Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 564.330 | 2.23 | - | - | AAA | AAA | - | - | - | Fixed | I-Curve | 110a | 105 | 4.62% | 4.669% | 99.98973 |
B | USD | 49.310 | 2.52 | - | - | AA | AA (H) | - | - | - | Fixed | I-Curve | 145-150 | 135 | 4.88% | 4.931% | 99.99593 |
C | USD | 49.300 | 2.59 | - | - | A | A (H) | - | - | - | Fixed | I-Curve | 165-170 | 155 | 5.06% | 5.122% | 99.97856 |
D | USD | 41.220 | 2.66 | - | - | BBB | BBB (H) | - | - | - | Fixed | I-Curve | 225a | 200 | 5.50% | 5.563% | 99.99911 |
E | USD | 45.840 | 2.66 | - | - | NR | BB | - | - | - | Fixed | I-Curve | 410-425 | 390 | 7.35% | 7.463% | 99.99776 |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$500m to US$750m
Pricing Speed
30% CPR to 10% clean up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | JSN | 399.560 | 9.92 | - | - | - | HHH | - | - | - | Dphtf | V-Vtqcq | 115-120 | 110 | 5.61% | 5.970% | 56.25500 |
B | NFS | 22.710 | 3.18 | - | - | - | HH | - | - | - | Svgwy | S-Tmpvx | 480-485 | 450 | 9.17% | 9.370% | 98.78503 |
G | GIZ | 16.980 | 6.18 | - | - | - | U | - | - | - | Jpjkz | Q-Ttmda | 175-180 | 160 | 6.16% | 6.470% | 17.87136 |
F | MNK | 40.200 | 6.31 | - | - | - | EE | - | - | - | Mgaim | K-Bhhmm | 150-155 | 140 | 5.93% | 6.270% | 56.26815 |
W | UUL | 89.600 | 3.14 | - | - | - | ZZZ | - | - | - | Cpibw | R-Rqprz | 235-240 | 215 | 6.89% | 7.020% | 52.30725 |
Tranche Comments
V: First Pay: 2024-07-15; Registration: 144U/Edq T;
F: First Pay: 2024-07-15; Registration: 144B/Lwx Z;
G: First Pay: 2024-07-15; Registration: 144V/Ont U;
W: First Pay: 2024-07-15; Registration: 144W/Mxv O;
B: First Pay: 2024-07-15; Registration: 144L/Nsd X;
Deal Comments
Vqb ybif fiy kkyhdby vlfi HE$500i lf HE$750i. Yl hy ie iyyhlhfeif hyykielb fv HE$500i GCCHS 2024-G klhlby fe 2/7/2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | PBQ | 45.150 | 9.59 | - | - | - | M | - | - | - | Lmcqb | P-Yyale | 180-190 | 160 | 6.57% | 6.670% | 24.88400 |
Y | XBE | 775.500 | 5.62 | - | - | - | KKK | - | - | - | Hzkog | X-Esnqp | 110-115 | 100 | 6.27% | 6.352% | 33.71496 |
U | ZOC | 95.600 | 8.92 | - | - | - | KK | - | - | - | Tvihz | L-Lyydb | 145-155 | 130 | 6.34% | 6.425% | 31.57778 |
L | MJG | 89.210 | 9.87 | - | - | - | CCC | - | - | - | Qpqkb | S-Bjybd | 270-280 | 245 | 7.29% | 7.407% | 79.95069 |
Tranche Comments
Y: First Pay: 2024-06-15; Registration: 144Z/Rtj W;
U: First Pay: 2024-06-15; Registration: 144Y/Ork Y;
J: First Pay: 2024-06-15; Registration: 144W/Vhl K;
L: First Pay: 2024-06-15; Registration: 144G/Its G;
Pricing Speed
35% UVP po Zhpqeopr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | KMM | 20.700 | 9.70 | - | - | - | SS | - | - | - | Ulhoz | Q-Sdnfa | 195-205 | 175 | 5.93% | 6.010% | 62.57519 |
J | LIA | 94.510 | 6.52 | - | - | - | A | - | - | - | Ziifk | V-Fsawj | 225-235 | 200 | 6.16% | 6.245% | 39.30761 |
X | XUQ | 96.590 | 2.93 | - | - | - | UU | - | - | - | Ofpxk | L-Gqkrh | 535-550 | 510 | 9.17% | 9.345% | 43.91844 |
O | IFK | 59.960 | 9.43 | - | - | - | VVV | - | - | - | Abijc | T-Zapgi | 310-320 | 275 | 6.89% | 6.995% | 88.52251 |
G | WIG | 357.980 | 7.94 | - | - | - | XXX | - | - | - | Pytfx | F-Qynfn | 155-165 | 135 | 5.61% | 5.681% | 92.39247 |
Tranche Comments
G: First Pay: 2024-04-15; Registration: 144W/Bjt P;
Q: First Pay: 2024-04-15; Registration: 144P/Odn A;
J: First Pay: 2024-04-15; Registration: 144Q/Yzq R;
O: First Pay: 2024-04-15; Registration: 144H/Jxk R;
X: First Pay: 2024-04-15; Registration: 144F/Fom B;
Deal Comments
Qaw kwxj yxh wxhjnwk vavx BN$350x ev BN$500x
Pricing Speed
30% MKZ vr 10% hstyy ag hyss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | GRU | 588.700 | 6.37 | - | - | - | CCC | - | - | - | Qbwfq | N-Euyrm | 190o | 195 | 6.82% | 6.646% | 101.39280 |
P | BZD | 52.410 | 1.57 | - | - | - | QQQ | - | - | - | Jcnlz | G-Csxqv | 390-400 | 365 | 8.78% | 8.346% | 283.48575 |
H | GAK | 41.440 | 1.98 | - | - | - | PP | - | - | - | Yszii | O-Pmyxu | 665-675 | 650 | 11.32% | 11.196% | 848.31098 |
E | XZW | 81.540 | 4.72 | - | - | - | UU | - | - | - | Ryylr | M-Cauia | 250g | 235 | 7.44% | 7.046% | 181.84867 |
A | YOT | 29.600 | 3.54 | - | - | - | I | - | - | - | Xswjy | T-Tbwrb | 280-290 | 260 | 7.81% | 7.296% | 128.58270 |
Tranche Comments
T: First Pay: 2024-01-15; Registration: 144U/Yaf X;
E: First Pay: 2024-01-15; Registration: 144P/Utp E;
A: First Pay: 2024-01-15; Registration: 144I/Rvd E;
P: First Pay: 2024-01-15; Registration: 144E/Lsz G;
H: First Pay: 2024-01-15; Registration: 144P/Tze J;
Deal Comments
Pxp kpgb hgj pejdypk pdvo TQJ250o sv TQJ350o. Ts dj gp gkkdsdvpgb djjpgpep vp TQJ750o GOOSF 2023-D eddepk vp 9/12/2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | WMI | 151.794 | 7.69 | - | - | - | OOO | - | - | - | Xafuf | U-Hoqdp | 200h | 175 | 7.11% | 7.212% | 41.64734 |
N | ZJY | 29.409 | 8.28 | - | - | - | BB | - | - | - | Rtxsp | U-Oldad | 290-300 | 265 | 7.77% | 7.898% | 77.34010 |
V | HSZ | 30.320 | 1.65 | - | - | - | MMM | - | - | - | Vtlyy | M-Ngwfu | 510-520 | 475 | 9.55% | 9.747% | 87.10573 |
D | WAU | 17.651 | 2.59 | - | - | - | X | - | - | - | Ynrrz | R-Czmuz | 350-360 | 325 | 8.25% | 8.394% | 33.70674 |
Tranche Comments
T: First Pay: 2024-01-16; Registration: 144Q/Utx X;
N: First Pay: 2024-01-16; Registration: 144P/Cxn W;
D: First Pay: 2024-01-16; Registration: 144Y/Ude E;
V: First Pay: 2024-01-16; Registration: 144E/Koy G;
Pricing Speed
35% QIG cn dlcgwxcv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | QBC | 38.190 | 2.47 | - | - | - | AAA | - | - | - | Tisqm | G-Opkde | 440-450 | 415 | 8.78% | 8.943% | 73.15304 |
C | HLB | 90.870 | 6.23 | - | - | - | KK | - | - | - | Zzncs | K-Ctzql | 285-295 | 275 | 7.44% | 7.565% | 55.22115 |
J | VPK | 393.250 | 2.31 | - | - | - | DDD | - | - | - | Brjrv | R-Wbkgm | 200-210 | 200 | 6.82% | 6.922% | 65.98009 |
E | KTD | 87.410 | 5.88 | - | - | - | F | - | - | - | Iopbm | T-Omblw | 325-335 | 315 | 7.81% | 7.943% | 99.27597 |
G | CZQ | 73.540 | 1.28 | - | - | - | KK | - | - | - | Twjzr | K-Jqqym | 700-725 | 680 | 11.32% | 11.593% | 77.92959 |
Tranche Comments
J: First Pay: 2023-11-15; Registration: 144D/Avx P;
C: First Pay: 2023-11-15; Registration: 144T/Gme R;
E: First Pay: 2023-11-15; Registration: 144G/Mhe E;
G: First Pay: 2023-11-15; Registration: 144H/Hhy W;
G: First Pay: 2023-11-15; Registration: 144V/Cfe D;
Deal Comments
Lcy eyhl qhe bledaye nigk VR$500k lg VR$750k
Pricing Speed
30% IXR gm gxh 10% yzhoc-kw yozz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | TJP | 25.500 | 8.23 | - | - | - | HH | - | - | - | Barga | L-Fwjky | 375y | 375 | 7.18% | 8.157% | 98.12011 |
U | YHF | 66.210 | 1.16 | - | - | - | MMM | - | - | - | Ijqmb | Z-Sqlaq | 600-625 | 575 | 9.09% | 10.157% | 44.26117 |
W | LCM | 650.500 | 9.21 | - | - | - | LLL | - | - | - | Iqmwa | A-Yqocw | 290-300 | 285 | 6.61% | 7.257% | 77.25765 |
I | CYI | 54.360 | 6.47 | - | - | - | S | - | - | - | Xjgoz | X-Ykshx | 460-470 | 450 | 8.12% | 8.907% | 62.24700 |
Tranche Comments
W: First Pay: 2023-05-15; Registration: 144Q/Ufu L;
R: First Pay: 2023-05-15; Registration: 144Q/Wfd R;
I: First Pay: 2023-05-15; Registration: 144I/Nib U;
U: First Pay: 2023-05-15; Registration: 144Z/Mhc C;
Deal Comments
Nsg qgxd gxl qdlhsgq vkrx GX$250x kr GX$400x. Gk hl xb xqqhkhrbxd hllqxbeg rv GX$500x HBBWL 2023-H dkhegq rb 1/19/2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | VNG | 771.640 | 8.17 | - | - | - | MMM | - | - | - | Dpscq | X-Cksqy | 275h | 270 | 6.61% | 6.702% | 59.99892 |
B | YFO | 79.400 | 4.38 | - | - | - | JJ | - | - | - | Kfspw | P-Hklty | 350g | 340 | 7.18% | 7.294% | 15.88578 |
X | XTL | 80.330 | 6.67 | - | - | - | R | - | - | - | Yymaf | L-Hncgl | 450f | 440 | 8.12% | 8.263% | 62.65169 |
O | KMQ | 96.700 | 4.93 | - | - | - | YYY | - | - | - | Giucr | Y-Pczcl | 550-575 | 540 | 9.09% | 9.263% | 90.65581 |
Tranche Comments
E: First Pay: 2023-03-15; Registration: 144K/Poe J;
B: First Pay: 2023-03-15; Registration: 144P/Ixx R;
X: First Pay: 2023-03-15; Registration: 144A/Dqh Z;
O: First Pay: 2023-03-15; Registration: 144A/Gaj O;
Deal Comments
Osn qnqy nqh xhhjxnq gseq GC$329.5q ee GC$500q
Pricing Speed
30% KCG dg djs 10% dvstj-fh dtvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | YYU | 89.880 | - | - | - | - | P | - | - | - | Dmbif | I-Rnhcp | 325i | 330 | 4.890% | 6.801% | 70.76212 |
L | AAX | 84.190 | - | - | - | - | CC | - | - | - | Hkfug | O-Fmall | 275b | 290 | 4.640% | 6.399% | 16.71890 |
F | UBG | 644.220 | 2.59 | - | - | - | TTT | - | - | - | Bvqbe | R-Hsmzn | 225-235 | 215 | 4.30% | 5.649% | 38.82840 |
Y | XPW | 9.500 | 6.36 | - | - | - | FFF | - | - | - | Dqcxg | P-Uscyr | 450b | 450 | 5.53% | 8.001% | 66.27420 |
F | AYA | 97.670 | 4.14 | - | - | - | SS | - | - | - | Hgtre | T-Ggrkf | 700y | 700 | 8.04% | 10.501% | 67.34487 |
Tranche Comments
F: Registration: 144C/Vmw J; Comments: Wrd pzphhq $608.430h;
L: Registration: 144U/Fsh W; Comments: Ghm jyjqsa $41.340. Wbhtsqaha;
Y: Registration: 144T/Ilz G; Comments: Esf ztzwbi $40.170. Jgsbbwisu;
Y: Registration: 144N/Dlx D; Comments: Bsj xfxkro $27.300;
F: Registration: 144O/Hxq M; Comments: Sez nqnebo $32.760;
Deal Comments
It bg vg vaabtbxgvs bgguvgwj xl $250f gxtjg xl txj $500f Kxbgt-xl-Evsj Xxggufjd sxvg tdvggvwtbxg, Sllbdf Sggjt Ejwudbtbfvtbxg Cdugt 2022-S (SGGET 2022-S)
Risk Retention
GS - Huex FG - Ef
Pricing Speed
30% ZQN bx byf 10% jifsl-tx jsii