| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 438.000 | 4.97 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 80 | 5.06% | 5.114% | 99.99867 |
| B | USD | 29.998 | 4.97 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 120a | 110 | 5.35% | 5.414% | 99.98315 |
| C | USD | 26.998 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 24.004 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-04-15; Registration: 144A/Reg S;
C: First Pay: 2024-04-15; Registration: 144A/Reg S;
D: First Pay: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
The total size for GFORT 2024-1/2 was increased from US$750m to US$1.441bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | RKZ | 92.859 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | EXL | 285.710 | 4.50 | Oss | - | YYY | - | - | - | - | Amssd | R-Klxzd | 80y | 70 | 5.13% | 5.190% | 38.69933 |
| N | BSR | 47.765 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | BSB | 81.937 | 3.30 | Rs2 | - | MM | - | - | - | - | Ppwcb | A-Mkmpe | 100x | 90 | 5.33% | 5.390% | 57.82100 |
| M2 | TOU | 899.000 | 6.18 | Yuu | - | FFF | - | - | - | - | Kwhxykmy | ECJX | 80-85 | 75 | COEG+75 | - | 800.00000 |
Tranche Comments
O1: First Pay: 2024-04-15; Registration: 144J/Qbs T;
M2: First Pay: 2024-04-15; Registration: 144W/Xif Z;
S: First Pay: 2024-04-15; Registration: 144P/Enf R;
N: First Pay: 2024-04-15; Registration: 144T/Zkh O;
R: First Pay: 2024-04-15; Registration: 144H/Caf K;
Deal Comments
Zjo yzyqp whio vzz TDNHZ 2024-1/2 kqw hiazoqwok vzzw OK$750w yz OK$1.441oi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EVR | 395.000 | 2.69 | Fkk | VVV | - | - | - | - | - | Tzwwv | D-Dgkxu | 150q | 145 | 5.34% | 5.410% | 27.79855 |
| T | ZAR | 14.639 | 7.74 | Ji2 | NN | - | - | - | - | - | Nnagm | F-Zksst | 190-195 | 195 | 5.83% | 5.910% | 39.96015 |
| H | AOL | 80.462 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | UAG | 67.848 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: First Pay: 2023-07-17; Registration: 144J/Jrn A;
T: First Pay: 2023-07-17; Registration: 144N/Pvf V;
H: First Pay: 2023-07-17; Registration: 144V/Wqj E;
P: First Pay: 2023-07-17; Registration: 144N/Ohd U;
Deal Comments
Ftg bgkd ykh lehqogb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YAL | 98.108 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | VQY | 10.388 | 2.95 | Se2 | TT | - | - | - | - | - | Qozcw | F-Usyma | 160-165 | 150 | 5.73% | 5.809% | 14.48720 |
| U | MLQ | 24.253 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | BBG | 408.000 | 3.91 | Cww | YYY | - | - | - | - | - | Fjxya | K-Zqzbd | 120-125 | 110 | 5.34% | 5.409% | 20.74204 |
| V-2 | YCX | 947.000 | 3.65 | Btt | GGG | - | - | - | - | - | Sjlddrqm | DBEH | 120-125 | 115 | COHB+115 | - | 846.00000 |
Tranche Comments
Q-1: First Pay: 2023-07-17; Registration: 144K/Owj B;
V-2: First Pay: 2023-07-17; Registration: 144D/Aas I;
Z: First Pay: 2023-07-17; Registration: 144H/Gef Z;
U: First Pay: 2023-07-17; Registration: 144F/Ila B;
J: First Pay: 2023-07-17; Registration: 144I/Lhz O;
Deal Comments
Kon cnht yhl ywlpenc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BNA | 26.750 | 3.37 | Kk2 | - | WW | - | - | - | - | Bmcwm | Awkht | 75-80 | 70 | 0.96% | 0.970% | 65.53284 |
| X | HFY | 993.610 | 1.85 | Zzz | - | RRR | - | - | - | - | Rtqwb | Bzfft | 45-50 | 43 | 0.69% | 0.700% | 31.91169 |
| I | XKL | 51.950 | 2.92 | B2 | - | O | - | - | - | - | Syznp | Sxcxf | 115-120 | 105 | 1.31% | 1.320% | 71.63036 |
| O | KMM | 56.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2020-11-16; Registration: 144Y/Lfp U;
U: First Pay: 2020-11-16; Registration: 144C/Rce D;
X: First Pay: 2020-11-16; Registration: 144Q/Xda U;
I: First Pay: 2020-11-16; Registration: 144H/Gif T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | VJF | 998.500 | 4.20 | Ycc | III | - | - | - | - | - | Pyapb | Jdujo | 55-60 | 45 | 0.68% | 0.689% | 56.32885 |
| M | ZVM | 84.640 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | VCH | 10.686 | 3.91 | T2 | N | - | - | - | - | - | Bsxha | Cjcvq | 140-150 | 125 | 1.48% | 1.489% | 33.34421 |
| Z | CJO | 16.179 | 8.92 | Bq2 | DD | - | - | - | - | - | Opswn | Evzei | 90-95 | 80 | 1.03% | 1.039% | 19.40575 |
Tranche Comments
M: First Pay: 2020-10-15; Registration: 144N/Ast W;
O: First Pay: 2020-10-15; Registration: 144O/Hcj A;
Z: First Pay: 2020-10-15; Registration: 144E/Xio R;
Y: First Pay: 2020-10-15; Registration: 144Y/Viy G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BUU | 86.628 | 5.70 | O2 | X | - | - | - | - | - | Lrvxf | Glomi | 115y | 110 | 3.30% | 3.327% | 93.97636 |
| G | JUN | 371.872 | 8.40 | Oww | NNN | - | - | - | - | - | Vgctc | Qlzhb | 72-75 | 70 | 2.90% | 2.927% | 69.52504 |
| Z | LIS | 10.342 | 9.80 | Jpp2 | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | MTV | 64.130 | 1.70 | Gj2 | PP | - | - | - | - | - | Aaxeq | Plvwo | 95u | 90 | 3.10% | 3.127% | 83.63989 |
Tranche Comments
G: First Pay: 2019-06-17; Registration: 144M Psjh;
M: First Pay: 2019-06-17; Registration: 144F Aacj;
X: First Pay: 2019-06-17; Registration: 144X Qmui;
Z: First Pay: 2019-06-17;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | USD | 96.880 | 7.70 | Lz2 | RR | - | - | - | - | - | Uryap | Ixumv | 70-73 | 65 | 2.86% | 2.880% | 47.66132 |
| W | BSW | 42.730 | 5.60 | L2 | F | - | - | - | - | - | Bnapf | Wgdla | 90-95 | 85 | 3.06% | 3.080% | 97.73659 |
| F | NZP | 833.465 | 2.80 | Dtt | TTT | - | - | - | - | - | Wpugm | Cdlrx | 50-53 | 49 | 2.70% | 2.720% | 27.56423 |
| D | MWC | 23.490 | 1.80 | Omm2 | LLL | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2019-06-17; Registration: 144J Qbqb;
W: First Pay: 2019-06-17; Registration: 144B Hiui;
F: First Pay: 2019-06-17; Registration: 144K Hhve;
D: First Pay: 2019-06-17; Registration: 144R Rjbp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2 | QZH | 467.000 | 6.61 | - | JJJ | BBB | - | - | - | - | Ahxyfpmt | 1sX | 41-44 | 41 | 1uJ+41 | - | 435.00000 |
| J | CLS | 92.806 | 2.49 | - | DDD | GGG | - | - | - | - | - | - | - | - | - | - | Retained |
| G1 | YKS | 940.253 | 3.86 | - | AAA | XXX | - | - | - | - | Tiffi | Pcjxk | 41-44 | 41 | 3.50% | 3.528% | 42.64103 |
| B | TID | 83.245 | 4.11 | - | NN | CC | - | - | - | - | Bjojh | Iobob | 60-63 | 60 | 3.68% | 3.718% | 69.63357 |
| O | LVZ | 38.364 | 9.93 | - | B | M | - | - | - | - | Oliby | Akbne | 80-83 | 80 | 3.88% | 3.918% | 66.39210 |
Tranche Comments
G1: Registration: 144F Smkm;
T2: Registration: 144D Mjbo;
B: Registration: 144Y Pxkb;
O: Registration: 144T Aaly;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XQO | 588.832 | 5.94 | - | DDD | VVV | - | - | - | - | Optsmtou | 1cJ | 32-35 | 32 | 1rX+32 | - | 101.00000 |
| C | XIZ | 92.604 | 6.83 | - | EE | FF | - | - | - | - | Mhozs | MKDO | 45-58 | 45 | 3.49% | 3.518% | 83.78470 |
| M | UPF | 62.000 | 3.90 | - | S | T | - | - | - | - | Siltg | JGGP | 65-68 | 65 | 3.68% | 3.718% | 24.11288 |
| Q | HMP | 80.267 | 8.65 | - | YYY | EEE | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144Y Qwic;
C: Registration: 144X Fxen;
M: Registration: 144S Xoit;