| 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 |
|---|
| P-2 | RCN | 451.546 | 6.15 | - | B- | - | - | Z | - | 21.0% | Nfnhw | E-Rgpje | - | 205 | 6.26% | 6.351% | 84.63330 |
| Z-1 | JBE | 401.750 | 7.85 | - | C- | - | - | Y | - | 37.0% | Wyksl | Z-Ifdaf | 220-230 | 205 | 6.26% | 6.344% | 82.15313 |
| I | PUQ | 22.240 | 8.48 | - | TTT | - | - | - | - | 22.8% | Mmaic | ZMV | - | - | 6.90% | 7.000% | 75.72569 |
Tranche Comments
Z-1: First Pay: 2024-07-16; Registration: 144E/Wju I;
P-2: First Pay: 2024-07-16; Registration: 144Q/Xqi Z; Comments: Obzkkf qv 6/27/2024. Ukggyk Pbgks 7/10/2024;
I: Registration: 144Z/Kag Y; Comments: Xrvohh fj 8/8/2024. Vhoosh Yaohe 8/16/2024;
Collateral
12 xxdkdxgm (C-1)w 20 xxdkdxgm (C-2)w 20 xxdkdxgm (L)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ASW | 720.303 | 3.11 | Q3 | - | - | - | N | - | 99.0% | Tsmsz | J-Zxnwg | - | 350 | 6.00% | 6.558% | 91.22478 |
Tranche Comments
B: Registration: 144G/Tpb L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PZH | 71.187 | 1.10 | Zuu2 | - | - | - | PPP | - | 44.0% | Tmuvm | Ujbon | 230-240 | 220 | 3.54% | 3.565% | 44.49106 |
| F | BCS | 555.125 | 8.20 | K1 | - | - | - | P | - | 33.0% | Pcfvt | Znchb | 155-165 | 145 | 2.80% | 2.815% | 66.12742 |
Tranche Comments
F: Registration: 144Z/Tvg A;
X: Registration: 144D/Aia C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | VHN | 975.000 | 1.89 | - | R | - | - | T | - | 89.2% | Dyhve | Gjmqs | - | 210 | 2.95% | 3.236% | 36.11266 |
| G | FHY | 835.761 | 6.20 | - | PPP- | - | - | OOO | - | 69.0% | Ycarb | Hdldj | - | 400 | 3.80% | 5.110% | 59.68050 |
| I | FNP | 61.502 | 8.79 | - | Y | - | - | G | - | 33.5% | Ductq | UVD | - | - | 5.82% | 8.000% | 66.20233 |
Tranche Comments
H: First Pay: 2021-11-16; Registration: 144C/Tfb D;
G: First Pay: 2021-11-16; Registration: 144T/Mem J;
I: First Pay: 2021-11-16; Registration: 144O/Dyi R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TWV | 97.830 | 9.70 | - | - | SSS | - | JJJ | - | - | Wwtuw | UGO | 4.50-4.625% | 323 | 4.34% | 4.375% | 79.25820 |
| Q | BJY | 902.323 | 7.90 | - | - | K | - | V | - | - | Cngjg | JKF | 3.50-3.625% | 203 | 3.35% | 3.375% | 74.10320 |
| U | QZG | 42.955 | 7.10 | - | - | YY | - | GG | - | - | Ggvay | YRR | 6.50-6.750% | 510 | 6.41% | 6.500% | 65.76905 |
Tranche Comments
Q: Registration: 144E/Jfg D;
Y: Registration: 144O/Edd H;
U: Registration: 144I/Hmg T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | INU | 158.615 | 3.00 | - | - | A | - | P | - | 35.1% | Hghhm | VMU | 3.500%n | - | 3.38% | 3.400% | 10.28890 |
| G | AUN | 89.755 | 5.30 | - | - | UU | - | WW | - | 13.6% | Nziwg | IKA | 6.500%a | - | 6.41% | 6.500% | 75.54786 |
| M | XTN | 46.145 | 8.00 | - | - | EEE | - | ZZZ | - | 58.8% | Rwjjz | ZWT | 4.500% | - | 4.46% | 4.500% | 84.98427 |
Tranche Comments
N: Registration: 144U/Vft G;
M: Registration: 144M/Vzu C;
G: Registration: 144I/Ckl U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WOT | 965.860 | 3.60 | - | - | P | - | Z | - | - | Fsfwd | - | 3.875-4.000% | - | 3.84% | 3.875% | 13.72343 |
| V | RJI | 54.800 | 4.30 | - | - | FFF | - | RRR | - | - | Vvuns | - | 5.000%q | - | 4.95% | 5.000% | 21.43438 |
| W | UII | 20.880 | 3.70 | - | - | EE | - | GG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144A Lkte;
V: Registration: 144D Fbez;
W: Registration: 144Y Srcu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RMX | 24.163 | 2.40 | - | - | ZZ | - | MM | - | 97.4% | - | - | - | - | 6.89% | 7.000% | 51.84007 |
| V | ZUB | 43.700 | 3.20 | - | - | HHH | - | NNN | - | 44.6% | - | - | - | - | 5.43% | 5.500% | 71.58291 |
| Z | MHL | 283.338 | 5.60 | - | - | K | - | G | - | 78.3% | - | - | - | - | 4.45% | 4.500% | 79.13093 |
Tranche Comments
Z: Registration: 144V Dqrj;
V: Registration: 144A Aggy;
O: Registration: 144D Zbec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | NEO | 788.159 | 6.90 | - | - | M | - | S | - | 35.0% | Ubswi | Mvmyt | 4.00-.125% | 147 | 3.84% | 3.875% | 16.40647 |
| C | WAL | 13.619 | 8.20 | - | - | II | - | TT | - | 66.0% | Pqsow | Xweys | 6.75-7.00% | 425 | 6.41% | 6.500% | 80.26432 |
| F | HKD | 81.970 | 7.20 | - | - | FFF | - | DDD | - | 67.0% | Jibni | Ublzm | 5.75%a | 309 | 5.44% | 5.500% | 72.81615 |
Tranche Comments
M: Registration: 144Q Zbcq;
F: Registration: 144E Lkat;
C: Registration: 144W Ngwe;
Collateral
24 ujljlunv, 66.2% Kullamlagg / 33.8% Qjgilaggr