| 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 |
|---|
| G2 | XCS | 662.000 | 6.79 | - | - | - | - | E- | - | 94.8% | Bfghh | J-Wtjfp | 290-300 | 295 | 5.12% | 7.070% | 61.54976 |
Tranche Comments
G2: First Pay: 2023-03-25; Registration: 144X/Qtv H;
Risk Retention
LL - Xgwc LH - Xgw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RJA | 97.200 | 9.71 | - | - | - | - | SSS | - | 10.9% | Ucpny | Hgddc | 165-170 | 160 | 2.79% | 2.815% | 36.73087 |
| D-2 | ZBJ | 920.000 | 7.59 | - | - | - | - | G- | - | 93.2% | Jqomb | Tbioa | 125d | 120 | 2.40% | 2.415% | 45.92980 |
Tranche Comments
D-2: Registration: 144X/Kao Y;
H: Registration: 144H/Mhp Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | KWE | 491.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | MSS | 75.670 | 3.69 | - | - | - | - | KKK | - | 91.4% | Zaxgm | Jrtjn | 220-230 | 195 | 2.65% | 2.673% | 66.37646 |
| F | FLX | 99.240 | 1.38 | - | - | - | - | XX- | - | 95.7% | Dpvwp | Gdyng | 410-420 | 375 | 4.43% | 4.473% | 75.46198 |
| F-2 | IZC | 856.500 | 1.69 | - | - | - | - | N- | - | 61.9% | Xwnok | Ezjnb | 160-170 | 135 | 2.06% | 2.073% | 63.85895 |
Tranche Comments
F-1: First Pay: 2021-03-25; Registration: 144C/Ewr X;
F-2: First Pay: 2021-03-25; Registration: 144P/Izx F;
A: First Pay: 2021-03-25; Registration: 144O/Iab A;
F: First Pay: 2021-03-25; Registration: 144H/Tkw H;