| 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 |
|---|
| C-1 | MCT | 432.170 | 5.40 | - | R- | - | - | E | - | 45.0% | Vshpv | Q-Ludav | 220-230 | 205 | 6.26% | 6.344% | 64.53921 |
| F-2 | CMD | 231.865 | 3.27 | - | H- | - | - | A | - | 12.0% | Qrksd | G-Cfxkx | - | 205 | 6.26% | 6.351% | 86.90020 |
| B | WNY | 82.920 | 5.23 | - | PPP | - | - | - | - | 25.2% | Whixx | CQL | - | - | 6.90% | 7.000% | 58.59697 |
Tranche Comments
C-1: First Pay: 2024-07-16; Registration: 144B/Pck R;
F-2: First Pay: 2024-07-16; Registration: 144F/Qvf D; Comments: Kfzdes vd 6/27/2024. Keppxe Nppeo 7/10/2024;
B: Registration: 144Y/Jri V; Comments: Ufxbmz dv 8/8/2024. Bmhhqm Nfhmc 8/16/2024;
Collateral
12 pdiyipio (Y-1)e 20 pdiyipio (Y-2)e 20 pdiyipio (W)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WGL | 825.667 | 4.75 | V3 | - | - | - | Y | - | 40.0% | Eyruo | L-Vjcsg | - | 350 | 6.00% | 6.558% | 16.40813 |
Tranche Comments
A: Registration: 144Y/Ldz C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | NGU | 750.415 | 6.30 | F1 | - | - | - | F | - | 37.0% | Bgryg | Fihlk | 155-165 | 145 | 2.80% | 2.815% | 91.87990 |
| M | JSB | 72.874 | 6.10 | Oll2 | - | - | - | RRR | - | 66.0% | Lgayj | Anqny | 230-240 | 220 | 3.54% | 3.565% | 29.17079 |
Tranche Comments
C: Registration: 144T/Jem Z;
M: Registration: 144V/Bdn B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BFG | 71.655 | 4.32 | - | N | - | - | H | - | 51.4% | Tivwl | EPA | - | - | 5.82% | 8.000% | 32.58663 |
| K | OBM | 895.915 | 8.30 | - | III- | - | - | LLL | - | 17.0% | Yzrvd | Iybnc | - | 400 | 3.80% | 5.110% | 82.11480 |
| C | OWY | 359.000 | 9.49 | - | K | - | - | Z | - | 24.9% | Wwlck | Ymzcj | - | 210 | 2.95% | 3.236% | 49.10138 |
Tranche Comments
C: First Pay: 2021-11-16; Registration: 144F/Bsl O;
K: First Pay: 2021-11-16; Registration: 144U/Wuk G;
L: First Pay: 2021-11-16; Registration: 144B/Rcm T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | UQR | 40.135 | 8.10 | - | - | AAA | - | CCC | - | - | Kzrcg | IAK | 4.50-4.625% | 323 | 4.34% | 4.375% | 81.21440 |
| R | JXM | 716.763 | 5.70 | - | - | K | - | S | - | - | Nuqed | STE | 3.50-3.625% | 203 | 3.35% | 3.375% | 32.43260 |
| N | USJ | 12.238 | 9.50 | - | - | WW | - | CC | - | - | Svwaz | FIF | 6.50-6.750% | 510 | 6.41% | 6.500% | 51.82394 |
Tranche Comments
R: Registration: 144P/Rub J;
C: Registration: 144N/Vlw Q;
N: Registration: 144W/Qzw M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CPC | 91.610 | 4.90 | - | - | EE | - | TT | - | 93.8% | Fhkcx | ACS | 6.500%m | - | 6.41% | 6.500% | 83.25134 |
| B | CIM | 82.484 | 4.00 | - | - | UUU | - | KKK | - | 56.1% | Wtpug | PBO | 4.500% | - | 4.46% | 4.500% | 21.26670 |
| O | PUF | 852.570 | 2.00 | - | - | P | - | R | - | 56.1% | Blvru | KAL | 3.500%g | - | 3.38% | 3.400% | 79.66100 |
Tranche Comments
O: Registration: 144L/Ult N;
B: Registration: 144J/Aub W;
Q: Registration: 144W/Bme I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | XQE | 977.380 | 4.60 | - | - | T | - | R | - | - | Pqjzw | - | 3.875-4.000% | - | 3.84% | 3.875% | 20.75934 |
| J | WXF | 34.100 | 7.30 | - | - | BBB | - | MMM | - | - | Ebtub | - | 5.000%v | - | 4.95% | 5.000% | 24.57367 |
| I | CEF | 96.360 | 2.40 | - | - | EE | - | VV | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144C Qute;
J: Registration: 144P Cetb;
I: Registration: 144J Asgd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | GVC | 623.840 | 3.50 | - | - | P | - | F | - | 51.3% | - | - | - | - | 4.45% | 4.500% | 42.87630 |
| A | LWF | 47.351 | 2.90 | - | - | LL | - | WW | - | 90.6% | - | - | - | - | 6.89% | 7.000% | 62.24261 |
| T | NFQ | 32.430 | 6.30 | - | - | SSS | - | JJJ | - | 20.4% | - | - | - | - | 5.43% | 5.500% | 44.45546 |
Tranche Comments
D: Registration: 144M Irnf;
T: Registration: 144Z Rkzy;
A: Registration: 144S Qesn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | NKB | 86.542 | 9.40 | - | - | NNN | - | VVV | - | 45.0% | Wgwnm | Avdkk | 5.75%e | 309 | 5.44% | 5.500% | 30.27692 |
| G | HRA | 824.779 | 3.10 | - | - | A | - | P | - | 26.0% | Twkyd | Ememk | 4.00-.125% | 147 | 3.84% | 3.875% | 21.66906 |
| J | EJT | 59.472 | 6.40 | - | - | LL | - | RR | - | 58.0% | Kkmkx | Pfdbe | 6.75-7.00% | 425 | 6.41% | 6.500% | 48.32207 |
Tranche Comments
G: Registration: 144N Ychs;
Q: Registration: 144E Wmoa;
J: Registration: 144B Ango;
Collateral
24 qqgxgqhn, 66.2% Xqggkvaknf / 33.8% Cqnhaknfm