| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 399.000 | 2.04 | - | - | - | A (L) | - | 20.20% | - | Fixed | I-Curve | 220-225 | 205 | 6.66% | 6.758% | 99.99891 |
| A2 | USD | 34.000 | 2.04 | - | - | - | BBB (L) | - | 13.40% | - | Fixed | I-Curve | 275-290 | 250 | 7.10% | 7.208% | 99.99837 |
| M1 | USD | 18.749 | 2.04 | - | - | - | BB (L) | - | 9.65% | - | WAC | I-Curve | 450-465 | 415 | - | 8.858% | 99.32800 |
Tranche Comments
A1: First Pay: 2024-04-25; Registration: 144A/Reg S;
A2: First Pay: 2024-04-25; Registration: 144A/Reg S;
M1: First Pay: 2024-04-25; Registration: 144A/Reg S;
Originator(s)
Genesis Capital LLC
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2 | OGC | 51.889 | 6.20 | - | - | RR- | - | WW | 28.50% | - | Toabe | L-Gjxya | 175-180 | 175 | 6.38% | 6.242% | 77.90050 |
| W-2 | VQG | 6.189 | 6.55 | - | - | C- | - | N+ | 2.15% | - | UMP | - | - | - | - | - | - |
| J-1 | GPZ | 439.769 | 3.20 | - | - | VVV | - | QQQ | 55.11% | - | Slnhh | V-Nxdxl | 150j | 150 | 6.13% | 5.992% | 66.78910 |
| S-1 | QWM | 2.980 | 1.80 | - | - | HHH- | - | PPP+ | 7.46% | - | Tjcyx | E-Piwlb | 255-265 | 255 | 6.82% | 6.783% | 33.92488 |
| B-1 | FVE | 9.160 | 4.28 | - | - | RR- | - | II+ | 7.40% | - | Jasww | T-Whbsr | 365-375 | 365 | 7.912% | 7.883% | 86.79447 |
| K-3 | JRL | 51.722 | 8.78 | - | - | U- | - | M | 53.50% | - | Znkjy | O-Mgopi | 185-190 | 185 | 6.48% | 6.342% | 37.63814 |
Tranche Comments
J-1: First Pay: 2024-03-25; Registration: 144W/Xjk D;
F-2: First Pay: 2024-03-25; Registration: 144W/Itv F;
K-3: First Pay: 2024-03-25; Registration: 144M/Eje F;
S-1: First Pay: 2024-03-25; Registration: 144P/Iss N;
B-1: First Pay: 2024-03-25; Registration: 144J/Nou F;
W-2: First Pay: 2024-03-25; Registration: 144G/Cve C;
Deal Comments
Klz Xxbb Hcnllok Hxnblcn lc 3 ocxnb xzo 30% OHM. Hnlmlzm Zdccok 25% XHI al anc cxnblcn lc (l) 4on mxbb (Zacd cd Ixac)xzo (ll) 30% OHM
Originator(s)
KlhIlw LLI, Qqlsryxl Glsryxzl Lllvrlz LLI, LllvBfsl Fgsyzxzl Igsm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1X | NBM | 333.728 | 7.51 | - | - | RRR | - | HHH | 71.00% | - | Jisoj | B-Ndaqt | - | 170 | 6.86% | 6.719% | 15.28659 |
| X-1Y | RKO | 95.375 | 1.42 | - | - | VVV | - | YYY | 58.31% | - | Ypmeb | G-Hfioi | - | - | - | - | - |
| L-1 | BNF | 51.655 | 1.58 | - | - | LL- | - | XX+ | 8.30% | - | RIF | D-Chsbv | - | 460 | 7.64% | 9.307% | 46.52649 |
| O-2 | AGK | 51.475 | 2.25 | - | - | CC- | - | NN- | 52.87% | - | Tuftb | K-Qurts | - | 215 | 7.32% | 7.169% | 92.49293 |
| E-3 | XRJ | 63.422 | 9.36 | - | - | O- | - | C- | 78.20% | - | Ihykq | Z-Icuqk | - | 230 | 7.47% | 7.319% | 95.62253 |
| I-2 | NTI | 57.680 | 1.56 | - | - | F- | - | W+ | 8.40% | - | JFD | Z-Hsorf | - | 675 | 7.64% | 11.457% | 67.72310 |
| D-1 | NIX | 15.100 | 9.31 | - | - | PPP- | - | CCC | 2.62% | - | QKZ | Z-Fzytc | - | 310 | 7.64% | 7.807% | 28.29741 |
Tranche Comments
X-1X: First Pay: 2023-10-25; Registration: 144T/Yad R;
X-1Y: First Pay: 2023-10-25; Registration: 144T/Mdf Q;
O-2: First Pay: 2023-10-25; Registration: 144O/Pet Q;
E-3: First Pay: 2023-10-25; Registration: 144Z/Kfv E;
D-1: First Pay: 2023-10-25; Registration: 144M/Ikx Y;
L-1: First Pay: 2023-10-25; Registration: 144P/Miq L;
I-2: First Pay: 2023-10-25; Registration: 144A/Kdg P;
Deal Comments
Zex-Xjnn Mweheod Jjenhwe ez 3 xwjeb jxo 30% NMO
Originator(s)
Poukibf Tqvb Bqoev Ceq, ZboRbj BBP oer Povlub Lqflkokb Pqfk (rio Xaqbubfolb Pokklou)
Pricing Speed
25% KKG ff 4 bwvt kvff (efwf vf tvfw)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | ACY | 36.768 | 43.29 | - | - | Q | K | - | 53.90% | - | BGZ | S-Jnaad | - | 260 | 3.55% | 6.205% | 13.50853 |
| A | OKY | 441.957 | 2.18 | - | - | LLL | FFF | - | 87.30% | - | Blxjy | K-Qozno | - | 200 | 3.50% | 5.382% | 91.34908 |
| D-3 | XHH | 3.126 | 63.95 | - | - | MMM | MMM | - | 32.20% | - | ZXG | D-Hgfgp | - | 375 | 3.55% | 7.437% | 83.26680 |
| K-1 | PON | 64.930 | 93.29 | - | - | FF | QQ | - | 99.50% | - | EAD | U-Hwzau | - | 225 | 3.55% | 5.779% | 49.57551 |
Tranche Comments
A: First Pay: 2023-05-25; Registration: 144P/Mdv F;
K-1: First Pay: 2023-05-25; Registration: 144E/Off V;
O-2: First Pay: 2023-05-25; Registration: 144N/Wlo C;
D-3: First Pay: 2023-05-25; Registration: 144Q/Ivm J;
Pricing Speed
6% UKC sw Easohfsd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | IVY | 296.860 | 1.36 | - | - | YYY | - | MMM | 41.80% | - | Iluwq | K-Hlbnr | - | 255 | 6.30% | 6.659% | 56.50770 |
| O-2 | CMW | 31.400 | 7.46 | - | - | OO- | - | WW+ | 33.39% | - | Wqwcn | R-Tbagn | - | 295 | 6.50% | 7.059% | 69.14333 |
| M-3 | HBO | 30.785 | 7.20 | - | - | U- | - | I | 83.80% | - | Niwmp | J-Hfxvp | - | 345 | 6.50% | 7.559% | 81.46000 |
Tranche Comments
C-1: First Pay: 2022-10-25; Registration: 144D/Zis B;
O-2: First Pay: 2022-10-25; Registration: 144O/Dce T;
M-3: First Pay: 2022-10-25; Registration: 144Z/Rfn M;
Deal Comments
Hwd Jggg Cmwzwhe Wgwgzmw wi 3-kmgwe gdh 30% dwwg igihww
Originator(s)
Jnygtxy Qhfx Bhnvn Evh, TxdFxe BBJ
Pricing Speed
25 HBI pn 4 oqqw qqdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | COY | 74.149 | 7.80 | ZJ | - | - | TTT | - | 19.43% | - | Wfmel | B-Gnjnb | - | 445 | 4.00% | 7.345% | 52.40310 |
| D | WIA | 73.715 | 4.70 | Ypp3 | - | - | W (I) | - | 34.60% | - | Ruhcz | A-Anynf | - | 320 | 4.00% | 6.095% | 30.71620 |
| B | BEP | 35.161 | 9.60 | T3 | - | - | G (X) | - | 52.39% | - | Ajgrd | X-Uptnf | - | 270 | 3.75% | 5.595% | 52.15275 |
| E-2 | KIP | 5.270 | 9.30 | XD | - | - | SSS (W) | - | 42.56% | - | Ofohz | O-Xbwzz | - | 520 | 4.00% | 8.095% | 60.36935 |
| O | TIK | 37.207 | 8.20 | MM | - | - | BB (T) | - | 95.91% | - | Vlzrr | O-Mjonp | - | 650 | 4.00% | 9.395% | 29.36277 |
| B | EKP | 98.777 | 7.10 | SH | - | - | NZ | - | 2.00% | - | - | - | - | - | - | - | Retained |
| Q | TNH | 20.342 | 8.50 | Di3 | - | - | MM (U) | - | 66.55% | - | Opvbd | P-Sfaro | - | 240 | 3.75% | 5.295% | 25.13869 |
| H | YQS | 228.836 | 1.60 | Nss | - | - | FFF | - | 42.30% | - | Qmons | Y-Gddqh | - | 165 | 3.75% | 4.545% | 68.85637 |
Tranche Comments
H: First Pay: 2022-09-13; Registration: 144I/Bdf X;
Q: First Pay: 2022-09-13; Registration: 144B/Ylj G;
B: First Pay: 2022-09-13; Registration: 144Y/Hbh V;
D: First Pay: 2022-09-13; Registration: 144G/Wbg S;
H-1: First Pay: 2022-09-13; Registration: 144J/Ojj L;
E-2: First Pay: 2022-09-13; Registration: 144P/Jrq I;
O: First Pay: 2022-09-13; Registration: 144O/Jid B;
B: First Pay: 2022-09-13; Registration: 144N/Kaw N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | JEO | 769.646 | 3.73 | - | - | QQQ | - | MMM | 24.30% | - | Knanc | W-Ugcvd | - | 230 | 5.00% | 5.055% | 76.71707 |
| H-2 | IBF | 26.375 | 3.10 | - | - | VV+ | - | FF | 27.71% | - | Yacjv | O-Xxmdh | - | 335 | 5.00% | 6.105% | 50.65955 |
| Z-3 | RGD | 24.793 | 4.27 | - | - | J | - | M- | 4.84% | - | Ocbqf | I-Xpfvn | - | 385 | 5.00% | 6.605% | 38.94940 |
Tranche Comments
B-1: First Pay: 2022-07-25; Registration: 144M/Nbp U;
H-2: First Pay: 2022-07-25; Registration: 144V/Gsr E;
Z-3: First Pay: 2022-07-25; Registration: 144Y/Upk O;
Pricing Speed
25% HGF dk dvy 4 uy Hkzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | VSR | 69.210 | 6.24 | - | - | I | - | E- | 3.70% | - | NPO | I-Idfzz | - | 255 | 4.03% | 5.138% | 63.27087 |
| I-1 | TKZ | 6.849 | 3.10 | - | - | ZZZ | - | KKK- | 7.20% | - | DAM | F-Kojzv | - | 315 | 4.03% | 5.902% | 81.23057 |
| Z-1 | NOV | 505.730 | 7.44 | - | - | EEE | - | TTT | 65.00% | - | Cmaqo | E-Fbuox | - | 190 | 3.90% | 4.488% | 66.61084 |
| F-2 | YBM | 55.831 | 7.51 | - | - | GG | - | RR | 88.78% | - | LYP | F-Jcqlg | - | 240 | 4.03% | 4.988% | 85.11565 |
Tranche Comments
Z-1: First Pay: 2022-05-25; Registration: 144E/Fnd W;
F-2: First Pay: 2022-05-25; Registration: 144M/Fft R;
N-3: First Pay: 2022-05-25; Registration: 144D/Izs S;
I-1: First Pay: 2022-05-25; Registration: 144L/Rra T;
Pricing Speed
25 AFQ bi 4 oivw fvzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T2Y | OSW | 60.526 | 5.83 | - | - | - | - | - | 16.00% | - | Fiaxf | KYA | - | - | 6.41% | 6.500% | 581.00000 |
| M1Q | TKW | 363.300 | 8.67 | - | - | - | - | - | 74.00% | - | Xyiwa | OVP | - | - | 4.34% | 4.375% | 28.73375 |
| F1B | TYK | 39.000 | 5.19 | - | - | - | - | - | 93.00% | - | Avwzyqnu | EQUS | - | 275 | GUJA+283 | - | 986.00000 |
Tranche Comments
T2Y: First Pay: 2022-04-25; Registration: 144P/Vkv E;
F1B: First Pay: 2022-04-25; Registration: 144C/Iwv R;
M1Q: First Pay: 2022-04-25; Registration: 144T/Dnr T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | NQE | 17.100 | 9.99 | - | - | EEE | - | FFF- | 7.57% | - | Ecffk | Quofg | - | 265 | 3.89% | 4.460% | 78.89984 |
| P-2 | CFG | 2.100 | 4.23 | - | - | A | - | O- | 4.14% | - | Rqiwk | Ngcug | - | 475 | 3.89% | 6.560% | 54.17700 |
| Q-2 | GRO | 16.745 | 4.77 | - | - | LL | - | PP+ | 84.90% | - | Wtlfb | Zyatz | - | 185 | 3.70% | 3.660% | 28.24513 |
| I-1 | FAC | 1.100 | 2.18 | - | - | SS | - | NN | 9.30% | - | Gznnv | Ovwum | - | 375 | 3.89% | 5.560% | 34.31685 |
| F-1 | VJV | 339.386 | 4.96 | - | - | BBB | - | LLL | 66.90% | - | Azlht | ZNEJ | - | 150 | 3.08% | 3.193% | 46.49097 |
| R-3 | VXZ | 55.538 | 6.93 | - | - | Q | - | Y- | 4.30% | - | Wwref | Eeyhs | - | 210 | 3.89% | 3.910% | 80.98397 |
Tranche Comments
F-1: First Pay: 2022-03-25; Registration: 144B/Jui O;
Q-2: First Pay: 2022-03-25; Registration: 144D/Lum N;
R-3: First Pay: 2022-03-25; Registration: 144N/Iht Z;
D-1: First Pay: 2022-03-25; Registration: 144E/Nwc Q;
I-1: First Pay: 2022-03-25; Registration: 144J/Ors Z;
P-2: First Pay: 2022-03-25; Registration: 144P/Nqx Z;
Pricing Speed
25 SES vo vwg 30% Kbvhohpq Sgxgibvhoh