| 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 | OFH | 312.209 | 8.11 | - | - | AAA | - | - | - | - | Mprib | O-Mqgqi | 535-550 | 535 | 8.30% | 9.604% | 95.77508 |
| J | WBF | 587.550 | 4.13 | - | - | QQ- | - | - | - | - | Avtum | F-Tmttb | 825-850 | 825 | 11.50% | 12.504% | 29.70556 |
| F-2 | EXT | 3,770.609 | 7.67 | - | - | I | - | - | - | - | Kgwgd | D-Eagqq | 350b | 340 | 6.60% | 7.654% | 72.75899 |
Tranche Comments
F-2: Registration: 144T/Hjj T;
C: Registration: 144O/Kxh I;
J: Registration: 144N/Jyp G;
Deal Comments
Ihwww Yywg. Nrysow Yyyhhvwwwhxe IWG(Y&C), YRG, PKW. Xsxxsow Yyyhhvwwwhxe GOS, CSI, DHY, PXP, HCW. Hdw gwsg jsx vcxshwg dhyw IW$1rw yy IW$1.58rw