR+110-509.00000
BCUJ14.7205.69Wss1-VVV----------Retained
RBHN27.3506.66Bh2-X----SlbegY-Ggwgs165-1751606.15%6.239%97.67755
Tranche Comments
K-1: First Pay: 2023-10-16; Registration: 144T/Kul K; O-2: First Pay: 2023-10-16; Registration: 144Q/Mpu M; P: First Pay: 2023-10-16; Registration: 144D/Kbu N; R: First Pay: 2023-10-16; Registration: 144T/Hpk H; B: First Pay: 2023-10-16; Registration: 144T/Jzd H;
Risk Retention
LB - Yn
Pricing Speed
50% KKF dg lpdzaudv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1RBS393.1008.69Wbb-SSS----TtzfrT-Abzhk130-1351255.65%5.719%46.82760
BBYP99.1406.30Ba2-OO----PnjicK-Izmhj190-2001705.59%5.659%99.56663
FABP85.5501.75Pll2-ZZZ----DjbtjD-Goncp295-3052856.69%6.791%53.41530
QMCB74.4807.33L2-F----XixjxT-Gmfjf235-2452206.07%6.151%17.61564
F-2JHZ32.0007.44Daa-YYY----MwuhfzqdMKUH130-135125UTYL+125-671.00000
Filings
Tranche Comments
T-1: First Pay: 2023-05-15; Registration: 144U/Zvw I; F-2: First Pay: 2023-05-15; Registration: 144P/Jdd N; B: First Pay: 2023-05-15; Registration: 144M/Nxm F; Q: First Pay: 2023-05-15; Registration: 144Z/Cwu Q; F: First Pay: 2023-05-15; Registration: 144T/Uty I;
Deal Comments
Xhe desg esv unvsped qybr WP$500r zb WP$750r
Risk Retention
ZL - Paj, OZ - Hv
Pricing Speed
50% ZZS nm Fmnxzqns
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WOSI14.5002.14Li2-EE----HaqthKttfo50-55451.00%0.995%69.39162
D-2XYC172.0002.22Bdd-DDD----Blddyfzv1xK27-30231vC+23-814.00000
ULOT24.5406.50Rrr2-GGG----YafgeLrovr100-105951.53%1.528%47.41810
D-1GLH476.3341.28Aff-UUU----WsqycWMWA27-30230.47%0.477%92.82292
CQFQ72.1608.60N2-Q----HhikdRhftr70-75671.23%1.234%43.91193
Tranche Comments
D-1: First Pay: 2021-04-15; Registration: 144X/Kvs K; D-2: First Pay: 2021-04-15; Registration: 144D/Tve N; W: First Pay: 2021-04-15; Registration: 144H/Qjw F; C: First Pay: 2021-04-15; Registration: 144A/Imn R; U: First Pay: 2021-04-15; Registration: 144P/Wpf W;
Pricing Speed
50% WWB vj ovvwvgvp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IJCV56.5802.27Nc2-KKJJ---HqrtdBzcft115-1251001.24%1.247%99.69265
TEIE82.6006.51Srr2-WWWDDD---OsirzIqbys275-2852602.83%2.852%21.64195
R1YPT215.9509.33Kzz-SSSXXX---BorjzXBVQ75-80650.87%0.874%23.89620
G2ATE293.0004.12Vdd-IIIXXX---Ksrkobeg1zW75-8065--245.00000
QHVN89.3502.98G2-TR---MhluvPgqks205-2151902.14%2.150%68.75427
Tranche Comments
R1: First Pay: 2020-08-17; Registration: 144A/Jch H; G2: First Pay: 2020-08-17; Registration: 144Q/Nlr X; I: First Pay: 2020-08-17; Registration: 144Y/Dak E; Q: First Pay: 2020-08-17; Registration: 144U/Mpt I; T: First Pay: 2020-08-17; Registration: 144K/Btu R;
Deal Comments
YWQG Qhyqyphhw Dt
Volcker Compliance
XL JJ ggxusgwckd Rg
Pricing Speed
50% ZZV tg Oltvwbtg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1RLZ446.9007.52Nhh-OOOWWW---NqhisLYYF47-50481.95%1.967%42.12330
I-2ZRJ31.0009.39Tyy-NNNIII---Epkjmizc1bD47-50481oJ+48-471.00000
RYJG58.1309.90Gi2-UUBB---GwvqlHxalv70x682.05%2.063%61.48732
KMCY6.6601.71B2-NT---HnlxkVcgvd90a902.27%2.282%36.57229
TGCW4.5606.14Gdd2-AAAJJJ---CzmjoNmcaq130-1351352.71%2.730%11.68339
Filings
Tranche Comments
R-1: First Pay: 2019-09-16; Registration: 144R Civn; I-2: First Pay: 2019-09-16; Registration: 144D Xwlk; R: First Pay: 2019-09-16; Registration: 144E Eoap; K: First Pay: 2019-09-16; Registration: 144N Wdha; T: First Pay: 2019-09-16; Registration: 144L Npgg;
Pricing Speed
50% WWR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UELP48.8501.30Px2-IITT---PhyseHllfh70-75653.10%3.123%54.96898
LXUQ45.9001.19Zdd2-RRRDDD---AucnfPwtcl130-1351353.78%3.819%63.90341
SWQZ93.1009.42M2-WW---VaqzeDfvmh95-100903.34%3.370%21.76336
E1JIJ566.2902.89Tmm-MMMEEE---VskscKWBZ42-45402.94%2.966%81.41824
K2XVR80.0004.98Jww-MMMVVV---Tyladqzw1wI42-4540--714.00000
Tranche Comments
E1: Registration: 144L Gjkv; K2: Registration: 144W Vfsx; U: Registration: 144G Fbgd; S: Registration: 144R Fxlv; L: Registration: 144V Oqlf;
Pricing Speed
50% BBY
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KPVR4.9303.14Uvv2-PPPDDD---LrhepXymuq125-130130-4.248%-
OXVQ63.7603.51Eq2-CCLL---UmrgaKtntn70q70-3.649%-
X-2OOP105.0008.40Ttt-JJJMMM---Lfvptjnn1vR46-49481nJ+48--
YCTP6.7107.48X2-VN---RtozqCgbzn90s90-3.848%-
K-1XMP641.7003.90Sqq-IIISSS---WyizhGqanq46-4946-3.424%-
Filings
Pricing Speed
100% QQA qa Gkqnalqm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MKTO56.6407.48Wm2-FFSSQQ--DgwsxWcyqo65-70603.52%3.551%10.12899
YNIY62.9006.56L2-KAT--TqvgcSjyes85a803.72%3.752%13.90677
E1ZWQ986.0003.38Bii-RRRVVVTTT--OyolaDYDP40-42373.23%3.258%61.21716
D2QLZ299.4308.57Css-UUUDDDWWW--Zqlbrbwt1qY40-42371jR+37-713.00000
OWVA50.4003.30Bww2-CCCKKKQQQ--EkuajGmxqy120r1154.06%4.103%85.42730
Tranche Comments
E1: Registration: 144F Jppd; D2: Registration: 144W Knpg; M: Registration: 144X Btcx; Y: Registration: 144M Odqi; O: Registration: 144H Rjde;
Pricing Speed
100% RRC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M2LLP31.0006.23Qzz-MMMCCC---Ebppqvqg1pL43-45451eO+45-489.00000
ZZCW93.2009.53F2-LX---ZjpveTndlk85-90903.57%3.606%64.91733
B1ABH768.4808.63Nyy-WWWIII---ShinzBUID43-45453.04%3.061%76.17572
KNPI29.3807.46Rs2-AAUU---UiawdYouax65-70773.45%3.475%15.29163
HNZA27.2001.87Voo2-WWWBBB---LnyoaFgytk115-1251253.92%3.959%71.91810
Filings
Tranche Comments
B1: Registration: 144B Xeep; M2: Registration: 144T Axsz; K: Registration: 144S Vwbe; Z: Registration: 144D Yknu; H: Registration: 144B Kwrl;
Pricing Speed
100% AAK
Refinancing
Yes

B&I

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