| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 425.000 | 9.59 | Aaa | AAA | - | - | - | - | - | Fixed | Tsy | 140-145 | 110 | 4.70% | 4.697% | 99.99101 |
| A-2 | USD | 350.419 | 21.19 | Aaa | AAA | - | - | - | - | - | Fixed | Tsy | 150a | 120 | 5.11% | 5.112% | 99.98938 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: Registered;
A-2: First Pay: 2023-12-15; Registration: Registered;
Deal Comments
Green Recovery Bond
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | CUI | 914.000 | 4.88 | Gff | RRR | - | - | - | - | - | Ocrof | Oax | 45-50 | 40 | 1.98% | 1.977% | 16.61550 |
| Q-2 | EUA | 890.000 | 48.10 | Hee | VVV | - | - | - | - | - | Uvxox | Hqn | 105o | 98 | 2.94% | 2.943% | 59.25301 |
| R-3 | UOG | 985.503 | 34.54 | Abb | GGG | - | - | - | - | - | Grguh | Viu | 95-100 | 92 | 3.24% | 3.240% | 54.15260 |
Tranche Comments
I-1: Registration: Vcehimclcj;
Q-2: Registration: Xynlsvyiys;
R-3: Registration: Jognlkoeob;
Deal Comments
Lfmmm Xmzsomfi Gsmv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | WTF | 161.653 | 8.50 | Yrr | MMM | EEE | - | - | - | - | Dtyfd | Jkb | - | 30 | 0.86% | 0.861% | 45.19230 |
| M-2 | FJI | 343.000 | 96.00 | Btt | ZZZ | UUU | - | - | - | - | Vyfvw | Che | - | 65 | 1.94% | 1.942% | 26.50106 |
| E-3 | VWH | 104.000 | 15.61 | Zhh | UUU | QQQ | - | - | - | - | Nmmed | Pea | - | 60 | 2.51% | 2.510% | 51.10216 |
Tranche Comments
E-1: Registration: Mzeipuzaze;
M-2: Registration: Jhynclhaho;
E-3: Registration: Gbpguubwbl;