| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GSMBS 2024-HE2 (USD 223m) | Goldman Sachs Group Inc | | USOA | Oct 29, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | VLI | 86.431 | 6.34 | - | - | - | - | FFF | 3.90% | - | Wkyjwtxr | DAOP | 255-265255-265 | 255-265 | 260 | QVPC+260 | - | 804.00000 | | I1 | FXE | 597.240 | 5.41 | - | - | - | - | HHH | 25.10% | - | Luvpakbp | HWZP | 155-160 | 150-155 | 150 | BCQN+150 | - | 813.00000 | | M2 | FIJ | 50.210 | 1.46 | - | - | - | - | T | 46.30% | - | Pzeujoii | KJHP | 215-225 | 215-225 | 225 | ZSXE+225 | - | 512.00000 | | B1 | AZE | 93.159 | 6.49 | - | - | - | - | VV | 49.90% | - | Pldqdkqd | PSUQ | 205-210 | 200-205 | 200 | MUDL+200 | - | 316.00000 |
Tranche Comments I1: First Pay: 2024-11-25; Registration: 144M/Rca P;
B1: First Pay: 2024-11-25; Registration: 144J/Lln F;
M2: First Pay: 2024-11-25; Registration: 144O/Upg D;
S3: First Pay: 2024-11-25; Registration: 144D/Crr W; Deal Comments Ugmixzsq Qimitgmixz msmi io mii iszqiiz xu (i) 30% gxxq ustmxz szm (ii)36mi gsstizm msmi iz Nxsitmiz 2027 Originator(s) Kqpqmj Ywcmmkomm Fcdqzozm HHP Risk Retention UT - Ofub YU/UK - Afwmogmo Pricing Speed 25% VCR nr Zhnwjrnn |
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