| 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 |
|---|
| W2 | VWO | 921.000 | 3.20 | - | - | - | - | U- | - | 58.2% | Zczsd | N-Ohyfa | 290-300 | 295 | 5.12% | 7.070% | 86.41532 |
Tranche Comments
W2: First Pay: 2023-03-25; Registration: 144D/Btl D;
Risk Retention
PD - Gtim PK - Gti
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VJS | 73.800 | 6.50 | - | - | - | - | KKK | - | 85.2% | Tzvqp | Jwite | 165-170 | 160 | 2.79% | 2.815% | 21.40978 |
| N-2 | NBS | 815.000 | 7.97 | - | - | - | - | W- | - | 58.2% | Kobem | Khfgv | 125t | 120 | 2.40% | 2.415% | 79.57380 |
Tranche Comments
N-2: Registration: 144G/Cfo A;
K: Registration: 144H/Taq V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | UHV | 857.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2 | GEA | 160.400 | 5.55 | - | - | - | - | H- | - | 14.1% | Liucj | Oxcpd | 160-170 | 135 | 2.06% | 2.073% | 12.33350 |
| I | QUI | 19.580 | 5.90 | - | - | - | - | KK- | - | 19.1% | Rpgao | Yqngh | 410-420 | 375 | 4.43% | 4.473% | 16.10072 |
| M | JVC | 30.400 | 7.73 | - | - | - | - | EEE | - | 18.9% | Paqsq | Mjcnp | 220-230 | 195 | 2.65% | 2.673% | 38.38734 |
Tranche Comments
D-1: First Pay: 2021-03-25; Registration: 144W/Juw D;
O-2: First Pay: 2021-03-25; Registration: 144M/Lcx U;
M: First Pay: 2021-03-25; Registration: 144Y/Weh Y;
I: First Pay: 2021-03-25; Registration: 144Q/Mcv L;