| 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 |
|---|
| S-2 | QOC | 349.171 | 3.46 | - | W- | - | - | A | - | 58.0% | Gzcpe | A-Wmxum | - | 205 | 6.26% | 6.351% | 76.54080 |
| S | LBH | 26.220 | 9.23 | - | XXX | - | - | - | - | 83.4% | Npuil | BAP | - | - | 6.90% | 7.000% | 54.22827 |
| B-1 | CEV | 563.890 | 9.76 | - | Y- | - | - | S | - | 14.0% | Wgqzo | Z-Shrox | 220-230 | 205 | 6.26% | 6.344% | 92.14662 |
Tranche Comments
B-1: First Pay: 2024-07-16; Registration: 144D/Hfu C;
S-2: First Pay: 2024-07-16; Registration: 144N/Ejz L; Comments: Tyyhfy bc 6/27/2024. Afvvvf Xvvfs 7/10/2024;
S: Registration: 144N/Cui U; Comments: Jphgmb uj 8/8/2024. Zmeemm Sxemt 8/16/2024;
Collateral
12 jqydyjvg (O-1)b 20 jqydyjvg (O-2)b 20 jqydyjvg (L)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HHV | 395.746 | 4.48 | O3 | - | - | - | M | - | 57.0% | Dwaps | V-Aasfu | - | 350 | 6.00% | 6.558% | 69.32898 |
Tranche Comments
L: Registration: 144N/Uuf L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GLT | 748.262 | 5.40 | L1 | - | - | - | P | - | 42.0% | Dlqkp | Qoigo | 155-165 | 145 | 2.80% | 2.815% | 34.83536 |
| X | MVS | 60.500 | 6.10 | Off2 | - | - | - | YYY | - | 84.0% | Kfctj | Xgtfv | 230-240 | 220 | 3.54% | 3.565% | 61.54466 |
Tranche Comments
F: Registration: 144B/Lcg E;
X: Registration: 144U/Duv S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RHS | 48.178 | 3.23 | - | O | - | - | Q | - | 16.8% | Efiyp | TUV | - | - | 5.82% | 8.000% | 24.39313 |
| G | TTN | 633.393 | 4.30 | - | GGG- | - | - | ZZZ | - | 62.0% | Tiqfp | Pjbql | - | 400 | 3.80% | 5.110% | 94.29670 |
| S | LGU | 575.000 | 4.67 | - | W | - | - | X | - | 31.2% | Elsma | Argik | - | 210 | 2.95% | 3.236% | 74.53904 |
Tranche Comments
S: First Pay: 2021-11-16; Registration: 144H/Ttp M;
G: First Pay: 2021-11-16; Registration: 144F/Okb E;
W: First Pay: 2021-11-16; Registration: 144U/Lqa Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AKA | 83.485 | 8.30 | - | - | TTT | - | QQQ | - | - | Oyfsr | NBV | 4.50-4.625% | 323 | 4.34% | 4.375% | 30.12400 |
| C | CHQ | 961.662 | 8.50 | - | - | B | - | Y | - | - | Gtysn | TRE | 3.50-3.625% | 203 | 3.35% | 3.375% | 80.67642 |
| Q | JPJ | 10.513 | 1.80 | - | - | DD | - | MM | - | - | Piash | BVB | 6.50-6.750% | 510 | 6.41% | 6.500% | 11.24205 |
Tranche Comments
C: Registration: 144F/Tzs W;
S: Registration: 144P/Epy T;
Q: Registration: 144D/Isv B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QUE | 28.328 | 3.70 | - | - | BB | - | QQ | - | 43.2% | Cozck | WIO | 6.500%w | - | 6.41% | 6.500% | 62.61559 |
| B | THL | 388.408 | 4.00 | - | - | E | - | G | - | 75.4% | Scktv | APK | 3.500%y | - | 3.38% | 3.400% | 24.75400 |
| V | AYN | 77.322 | 6.00 | - | - | RRR | - | YYY | - | 28.4% | Kbqqa | OXD | 4.500% | - | 4.46% | 4.500% | 29.63091 |
Tranche Comments
B: Registration: 144E/Bxa F;
V: Registration: 144D/Oxi I;
J: Registration: 144J/Rlj S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VSC | 72.500 | 3.60 | - | - | DDD | - | GGG | - | - | Ybnep | - | 5.000%k | - | 4.95% | 5.000% | 29.98608 |
| W | AKT | 81.810 | 2.40 | - | - | VV | - | AA | - | - | - | - | - | - | - | - | Retained |
| D | WYF | 582.470 | 5.10 | - | - | G | - | J | - | - | Vrnpc | - | 3.875-4.000% | - | 3.84% | 3.875% | 49.36425 |
Tranche Comments
D: Registration: 144F Bgaq;
R: Registration: 144B Bobt;
W: Registration: 144I Vrej;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | KUA | 82.374 | 9.90 | - | - | VV | - | ZZ | - | 57.2% | - | - | - | - | 6.89% | 7.000% | 16.56989 |
| U | IAE | 30.860 | 7.90 | - | - | FFF | - | LLL | - | 88.2% | - | - | - | - | 5.43% | 5.500% | 59.71664 |
| X | ICC | 124.552 | 2.70 | - | - | D | - | C | - | 95.9% | - | - | - | - | 4.45% | 4.500% | 69.47560 |
Tranche Comments
X: Registration: 144Z Lzbe;
U: Registration: 144B Gvnr;
J: Registration: 144S Ajec;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VAU | 320.527 | 9.40 | - | - | P | - | G | - | 52.0% | Zysur | Jjklr | 4.00-.125% | 147 | 3.84% | 3.875% | 64.23237 |
| M | ZAZ | 76.151 | 6.60 | - | - | HHH | - | BBB | - | 31.0% | Gyvid | Tbcck | 5.75%b | 309 | 5.44% | 5.500% | 28.66350 |
| A | ANY | 77.803 | 3.50 | - | - | BB | - | JJ | - | 44.0% | Yunew | Jklgm | 6.75-7.00% | 425 | 6.41% | 6.500% | 27.70192 |
Tranche Comments
D: Registration: 144H Bklp;
M: Registration: 144F Bsnc;
A: Registration: 144N Nmro;
Collateral
24 hxpaphlj, 66.2% Uhppnxnnuc / 33.8% Nxutnnuce