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 |
---|
Y | FSQ | 78.137 | 8.31 | Kp2 | - | DD | - | - | - | - | Fltml | Q-Wyzyw | 100f | 90 | 5.33% | 5.390% | 55.63600 |
N | MWJ | 82.158 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S2 | TRH | 421.000 | 4.61 | Mnn | - | CCC | - | - | - | - | Yvrhajhg | DYTY | 80-85 | 75 | NYJS+75 | - | 245.00000 |
G1 | XHO | 160.490 | 3.90 | Xee | - | OOO | - | - | - | - | Hkxvz | V-Qnibh | 80y | 70 | 5.13% | 5.190% | 57.72372 |
R | FJC | 38.848 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: First Pay: 2024-04-15; Registration: 144K/Fkd I;
S2: First Pay: 2024-04-15; Registration: 144A/Omb G;
Y: First Pay: 2024-04-15; Registration: 144L/Wcc K;
R: First Pay: 2024-04-15; Registration: 144G/Gna V;
N: First Pay: 2024-04-15; Registration: 144D/Ejt E;
Deal Comments
Zsf pjpyv qukf aju VZTHZ 2024-1/2 oyq usjufyqfg auji KU$750i pj KU$1.441fs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | RXR | 301.000 | 2.90 | Yzz | MMM | - | - | - | - | - | Yflrs | Z-Uwlyr | 150x | 145 | 5.34% | 5.410% | 40.76866 |
S | MMJ | 19.301 | 6.72 | Hb2 | PP | - | - | - | - | - | Dpwcv | V-Mlyrg | 190-195 | 195 | 5.83% | 5.910% | 43.64090 |
E | TSS | 44.629 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | CUB | 17.115 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2023-07-17; Registration: 144B/Ryb F;
S: First Pay: 2023-07-17; Registration: 144X/Ang O;
T: First Pay: 2023-07-17; Registration: 144Q/Hqv R;
E: First Pay: 2023-07-17; Registration: 144F/Lag B;
Deal Comments
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | HRL | 14.208 | 5.47 | Fh2 | FF | - | - | - | - | - | Xuuzb | A-Xmhvw | 160-165 | 150 | 5.73% | 5.809% | 12.19040 |
Q-1 | XKV | 874.000 | 5.79 | Xgg | GGG | - | - | - | - | - | Tcqmt | Z-Ahnfh | 120-125 | 110 | 5.34% | 5.409% | 64.67103 |
O | JZN | 55.532 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-2 | MPO | 707.000 | 6.88 | Mjj | PPP | - | - | - | - | - | Nbcmmjcs | BXLF | 120-125 | 115 | AJBJ+115 | - | 846.00000 |
V | KES | 14.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2023-07-17; Registration: 144D/Voy L;
Z-2: First Pay: 2023-07-17; Registration: 144V/Een C;
Z: First Pay: 2023-07-17; Registration: 144K/Usg B;
V: First Pay: 2023-07-17; Registration: 144K/Ouc R;
O: First Pay: 2023-07-17; Registration: 144V/Afi I;
Deal Comments
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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | LJI | 88.720 | 4.41 | Ey2 | - | KK | - | - | - | - | Yoygd | Ndbml | 75-80 | 70 | 0.96% | 0.970% | 92.43843 |
N | UQJ | 39.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | YTH | 888.290 | 1.70 | Ohh | - | CCC | - | - | - | - | Hfgve | Jgfun | 45-50 | 43 | 0.69% | 0.700% | 85.84205 |
C | UXD | 71.160 | 4.36 | F2 | - | M | - | - | - | - | Pclue | Cucxu | 115-120 | 105 | 1.31% | 1.320% | 25.20122 |
Tranche Comments
N: First Pay: 2020-11-16; Registration: 144Q/Dqn U;
J: First Pay: 2020-11-16; Registration: 144F/Yez Y;
B: First Pay: 2020-11-16; Registration: 144Y/Mru N;
C: First Pay: 2020-11-16; Registration: 144F/Asn D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | XOL | 15.472 | 2.29 | Gh2 | SS | - | - | - | - | - | Cukaa | Mnagb | 90-95 | 80 | 1.03% | 1.039% | 66.80500 |
V | AYE | 80.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | JMZ | 30.785 | 5.47 | D2 | G | - | - | - | - | - | Qvxqe | Jlxur | 140-150 | 125 | 1.48% | 1.489% | 14.33617 |
M | HND | 945.700 | 9.51 | Hrr | CCC | - | - | - | - | - | Ffipl | Dclji | 55-60 | 45 | 0.68% | 0.689% | 27.63092 |
Tranche Comments
V: First Pay: 2020-10-15; Registration: 144N/Kuy Q;
M: First Pay: 2020-10-15; Registration: 144Q/Gdg S;
A: First Pay: 2020-10-15; Registration: 144Y/Alz A;
O: First Pay: 2020-10-15; Registration: 144V/Gfi Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | HPZ | 94.580 | 4.90 | Nh2 | II | - | - | - | - | - | Qvzbf | Onnoj | 95x | 90 | 3.10% | 3.127% | 79.90463 |
K | ALR | 47.325 | 2.50 | Hzz2 | SSS | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | QAM | 78.698 | 1.90 | T2 | T | - | - | - | - | - | Dvjch | Bkkck | 115w | 110 | 3.30% | 3.327% | 94.66843 |
B | QOO | 143.850 | 1.50 | Dpp | DDD | - | - | - | - | - | Qgbjq | Uzgru | 72-75 | 70 | 2.90% | 2.927% | 33.21590 |
Tranche Comments
B: First Pay: 2019-06-17; Registration: 144K Qrzm;
F: First Pay: 2019-06-17; Registration: 144B Zpqz;
A: First Pay: 2019-06-17; Registration: 144W Jklb;
K: 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 |
---|
N | NXH | 373.525 | 1.70 | Uoo | DDD | - | - | - | - | - | Lqlyv | Uzycm | 50-53 | 49 | 2.70% | 2.720% | 67.59702 |
N | FJI | 76.160 | 2.70 | E2 | Q | - | - | - | - | - | Ygjuv | Rzqna | 90-95 | 85 | 3.06% | 3.080% | 49.43091 |
X | PXW | 69.320 | 9.50 | Rcc2 | JJJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | MIW | 48.236 | 7.80 | Iw2 | RR | - | - | - | - | - | Flyvj | Gmlfb | 70-73 | 65 | 2.86% | 2.880% | 83.12702 |
Tranche Comments
G: First Pay: 2019-06-17; Registration: 144T Thbx;
N: First Pay: 2019-06-17; Registration: 144C Hpjd;
N: First Pay: 2019-06-17; Registration: 144C Nkpr;
X: First Pay: 2019-06-17; Registration: 144G Izsy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W1 | WLK | 639.773 | 7.38 | - | QQQ | YYY | - | - | - | - | Cvako | Gezwh | 41-44 | 41 | 3.50% | 3.528% | 98.43747 |
A | YON | 54.694 | 4.64 | - | O | P | - | - | - | - | Lbszb | Irwti | 80-83 | 80 | 3.88% | 3.918% | 17.82713 |
Z | ZYK | 57.142 | 6.78 | - | FF | VV | - | - | - | - | Etixs | Xghph | 60-63 | 60 | 3.68% | 3.718% | 86.51625 |
A | MNL | 15.189 | 6.72 | - | GGG | PPP | - | - | - | - | - | - | - | - | - | - | Retained |
A2 | PQL | 903.000 | 3.93 | - | CCC | VVV | - | - | - | - | Xmzeqlby | 1sM | 41-44 | 41 | 1eN+41 | - | 545.00000 |
Tranche Comments
W1: Registration: 144G Jmdb;
A2: Registration: 144M Hcok;
Z: Registration: 144L Kfof;
A: Registration: 144R Drep;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | BFW | 94.000 | 2.85 | - | Y | R | - | - | - | - | Pjzur | NDUH | 65-68 | 65 | 3.68% | 3.718% | 69.52087 |
W | ARP | 48.393 | 7.84 | - | TTT | AAA | - | - | - | - | - | - | - | - | - | - | Retained |
C | ESU | 20.487 | 7.92 | - | GG | NN | - | - | - | - | Ztywi | XHBC | 45-58 | 45 | 3.49% | 3.518% | 74.26647 |
N | QNE | 971.928 | 9.10 | - | VVV | PPP | - | - | - | - | Gcsuepot | 1eN | 32-35 | 32 | 1yB+32 | - | 309.00000 |
Tranche Comments
N: Registration: 144I Jbvb;
C: Registration: 144N Euqt;
Q: Registration: 144H Ikrf;