| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 436.062 | 4.86 | - | - | A | A | - | - | 69.0% | Fixed | I-Curve | 210a | 210 | 5.93% | 6.004% | 99.99917 |
| B | USD | 44.238 | 4.86 | - | - | A- | BBB (H) | - | - | 76.0% | Fixed | I-Curve | 280a | 280 | 6.61% | 6.704% | 99.99927 |
Tranche Comments
A: First Pay: 2024-11-18; Registration: 144A/Reg S;
B: First Pay: 2024-11-18; Registration: 144A/Reg S;
Deal Comments
Joint Bookrunners: GSC (B&D), BNP, RBC, SOC, SMB; B: NAT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CWF | 529.370 | 8.23 | - | P- | - | - | J | - | 71.0% | Zuhpq | Z-Pthlq | 220-230 | 205 | 6.26% | 6.344% | 40.41014 |
| S | JPW | 51.870 | 4.72 | - | TTT | - | - | - | - | 84.5% | Pmglb | JTI | - | - | 6.90% | 7.000% | 42.63880 |
| Q-2 | KHK | 993.938 | 3.40 | - | C- | - | - | B | - | 42.0% | Fbatw | V-Xdhmy | - | 205 | 6.26% | 6.351% | 23.60650 |
Tranche Comments
U-1: First Pay: 2024-07-16; Registration: 144C/Cbw A;
Q-2: First Pay: 2024-07-16; Registration: 144Y/Wrn J; Comments: Cusfcr rf 6/27/2024. Mcppwc Hcpcj 7/10/2024;
S: Registration: 144J/Zny R; Comments: Ujjkhg vh 8/8/2024. Phjjoh Syjhw 8/16/2024;
Collateral
12 xuqjqxub (J-1)g 20 xuqjqxub (J-2)g 20 xuqjqxub (N)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | LNZ | 623.488 | 5.55 | Z3 | - | - | - | H | - | 99.0% | Ijpuo | D-Yzmlx | - | 350 | 6.00% | 6.558% | 63.88889 |
Tranche Comments
D: Registration: 144W/Ulh T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ICP | 713.464 | 6.40 | Q1 | - | - | - | Z | - | 54.0% | Glpaf | Axagi | 155-165 | 145 | 2.80% | 2.815% | 31.79916 |
| R | CUC | 93.295 | 5.90 | Zrr2 | - | - | - | DDD | - | 26.0% | Xygni | Frmjk | 230-240 | 220 | 3.54% | 3.565% | 16.81983 |
Tranche Comments
J: Registration: 144Q/Tmg A;
R: Registration: 144C/Ksk P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | PKX | 33.645 | 6.26 | - | X | - | - | T | - | 34.3% | Llrcf | KQH | - | - | 5.82% | 8.000% | 30.93161 |
| V | UTM | 353.000 | 8.76 | - | Z | - | - | A | - | 53.7% | Zggit | Dryyd | - | 210 | 2.95% | 3.236% | 86.95537 |
| W | IOB | 938.392 | 4.10 | - | GGG- | - | - | BBB | - | 45.0% | Eawox | Pzlzk | - | 400 | 3.80% | 5.110% | 39.64150 |
Tranche Comments
V: First Pay: 2021-11-16; Registration: 144P/Cjg C;
W: First Pay: 2021-11-16; Registration: 144Y/Jug O;
N: First Pay: 2021-11-16; Registration: 144U/Tvr Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RQG | 75.928 | 2.30 | - | - | CCC | - | YYY | - | - | Triwy | ZOL | 4.50-4.625% | 323 | 4.34% | 4.375% | 69.77420 |
| X | TGN | 15.352 | 1.40 | - | - | LL | - | XX | - | - | Iwata | ABR | 6.50-6.750% | 510 | 6.41% | 6.500% | 65.75827 |
| X | UFD | 638.991 | 3.10 | - | - | S | - | V | - | - | Atqju | CBS | 3.50-3.625% | 203 | 3.35% | 3.375% | 14.72654 |
Tranche Comments
X: Registration: 144W/Esr K;
R: Registration: 144W/Uvb B;
X: Registration: 144Q/Nep P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OEY | 16.299 | 1.00 | - | - | MMM | - | KKK | - | 88.4% | Vlyny | QAL | 4.500% | - | 4.46% | 4.500% | 91.45539 |
| F | LIF | 70.197 | 9.40 | - | - | GG | - | VV | - | 48.2% | Qcpxa | IAL | 6.500%b | - | 6.41% | 6.500% | 16.37377 |
| X | QKC | 989.536 | 8.00 | - | - | J | - | H | - | 96.1% | Ncsmj | HEK | 3.500%c | - | 3.38% | 3.400% | 19.33190 |
Tranche Comments
X: Registration: 144G/Oxj S;
U: Registration: 144U/Rbr C;
F: Registration: 144O/Qcy D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NGW | 25.980 | 5.60 | - | - | LL | - | LL | - | - | - | - | - | - | - | - | Retained |
| Y | NBT | 77.900 | 6.50 | - | - | VVV | - | DDD | - | - | Skmho | - | 5.000%j | - | 4.95% | 5.000% | 63.49633 |
| P | EXC | 986.154 | 6.40 | - | - | T | - | V | - | - | Qcbco | - | 3.875-4.000% | - | 3.84% | 3.875% | 78.49667 |
Tranche Comments
P: Registration: 144H Uprs;
Y: Registration: 144P Tneu;
M: Registration: 144M Vbnu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JRA | 272.785 | 2.30 | - | - | B | - | D | - | 25.6% | - | - | - | - | 4.45% | 4.500% | 86.54073 |
| F | FHS | 81.917 | 8.40 | - | - | QQ | - | KK | - | 27.1% | - | - | - | - | 6.89% | 7.000% | 73.95913 |
| B | NYW | 91.200 | 4.40 | - | - | BBB | - | WWW | - | 53.2% | - | - | - | - | 5.43% | 5.500% | 91.11781 |
Tranche Comments
A: Registration: 144C Tapa;
B: Registration: 144Y Onmf;
F: Registration: 144Q Zmpv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZMZ | 36.917 | 6.10 | - | - | CC | - | XX | - | 75.0% | Smlnx | Gqlrm | 6.75-7.00% | 425 | 6.41% | 6.500% | 66.78081 |
| G | ABX | 539.921 | 7.90 | - | - | W | - | Y | - | 67.0% | Anxfz | Merua | 4.00-.125% | 147 | 3.84% | 3.875% | 54.56067 |
| U | WEB | 41.966 | 8.60 | - | - | YYY | - | AAA | - | 74.0% | Mcpan | Eirfb | 5.75%m | 309 | 5.44% | 5.500% | 31.11948 |
Tranche Comments
G: Registration: 144F Qlhl;
U: Registration: 144W Hckl;
I: Registration: 144Z Nblh;
Collateral
24 gmnsngmm, 66.2% Kgnnvnkvoh / 33.8% Smoukvohy