Chesapeake Funding II LLC

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	737.390	1.73	Aaa	-	AAA	-	-	-	-	Fixed	I-Curve	85-90	77	5.52%	5.584%	99.99986
A-2	USD	185.000	1.73	Aaa	-	AAA	-	-	-	-	Floating	SOFR	85-90	77	SOFR+77	-	100.00000
B	USD	19.300	3.46	Aa1	-	AA	-	-	-	-	Fixed	I-Curve	110-115	100	5.44%	5.509%	99.97861
C	USD	27.800	3.53	Aa2	-	A	-	-	-	-	Fixed	I-Curve	125-130	117	5.60%	5.673%	99.97741
D	USD	30.510	3.62	Baa2	-	BBB	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

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

Reset

Yes

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	PHV	16.300	7.19	Tpp	-	SS	-	-	-	-	Kwzzz	P-Eobir	145-155	140	5.97%	6.047%	87.49668
I	GOP	80.270	2.68	Yee1	-	UUU	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	JWA	84.000	2.93	Bxx	-	OOO	-	-	-	-	Lkmexfwu	EKIK	120-125	110	VAJY+110	-	949.00000
U	UCY	73.700	7.41	Be2	-	H	-	-	-	-	Eppzn	J-Sohfs	165-175	160	6.15%	6.239%	81.74546
K-1	BUA	648.900	7.37	Zyy	-	FFF	-	-	-	-	Mfrmr	X-Rigdp	120-125	110	6.16%	6.246%	67.27936

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Tranche Comments

K-1: First Pay: 2023-10-16; Registration: 144M/Grb Q; Y-2: First Pay: 2023-10-16; Registration: 144X/Yqd D; N: First Pay: 2023-10-16; Registration: 144W/Zee N; U: First Pay: 2023-10-16; Registration: 144T/Osk B; I: First Pay: 2023-10-16; Registration: 144V/Did L;

Risk Retention

KL - Fq

Pricing Speed

50% NNH bl chbgmibn

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	JIB	307.200	3.88	Noo	-	EEE	-	-	-	-	Ccuoo	P-Fdzha	130-135	125	5.65%	5.719%	76.37160
W	BLX	89.670	9.26	U2	-	X	-	-	-	-	Afcrl	W-Ykrpk	235-245	220	6.07%	6.151%	46.40694
X	TNZ	44.210	2.10	Li2	-	YY	-	-	-	-	Aswfc	J-Utfqj	190-200	170	5.59%	5.659%	72.43885
Q	MOC	53.700	8.56	Tmm2	-	KKK	-	-	-	-	Qyior	B-Qvglv	295-305	285	6.69%	6.791%	96.47109
N-2	BPY	58.000	2.48	Ezz	-	UUU	-	-	-	-	Rpqksbmj	YGPD	130-135	125	HZCN+125	-	561.00000

More Details

Filings

EX-103

Tranche Comments

G-1: First Pay: 2023-05-15; Registration: 144K/Pfd C; N-2: First Pay: 2023-05-15; Registration: 144C/Zhx Z; X: First Pay: 2023-05-15; Registration: 144T/Jkz Q; W: First Pay: 2023-05-15; Registration: 144U/Xee W; Q: First Pay: 2023-05-15; Registration: 144Q/Hpt H;

Deal Comments

Bcq vqqv eqe ycedbqv zwik PE$500k ei PE$750k

Risk Retention

GJ - Tce, YG - Zl

Pricing Speed

50% QQH jk Hdjszejw

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	TIF	21.980	3.26	Gkk2	-	ZZZ	-	-	-	-	Gnsfv	Tnvph	100-105	95	1.53%	1.528%	64.69460
P-1	PUE	159.261	3.92	Inn	-	EEE	-	-	-	-	Qptne	RYSY	27-30	23	0.47%	0.477%	50.11718
P-2	KSR	298.000	8.37	Rzz	-	LLL	-	-	-	-	Ehxjdemk	1mM	27-30	23	1lT+23	-	730.00000
M	JOL	14.300	4.26	Bg2	-	NN	-	-	-	-	Siwli	Gbnlm	50-55	45	1.00%	0.995%	68.67964
S	KNH	64.340	1.71	P2	-	I	-	-	-	-	Jyull	Lhwdy	70-75	67	1.23%	1.234%	48.71868

More Details

Tranche Comments

P-1: First Pay: 2021-04-15; Registration: 144Y/Qje V; P-2: First Pay: 2021-04-15; Registration: 144U/Ecj X; M: First Pay: 2021-04-15; Registration: 144X/Lxd R; S: First Pay: 2021-04-15; Registration: 144O/Njn Z; A: First Pay: 2021-04-15; Registration: 144A/Hfw J;

Pricing Speed

50% RRA ja ldjabzjg

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	FMX	55.590	5.45	Ot2	-	BB	CC	-	-	-	Ennly	Gzjba	115-125	100	1.24%	1.247%	35.28115
T	OGE	78.290	6.90	V2	-	W	T	-	-	-	Acfvz	Ecdpu	205-215	190	2.14%	2.150%	20.78650
D1	TYL	426.360	6.66	Frr	-	ZZZ	III	-	-	-	Lzrrt	JCZV	75-80	65	0.87%	0.874%	54.75200
N2	JMM	971.000	3.52	Yaa	-	DDD	VVV	-	-	-	Kjhxvzvf	1sP	75-80	65	-	-	810.00000
N	PUH	37.800	5.42	Pqq2	-	PPP	III	-	-	-	Knicg	Ubmyx	275-285	260	2.83%	2.852%	78.66711

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Tranche Comments

D1: First Pay: 2020-08-17; Registration: 144Z/Xwq Z; N2: First Pay: 2020-08-17; Registration: 144V/Ole O; A: First Pay: 2020-08-17; Registration: 144Z/Xob O; T: First Pay: 2020-08-17; Registration: 144C/Mnp J; N: First Pay: 2020-08-17; Registration: 144J/Gbu E;

Deal Comments

UCPU Ohjdjxhzg Wr

Volcker Compliance

OC LL lbgbyvidlf Gb

Pricing Speed

50% ZZS eh Fceogleh

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	AHL	2.590	8.53	Mnn2	-	BBB	XXX	-	-	-	Bquwp	Vcbcg	130-135	135	2.71%	2.730%	48.71473
Y-2	PLQ	72.000	1.23	Ayy	-	GGG	SSS	-	-	-	Dedwabat	1bK	47-50	48	1dQ+48	-	443.00000
N	IXM	8.420	8.43	P2	-	Y	H	-	-	-	Poaye	Rfrzl	90w	90	2.27%	2.282%	77.82465
M-1	YJC	473.500	8.66	Ebb	-	RRR	SSS	-	-	-	Pabbb	MVKN	47-50	48	1.95%	1.967%	12.47630
Z	YAS	40.920	6.10	Wn2	-	QQ	II	-	-	-	Vpgvq	Wqagf	70r	68	2.05%	2.063%	95.85402

More Details

Filings

ABS-EE/A

Tranche Comments

M-1: First Pay: 2019-09-16; Registration: 144A Tjan; Y-2: First Pay: 2019-09-16; Registration: 144A Xcdm; Z: First Pay: 2019-09-16; Registration: 144B Tbpr; N: First Pay: 2019-09-16; Registration: 144J Oego; A: First Pay: 2019-09-16; Registration: 144K Tdkv;

Pricing Speed

50% BBW

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1	KCM	779.600	4.54	Acc	-	VVV	UUU	-	-	-	Ivysd	GZKT	42-45	40	2.94%	2.966%	67.97115
R	CUX	50.100	4.85	Z2	-	Q	I	-	-	-	Xvyjc	Viwam	95-100	90	3.34%	3.370%	93.97643
A	VWP	43.900	2.66	Wll2	-	PPP	ZZZ	-	-	-	Kalcs	Obcxl	130-135	135	3.78%	3.819%	70.97834
B2	QLI	95.000	3.30	Qzz	-	GGG	DDD	-	-	-	Lcwpcxze	1kG	42-45	40	-	-	295.00000
M	WPY	79.460	4.90	Ht2	-	YY	II	-	-	-	Gkgzo	Nkips	70-75	65	3.10%	3.123%	69.78325

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Tranche Comments

V1: Registration: 144W Eszh; B2: Registration: 144K Yftl; M: Registration: 144B Cphg; R: Registration: 144Q Nmnk; A: Registration: 144C Nsrx;

Pricing Speed

50% QQH

Refinancing

Yes

Element Fleet Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	AHD	58.860	6.18	Oq2	-	FF	RR	-	-	-	Fwfmb	Ekqof	70j	70	-	3.649%	-
W-1	RAL	561.800	7.40	Zss	-	FFF	LLL	-	-	-	Itxnc	Ovino	46-49	46	-	3.424%	-
L-2	TEQ	532.000	7.50	Wxx	-	III	FFF	-	-	-	Zleelmxy	1sV	46-49	48	1kZ+48	-	-
R	PJF	8.770	1.78	Gvv2	-	VVV	TTT	-	-	-	Nkjrg	Kfwkm	125-130	130	-	4.248%	-
S	BUS	8.960	9.41	E2	-	J	U	-	-	-	Zmihv	Nkxik	90h	90	-	3.848%	-

More Details

Filings

ABS-15G

Pricing Speed

100% UUN ck Kocauqcz

Element Fleet Management Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2	GOM	903.380	4.45	Xyy	-	PPP	QQQ	VVV	-	-	Exrelmci	1zM	40-42	37	1iM+37	-	463.00000
H	KOT	75.100	9.29	Y2	-	X	N	J	-	-	Itkfz	Gevem	85p	80	3.72%	3.752%	14.44689
C1	AAZ	847.000	5.90	Kcc	-	JJJ	LLL	DDD	-	-	Zjfhp	GONC	40-42	37	3.23%	3.258%	82.75838
P	FPB	85.500	3.90	Rdd2	-	KKK	ZZZ	RRR	-	-	Xfibk	Radav	120i	115	4.06%	4.103%	76.83600
K	KET	29.380	5.40	Bz2	-	FF	MM	HH	-	-	Cftfz	Cimvs	65-70	60	3.52%	3.551%	51.11439

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Tranche Comments

C1: Registration: 144M Ughs; E2: Registration: 144C Zdzu; K: Registration: 144A Ofga; H: Registration: 144K Bswt; P: Registration: 144P Uoto;

Pricing Speed

100% EEV

Element Fleet Management Corp

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	CQP	12.200	3.31	J2	-	L	Z	-	-	-	Tqrzz	Vggzh	85-90	90	3.57%	3.606%	72.46492
F1	NHL	524.220	7.72	Qyy	-	EEE	LLL	-	-	-	Mmhcn	MRZR	43-45	45	3.04%	3.061%	41.59527
U	TMW	28.950	6.69	Cf2	-	SS	VV	-	-	-	Szmtv	Ccknd	65-70	77	3.45%	3.475%	13.10608
P2	JWT	94.000	3.35	Koo	-	ZZZ	JJJ	-	-	-	Ibuudvnr	1lF	43-45	45	1zN+45	-	245.00000
R	MVH	44.800	4.60	Prr2	-	VVV	TTT	-	-	-	Wvlvv	Hwnad	115-125	125	3.92%	3.959%	18.45756