| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | USD | 456.000 | 4.94 | - | - | - | - | A- | - | 59.9% | Fixed | I-Curve | 275-285 | 275 | 5.30% | 6.864% | 93.84665 |
Tranche Comments
A2: First Pay: 2024-02-26; Registration: 144A/Reg S;
Deal Comments
Green Bond. Active Bookrunners: DEU(B&D), GUG, TDS. Passive Bookrunner: CIZ
Risk Retention
US - Yes; UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | AWF | 171.000 | 5.24 | - | - | - | - | K- | - | 97.5% | Qwlql | Z-Gyrdi | 290-300 | 295 | 5.12% | 7.070% | 23.14697 |
Tranche Comments
E2: First Pay: 2023-03-25; Registration: 144X/Fyg J;
Risk Retention
XC - Yynv XM - Yyn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | GVD | 749.000 | 1.63 | - | - | - | - | T- | - | 58.1% | Mgwpx | Vtbxa | 125d | 120 | 2.40% | 2.415% | 98.46610 |
| F | COP | 43.600 | 4.54 | - | - | - | - | EEE | - | 23.3% | Zbiud | Fxwny | 165-170 | 160 | 2.79% | 2.815% | 87.79275 |
Tranche Comments
C-2: Registration: 144E/Jrk Q;
F: Registration: 144X/Rzh X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VZZ | 44.680 | 6.31 | - | - | - | - | BB- | - | 12.1% | Fgcey | Evtew | 410-420 | 375 | 4.43% | 4.473% | 99.66495 |
| S-1 | CKJ | 629.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | TXX | 42.470 | 8.40 | - | - | - | - | QQQ | - | 17.3% | Rcsue | Xgcrj | 220-230 | 195 | 2.65% | 2.673% | 51.20001 |
| Z-2 | ERX | 550.400 | 6.25 | - | - | - | - | T- | - | 54.4% | Pvpsr | Zxvbm | 160-170 | 135 | 2.06% | 2.073% | 17.74143 |
Tranche Comments
S-1: First Pay: 2021-03-25; Registration: 144F/Pjs G;
Z-2: First Pay: 2021-03-25; Registration: 144Y/Vhz Z;
P: First Pay: 2021-03-25; Registration: 144J/Lly N;
C: First Pay: 2021-03-25; Registration: 144P/Oki A;