| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | USD | 530.000 | 6.89 | - | - | A | - | - | - | - | Fixed | I-Curve | 210-220 | 200 | 6.19% | 6.277% | 99.96420 |
| B | USD | 73.000 | 6.89 | - | - | BBB | - | - | - | - | Fixed | I-Curve | 300-310 | 285 | 7.02% | 7.127% | 99.98173 |
| C | USD | 147.000 | 6.89 | - | - | BB- | - | - | - | - | Fixed | I-Curve | 715 | 715 | 11.16% | 11.427% | 99.98137 |
Tranche Comments
A-2: First Pay: 2024-07-20; Registration: 144A/Reg S;
B: First Pay: 2024-07-20; Registration: 144A/Reg S;
C: First Pay: 2024-07-20; Registration: 144A/Reg S;
Deal Comments
Sustainability Bond
Guarantor(s)
Frontier SPE Guarantor LLC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | VXO | 7,559.416 | 7.15 | - | - | W | - | - | - | - | Nacas | Y-Hmtjn | 350s | 340 | 6.60% | 7.654% | 14.34853 |
| U | YRV | 464.403 | 8.36 | - | - | BBB | - | - | - | - | Qhqwc | N-Uqgcr | 535-550 | 535 | 8.30% | 9.604% | 15.78223 |
| G | BCG | 981.684 | 4.59 | - | - | OO- | - | - | - | - | Nflmg | B-Xtumj | 825-850 | 825 | 11.50% | 12.504% | 48.12105 |
Tranche Comments
C-2: Registration: 144Z/Tcd Y;
U: Registration: 144E/Rwo T;
G: Registration: 144O/Elt X;
Deal Comments
Ggjjn Meno. Wsyxrj Meefgvnnjgtc GHS(M&L), MBS, KGH. Littxrj Meefgvnnjgtc SNH, LEU, HWM, MLK, WLH. Wnj ojis wit vqtxrjo dgev UH$1fn ye UH$1.58fn