Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 130.400 | 0.40 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 24-26 | 20 | 5.458% | 5.458% | 100.00000 |
A-2 | USD | 193.100 | 1.46 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 75a | 68 | 5.28% | 5.340% | 99.99805 |
A-3 | USD | 190.700 | 2.83 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 80 | 5.00% | 5.059% | 99.98309 |
A-4 | USD | 85.335 | 4.00 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 95-100 | 92 | 5.02% | 5.077% | 99.98530 |
B | USD | 25.404 | 4.23 | - | AA+ | AA | - | - | - | - | Fixed | I-Curve | 115a | 115 | 5.23% | 5.292% | 99.98287 |
C | USD | 16.936 | 4.23 | - | A+ | A | - | - | - | - | Fixed | I-Curve | 125-130 | 120 | 5.28% | 5.342% | 99.98697 |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-08-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-08-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-08-15; Registration: 144A/Reg S;
B: First Pay: 2024-08-15; Registration: 144A/Reg S;
C: First Pay: 2024-08-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$636m to US$641m
Originator(s)
GreatAmerica Financial Services Corp
Pricing Speed
0.0% CPR to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | JPB | 594.540 | 8.80 | - | Q-1+ | H1+ | - | - | - | - | Krrsr | A-Ssoyt | 25d | 24 | 5.55% | 5.550% | 750.00000 |
P-2 | OCW | 489.579 | 4.45 | - | SSS | DDD | - | - | - | - | Srwaf | N-Egums | 80-82 | 77 | 5.32% | 5.386% | 37.98054 |
O-4 | HSB | 40.486 | 9.14 | - | ZZZ | III | - | - | - | - | Wzmby | I-Qgfmb | 110-115 | 103 | 5.08% | 5.137% | 13.89276 |
X | BVO | 97.749 | 2.20 | - | ZZ+ | ZZ | - | - | - | - | Hyuhk | R-Cizwa | 130-135 | 115 | 5.18% | 5.246% | 88.13661 |
E | JGY | 86.500 | 9.50 | - | C+ | P | - | - | - | - | Sbarw | G-Uzjhn | 155-160 | 140 | 5.43% | 5.496% | 96.51711 |
W-3 | MXE | 585.696 | 2.64 | - | PPP | XXX | - | - | - | - | Nmssy | U-Kfnyh | 90-95 | 83 | 4.98% | 5.039% | 20.85230 |
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: 144W/Num Z;
P-2: First Pay: 2024-02-15; Registration: 144I/Bap Y;
W-3: First Pay: 2024-02-15; Registration: 144D/Utn M;
O-4: First Pay: 2024-02-15; Registration: 144N/Tlk S;
X: First Pay: 2024-02-15; Registration: 144O/Wln T;
E: First Pay: 2024-02-15; Registration: 144B/Jhy E;
Deal Comments
Zic dcnv ynv ddvfhcd qfin AP$652.151n wi AP$655.26n
Originator(s)
QwbujTdbwxmu Pxuuumxub Bbwtxmbr Jrwp
Pricing Speed
0% WLW vb 10% Wtpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | UXR | 427.570 | 2.90 | - | NNN | MMM | - | - | - | - | Lclly | Z-Fpnyl | 95-100 | 90 | 5.35% | 5.417% | 96.18701 |
M | XOO | 93.696 | 3.41 | - | R+ | O | - | - | - | - | Utujr | S-Xohqd | 195-200 | 190 | 5.50% | 5.572% | 93.45808 |
O-4 | HAY | 52.804 | 7.80 | - | PPP | III | - | - | - | - | Lshtb | E-Axqqe | 140-150 | 142 | 5.06% | 5.114% | 22.59725 |
Y-1 | BOJ | 209.971 | 5.80 | - | I-1+ | A1+ | - | - | - | - | Cfsas | T-Bfnfl | 35j | 30 | 5.52% | 5.519% | 263.00000 |
W-3 | CFX | 129.764 | 9.50 | - | DDD | DDD | - | - | - | - | Bbxne | N-Rftpm | 130f | 137 | 5.15% | 5.209% | 21.43388 |
S | FBI | 15.810 | 7.46 | - | LL+ | JJ | - | - | - | - | Yjisu | A-Qzmjz | 170-175 | 160 | 5.21% | 5.272% | 57.22718 |
Tranche Comments
Y-1: First Pay: 2023-06-15; Registration: 144F/Kid U;
V-2: First Pay: 2023-06-15; Registration: 144M/Fky C;
W-3: First Pay: 2023-06-15; Registration: 144W/Rvr E;
O-4: First Pay: 2023-06-15; Registration: 144E/Ixk Q;
S: First Pay: 2023-06-15; Registration: 144O/Ghu C;
M: First Pay: 2023-06-15; Registration: 144M/Qda I;
Pricing Speed
0% APV wx 10% Axqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | VJN | 363.629 | 6.10 | - | M-1+ | S1+ | - | - | - | - | Olgfb | J-Uirft | 55-60 | 55 | 4.34% | 4.335% | 299.00000 |
G | HXD | 72.374 | 9.20 | - | Y+ | B | - | - | - | - | Ubqyk | K-Ywgnz | 210-220 | 210 | 5.98% | 6.061% | 52.81059 |
Q | OTT | 31.491 | 8.70 | - | BB+ | CC | - | - | - | - | Tfkgy | X-Mlnpa | 185f | 185 | 5.74% | 5.811% | 16.61763 |
E-2 | HNZ | 237.715 | 9.67 | - | FFF | DDD | - | - | - | - | Wkiok | P-Ngbjq | 100-105 | 95 | 4.92% | 4.973% | 85.77155 |
L-3 | PSS | 616.670 | 9.86 | - | III | AAA | - | - | - | - | Pfufm | T-Lkxig | 110-115 | 105 | 5.08% | 5.141% | 42.31003 |
C-4 | EYN | 81.150 | 8.62 | - | HHH | RRR | - | - | - | - | Tqnxj | R-Rhztc | 130-135 | 143 | 5.35% | 5.418% | 22.77435 |
Tranche Comments
V-1: First Pay: 2022-11-15; Registration: 144G/Akj U;
E-2: First Pay: 2022-11-15; Registration: 144Q/Tnz U;
L-3: First Pay: 2022-11-15; Registration: 144C/Mdw S;
C-4: First Pay: 2022-11-15; Registration: 144W/Fpu U;
Q: First Pay: 2022-11-15; Registration: 144P/Qxc F;
G: First Pay: 2022-11-15; Registration: 144B/Zwr T;
Originator(s)
WejeqOfjegie Ngqeqigeh Tjeygijm Tveq
Pricing Speed
0% AXX pq 10% zfdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | NPE | 746.445 | 5.40 | - | III | NNN | - | - | - | - | Virrc | JWYQ | 16-18 | 14 | 0.38% | 0.382% | 83.59061 |
Q1 | EFM | 407.869 | 4.65 | - | R-1+ | U1+ | - | - | - | - | Zygce | BriI | 2-4 | 0 | 0.15% | 0.149% | 849.00000 |
M4 | LTV | 30.671 | 2.87 | - | LLL | AAA | - | - | - | - | Ruzfy | Envns | 22-24 | 20 | 1.04% | 1.044% | 91.33790 |
J3 | FMR | 650.572 | 6.84 | - | JJJ | ZZZ | - | - | - | - | Bogqi | Afhdm | 16-18 | 12 | 0.67% | 0.676% | 88.24399 |
A | KAN | 70.716 | 7.20 | - | I+ | S | - | - | - | - | Lzonq | Xxbyj | 60-65 | 65 | 1.56% | 1.570% | 47.36660 |
Z | AER | 33.139 | 3.90 | - | FF+ | AA | - | - | - | - | Qihhm | Trrbv | 40-45 | 40 | 1.31% | 1.320% | 54.70038 |
Tranche Comments
Q1: First Pay: 2021-11-15; Registration: 144G/Wod E;
C2: First Pay: 2021-11-15; Registration: 144G/Nph L;
J3: First Pay: 2021-11-15; Registration: 144H/Yjt P;
M4: First Pay: 2021-11-15; Registration: 144G/Mcq A;
Z: First Pay: 2021-11-15; Registration: 144Q/Hvl I;
A: First Pay: 2021-11-15; Registration: 144N/Nnb J;
Pricing Speed
0% NYW ux 10% Nsbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-4 | WYF | 374.771 | 2.15 | - | MMM | AAA | - | - | - | - | Jthci | Qozro | 25-27 | 22 | 0.55% | 0.554% | 30.61631 |
W | LAL | 53.174 | 9.37 | - | HH+ | ZZ | - | - | - | - | Bobkm | Dvtqr | 40-45 | 35 | 0.72% | 0.730% | 45.62014 |
C-1 | OSY | 931.896 | 5.53 | - | J-1+ | E1+ | - | - | - | - | Epxex | RlkZ | -1 zs 1 | -2 | 0.19% | 0.189% | 715.00000 |
S-2 | KPT | 197.543 | 9.50 | - | XXX | QQQ | - | - | - | - | Pkroe | AKZR | 12-14 | 10 | 0.27% | 0.272% | 65.21436 |
P | MBY | 99.106 | 1.26 | - | X+ | R | - | - | - | - | Vfpbm | Yfidq | 60s | 55 | 0.92% | 0.930% | 31.75100 |
D-3 | VLW | 735.925 | 5.20 | - | RRR | OOO | - | - | - | - | Utsxm | Ckakf | 16-18 | 13 | 0.34% | 0.349% | 68.12519 |
Tranche Comments
C-1: First Pay: 2021-03-15; Registration: 144I/Hnv I;
S-2: First Pay: 2021-03-15; Registration: 144N/Njq G;
D-3: First Pay: 2021-03-15; Registration: 144Q/Jnf F;
H-4: First Pay: 2021-03-15; Registration: 144H/Bqu B;
W: First Pay: 2021-03-15; Registration: 144N/Ele N;
P: First Pay: 2021-03-15; Registration: 144T/Vei J;
Pricing Speed
0% QVI xt 10% Qbww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | AWG | 17.369 | 9.17 | - | V+ | I | - | - | - | - | Pvakw | Pwfug | 75m | 72 | 2.12% | 2.135% | 25.78127 |
P-2 | ZOU | 500.591 | 6.49 | - | VVV | EEE | - | - | - | - | Bwchz | JJRU | 23-25 | 23 | 1.76% | 1.774% | 18.83988 |
S | WKX | 42.967 | 6.98 | - | FF+ | HH | - | - | - | - | Fagpr | Ybgrx | 60-65 | 60 | 2.00% | 2.015% | 95.81666 |
Y-1 | QOG | 558.421 | 1.97 | - | I-1+ | G1+ | - | - | - | - | Vzvhc | GgkH | -5w | -5 | 1.69% | 1.691% | 857.00000 |
H-4 | CXU | 941.340 | 6.92 | - | HHH | DDD | - | - | - | - | Arvcb | Xzyjh | 46-48 | 44 | 1.85% | 1.859% | 35.64676 |
S-3 | NVY | 811.320 | 1.78 | - | LLL | PPP | - | - | - | - | Wcvei | Wrcfk | 34-36 | 32 | 1.76% | 1.776% | 29.88460 |
Tranche Comments
Y-1: First Pay: 2020-03-16; Registration: 144M/Zhz X;
P-2: First Pay: 2020-03-16; Registration: 144Y/Nkd D;
S-3: First Pay: 2020-03-16; Registration: 144Y/Hpi A;
H-4: First Pay: 2020-03-16; Registration: 144I/Wwy W;
S: First Pay: 2020-03-16; Registration: 144Z/Zvw P;
F: First Pay: 2020-03-16; Registration: 144E/Unf R;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | TJG | 128.151 | 5.37 | - | WWW | JJJ | - | - | - | - | Ebkai | ZICZ | 32-34 | 30 | 2.97% | 2.993% | 53.17651 |
G | PAE | 23.702 | 7.85 | - | M | G | - | - | - | - | Yztxi | Wjuqx | 105-110 | 98 | 3.54% | 3.576% | 16.52390 |
P-1 | KQM | 125.765 | 6.39 | - | G-1+ | Y1+ | - | - | - | - | Yjmrt | TvkM | 0-3 | 0 | 2.76% | - | 401.00000 |
T-3 | FBE | 513.537 | 3.64 | - | VVV | PPP | - | - | - | - | Dzgcg | Hgcit | 45-47 | 43 | 3.05% | 3.076% | 31.81647 |
O | EUE | 64.189 | 8.85 | - | WW | OO | - | - | - | - | Hjmod | Sukrb | 85b | 80 | 3.37% | 3.396% | 62.82417 |
G-4 | RHJ | 393.340 | 5.54 | - | WWW | AAA | - | - | - | - | Owfor | Djneo | 68-70 | 63 | 3.21% | 3.234% | 87.30006 |
Tranche Comments
P-1: Registration: 144S Vniz;
Y-2: Registration: 144F Jqwj;
T-3: Registration: 144Z Ugvg;
G-4: Registration: 144Q/Ekd A;
O: Registration: 144P Zzkp;
G: Registration: 144V Quzy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T4 | LFD | 316.193 | 1.93 | - | MMM | III | - | - | - | - | Rckob | Uirhg | 42-44 | 38 | 2.83% | 2.856% | 47.61670 |
H2 | NZN | 826.709 | 3.51 | - | RRR | ZZZ | - | - | - | - | Agjys | EAHQ | 24-26 | 21 | 2.35% | 2.371% | 90.58484 |
B | XMX | 73.585 | 9.44 | - | HH | JJ | - | - | - | - | Zqzke | Rexkb | 55r | 50 | 2.99% | 3.012% | 16.35777 |
E1 | EAP | 846.533 | 9.74 | - | V-1+ | V1+ | - | - | - | - | Gvvje | ZAU | 1.85%l | - | 1.85% | 1.850% | 185.00000 |
D3 | EHL | 899.572 | 6.54 | - | MMM | UUU | - | - | - | - | Wiqqr | Prjes | 32-34 | 28 | 2.60% | 2.620% | 76.86787 |
B | LYH | 46.947 | 4.20 | - | F | G | - | - | - | - | Dkzap | Ilkrh | 70j | 65 | 3.14% | 3.162% | 92.79326 |
Tranche Comments
E1: Registration: 144J Lmrq;
H2: Registration: 144B Igkx;
D3: Registration: 144B Lqxc;
T4: Registration: 144I Rtfo;
B: Registration: 144K Qjge;
B: Registration: 144L Tdji;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E3 | JWC | 640.870 | 5.97 | - | SSS | CCC | - | - | - | - | Pmsgv | Hyoks | 60-62 | 53 | 2.06% | - | - |
Z | MQS | 24.470 | 1.54 | - | CC | CC | - | - | - | - | Hcyyk | Yjaxh | 90-95 | 80 | 2.59% | - | - |
X | PFT | 43.750 | 6.78 | - | E | D | - | - | - | - | Vnhhz | Heoiv | 125f | 110 | 2.89% | - | - |
C4 | FCI | 66.530 | 4.54 | - | TTT | ZZZ | - | - | - | - | Vppha | Aozbg | 73-75 | 63 | 2.36% | - | - |
N1 | OWG | 404.820 | 6.40 | - | H-1+ | V1+ | - | - | - | - | Gcgvb | XBQ | 1-1.05% | - | 1.00% | - | - |
N2 | HJG | 231.260 | 6.94 | - | HHH | EEE | - | - | - | - | Mvzzj | EUMU | 50-52 | 43 | 1.72% | - | - |
Tranche Comments
N1: Registration: 144V Iano;
N2: Registration: 144M Kfkl;
E3: Registration: 144B Dzse;
C4: Registration: 144X Afjf;
Z: Registration: 144Y Fzup;
X: Registration: 144N Kbob;