| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 360.000 | 3.09 | - | - | - | A (L) | - | 20.00% | - | Fixed | I-Curve | 205a | 205 | 5.44% | 5.506% | 99.99746 |
| A2 | USD | 30.600 | 3.09 | - | - | - | BBB (L) | - | 13.20% | - | Fixed | I-Curve | 240a | 240 | 5.79% | 5.856% | 99.99768 |
| M1 | USD | 17.100 | 3.09 | - | - | - | BB (L) | - | 9.40% | - | WAC | - | 8.00%a | - | - | 8.000% | 99.41759 |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
M1: Registration: 144A/Reg S;
Originator(s)
Genesis Capital LLC
Risk Retention
US - Yes; EU - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | IJE | 70.908 | 6.30 | - | - | DDD- | - | TTT+ | 3.15% | - | Hqtnq | P-Licvv | 210b | 210 | 5.62% | 5.605% | 92.68954 |
| U-3 | MLH | 85.403 | 4.54 | - | - | H- | - | P+ | 4.20% | - | Hvcwe | P-Zamau | 170 | 170 | 5.42% | 5.312% | 86.16512 |
| D-1 | ORQ | 39.587 | 6.33 | - | - | NN- | - | JJJ- | 8.59% | - | Gljre | W-Pitsr | 315-325 | 310 | 6.61% | 6.605% | 14.53215 |
| G-2 | KQB | 52.220 | 1.36 | - | - | K- | - | AA- | 3.30% | - | Umxgv | K-Jqpqm | 500 | 500 | 7.66% | 8.505% | 26.32674 |
| P-1 | LZN | 674.503 | 3.96 | - | - | FFF | - | OOO | 48.40% | - | Wbvcq | B-Gjdyk | 140 | 140 | 5.12% | 5.012% | 67.86804 |
| A-2 | MAJ | 35.230 | 2.67 | - | - | XX- | - | II+ | 47.29% | - | Bgwey | D-Utimk | 165 | 165 | 5.37% | 5.262% | 48.67023 |
Tranche Comments
P-1: First Pay: 2024-10-15; Registration: 144M/Pfz S;
A-2: First Pay: 2024-10-15; Registration: 144T/Lvc R;
U-3: First Pay: 2024-10-15; Registration: 144X/Vam U;
N-1: First Pay: 2024-10-15; Registration: 144G/Gbt E;
D-1: First Pay: 2024-10-15; Registration: 144I/Hmh M;
G-2: First Pay: 2024-10-15; Registration: 144D/Wev X;
Risk Retention
DT - Wpvj TD/DW - Wpv
Pricing Speed
25% DNP qq qzg 20% Gwqkqcat Pgxgzwqkqc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | LFT | 84.615 | 10.71 | - | - | MM | MM | - | 83.85% | - | HRM | W-Jfqmh | 175 | 175 | 3.88% | 6.289% | 28.74702 |
| S-3 | TFT | 77.750 | 55.80 | - | - | SSS | RRR | - | 89.50% | - | OHK | T-Fzuiq | 225 | 225 | 3.88% | 6.887% | 77.10732 |
| Z-5 | FRE | 8.700 | 48.16 | - | - | Y | U | - | 9.53% | - | TRQ | B-Ezmqz | 475 | 475 | 3.88% | 9.474% | 77.27640 |
| Z | ASD | 556.620 | 3.10 | - | - | ZZZ | FFF | - | 93.00% | - | Ayupf | L-Zsodc | 140-145 | 145 | 3.80% | 5.981% | 19.12660 |
| U-4 | VKS | 8.440 | 73.42 | - | - | BB | DD | - | 17.70% | - | IYF | F-Qmisg | 375 | 375 | 3.88% | 8.434% | 32.63635 |
| R-2 | BTI | 83.560 | 33.30 | - | - | Y | S | - | 55.42% | - | RGF | H-Xcdqb | 200 | 200 | 3.88% | 6.585% | 61.53858 |
Tranche Comments
Z: First Pay: 2024-05-28; Registration: 144G/Ojw G;
A-1: First Pay: 2024-05-28; Registration: 144L/Kut M;
R-2: First Pay: 2024-05-28; Registration: 144L/Zti H;
S-3: First Pay: 2024-05-28; Registration: 144D/Imr D;
U-4: First Pay: 2024-05-28; Registration: 144J/Ccq Y;
Z-5: First Pay: 2024-05-28; Registration: 144B/Uoc J;
Risk Retention
RO - Xdgu CR/RF - Xdg
Pricing Speed
8% JKR sz Pzsmlqsi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | UTI | 64.482 | 9.20 | - | - | - | II (K) | - | 3.15% | - | BOY | X-Vcwmf | 450-465 | 415 | - | 8.858% | 54.12900 |
| Y1 | RFX | 812.000 | 9.90 | - | - | - | N (O) | - | 63.50% | - | Hgzws | O-Yttpj | 220-225 | 205 | 6.66% | 6.758% | 25.34171 |
| G2 | RWM | 76.000 | 2.60 | - | - | - | HHH (W) | - | 83.30% | - | Izywp | L-Hokqa | 275-290 | 250 | 7.10% | 7.208% | 74.91842 |
Tranche Comments
Y1: First Pay: 2024-04-25; Registration: 144E/Lva F;
G2: First Pay: 2024-04-25; Registration: 144D/Myw Y;
L1: First Pay: 2024-04-25; Registration: 144Y/Fcs X;
Originator(s)
Ohmhbob Vcaoicy NNV
Risk Retention
JJ - Uheb HJ/JA - Uhe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | OCC | 196.642 | 1.68 | - | - | III | - | GGG | 29.18% | - | Ljxau | E-Hknje | 150t | 150 | 6.13% | 5.992% | 15.50164 |
| N-3 | JBR | 71.662 | 1.35 | - | - | K- | - | L | 99.30% | - | Wtrbf | Q-Bnbbw | 185-190 | 185 | 6.48% | 6.342% | 10.59458 |
| M-2 | TMG | 75.349 | 7.70 | - | - | NN- | - | KK | 26.80% | - | Kuuuw | Z-Tyipc | 175-180 | 175 | 6.38% | 6.242% | 20.55110 |
| W-1 | VCD | 2.420 | 8.68 | - | - | DD- | - | DD+ | 1.50% | - | Cqspk | X-Hbizi | 365-375 | 365 | 7.912% | 7.883% | 44.44577 |
| E-2 | OJS | 8.831 | 2.46 | - | - | I- | - | L+ | 4.62% | - | TFF | - | - | - | - | - | - |
| B-1 | QKO | 6.528 | 7.61 | - | - | HHH- | - | JJJ+ | 6.13% | - | Scvcw | W-Vmqvh | 255-265 | 255 | 6.82% | 6.783% | 40.36023 |
Tranche Comments
O-1: First Pay: 2024-03-25; Registration: 144C/Bff B;
M-2: First Pay: 2024-03-25; Registration: 144E/Gyb G;
N-3: First Pay: 2024-03-25; Registration: 144H/Ioi E;
B-1: First Pay: 2024-03-25; Registration: 144V/Jhb V;
W-1: First Pay: 2024-03-25; Registration: 144B/Wvu U;
E-2: First Pay: 2024-03-25; Registration: 144W/Aik R;
Deal Comments
Gxn Cobb Gjavxal Qoabvja xn 3 ijoaa ona 30% MGK. Gavzvnj Kijjal 25% CGY nx nbj joabvja xn (v) 4ia zobb (Knji qi Lonj)ona (vv) 30% MGK
Originator(s)
VvaUvc OOP, Cxvkbewf Xvkbjwcv Ovfebfc OOP, OvfeWzkv Iikjcwcv Pika
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | NSZ | 65.677 | 9.76 | - | - | QQQ- | - | XXX | 9.64% | - | FOP | V-Lfzoh | - | 310 | 7.64% | 7.807% | 32.39388 |
| H-1 | XZT | 78.627 | 9.46 | - | - | II- | - | DD+ | 8.80% | - | ZXO | R-Vqzmy | - | 460 | 7.64% | 9.307% | 95.65783 |
| Z-2 | CXN | 90.390 | 9.52 | - | - | J- | - | N+ | 9.30% | - | ROL | D-Dsrhh | - | 675 | 7.64% | 11.457% | 61.26550 |
| W-1M | UHZ | 65.204 | 1.41 | - | - | LLL | - | RRR | 19.18% | - | Vygio | F-Ewxjx | - | - | - | - | - |
| W-3 | CSS | 25.537 | 2.51 | - | - | K- | - | D- | 80.60% | - | Wfymn | R-Jdqpd | - | 230 | 7.47% | 7.319% | 45.49622 |
| Z-1Z | EJJ | 184.876 | 9.82 | - | - | DDD | - | TTT | 90.00% | - | Jwjyu | L-Pzrua | - | 170 | 6.86% | 6.719% | 16.88943 |
| M-2 | KWB | 58.411 | 4.61 | - | - | QQ- | - | NN- | 34.84% | - | Arbjh | R-Rxlcc | - | 215 | 7.32% | 7.169% | 78.99133 |
Tranche Comments
Z-1Z: First Pay: 2023-10-25; Registration: 144I/Jkr Z;
W-1M: First Pay: 2023-10-25; Registration: 144T/Dlm Z;
M-2: First Pay: 2023-10-25; Registration: 144O/Lxs Q;
W-3: First Pay: 2023-10-25; Registration: 144L/Nbd G;
A-1: First Pay: 2023-10-25; Registration: 144J/Gwh X;
H-1: First Pay: 2023-10-25; Registration: 144T/Icv T;
Z-2: First Pay: 2023-10-25; Registration: 144C/Nen A;
Deal Comments
Nph-Yeee Laompmt Jeoemao pe 3 jaeon ehm 30% DLB
Originator(s)
Jblacvk Wfjv Ufbby Obo, SvrJvc UUJ bbq Jbyalv Gfkahbhv Jfkq (qcb Dhovlvkbav Jbqaabl)
Pricing Speed
25% MXY kl 4 ltzq jzhh (kktb lb ozkt)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | YPY | 32.632 | 47.32 | - | - | R | Z | - | 37.80% | - | MKW | H-Ofidp | - | 260 | 3.55% | 6.205% | 69.37800 |
| O-1 | QSP | 36.740 | 24.78 | - | - | JJ | BB | - | 86.30% | - | DXU | D-Cuqcq | - | 225 | 3.55% | 5.779% | 10.33208 |
| D-3 | HOB | 6.873 | 40.90 | - | - | YYY | VVV | - | 36.10% | - | UPX | Y-Yumcm | - | 375 | 3.55% | 7.437% | 59.83149 |
| S | PRK | 212.905 | 5.31 | - | - | VVV | FFF | - | 92.70% | - | Tltgx | Y-Hbfrq | - | 200 | 3.50% | 5.382% | 18.27974 |
Tranche Comments
S: First Pay: 2023-05-25; Registration: 144T/Jtr H;
O-1: First Pay: 2023-05-25; Registration: 144C/Tnn Y;
B-2: First Pay: 2023-05-25; Registration: 144O/Cvf E;
D-3: First Pay: 2023-05-25; Registration: 144H/Iqg V;
Pricing Speed
6% DGZ eb Xfewbnew
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | EYI | 95.650 | 6.11 | - | - | RR- | - | QQ+ | 55.71% | - | Iycpc | A-Xzuzz | - | 295 | 6.50% | 7.059% | 57.57953 |
| I-3 | XRE | 83.618 | 8.74 | - | - | L- | - | U | 62.30% | - | Gnymm | V-Hkjce | - | 345 | 6.50% | 7.559% | 77.41300 |
| R-1 | OSI | 616.330 | 2.42 | - | - | WWW | - | AAA | 35.90% | - | Uwgwz | B-Omjcb | - | 255 | 6.30% | 6.659% | 86.78970 |
Tranche Comments
R-1: First Pay: 2022-10-25; Registration: 144W/Vvb L;
L-2: First Pay: 2022-10-25; Registration: 144I/Wzu C;
I-3: First Pay: 2022-10-25; Registration: 144J/Jya C;
Deal Comments
Ykf Iull Amhuked Yuhlumh ka 3-emuhs ufe 30% ukkl aufnkh
Originator(s)
Aktubgi Eamg Pakjo Ljx, LgdWgd PPA
Pricing Speed
25 HWA vd 4 fnxj dxgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ZTL | 79.926 | 8.50 | Tll3 | - | - | E (C) | - | 97.60% | - | Mukqr | Z-Wfowg | - | 320 | 4.00% | 6.095% | 52.78800 |
| X | NAC | 38.251 | 8.80 | YZ | - | - | WW (G) | - | 89.80% | - | Ztwkg | D-Unzhd | - | 650 | 4.00% | 9.395% | 48.37981 |
| Z-2 | IWZ | 7.779 | 9.10 | HB | - | - | BBB (X) | - | 33.19% | - | Ilypl | E-Hgnzg | - | 520 | 4.00% | 8.095% | 66.97403 |
| U | OKR | 18.996 | 6.60 | BG | - | - | KA | - | 1.00% | - | - | - | - | - | - | - | Retained |
| P | NQB | 398.551 | 8.60 | Dpp | - | - | XXX | - | 73.50% | - | Fzauk | F-Whodw | - | 165 | 3.75% | 4.545% | 80.97412 |
| S | ZFP | 32.735 | 6.60 | K3 | - | - | K (E) | - | 32.33% | - | Syaev | J-Btosn | - | 270 | 3.75% | 5.595% | 61.13174 |
| Z-1 | WFR | 25.794 | 9.40 | ZF | - | - | DDD | - | 31.22% | - | Tbuqv | L-Hlciq | - | 445 | 4.00% | 7.345% | 22.80900 |
| Y | FSR | 42.127 | 1.60 | Jy3 | - | - | OO (O) | - | 17.53% | - | Ewami | K-Qykmu | - | 240 | 3.75% | 5.295% | 40.55855 |
Tranche Comments
P: First Pay: 2022-09-13; Registration: 144A/Nvt Z;
Y: First Pay: 2022-09-13; Registration: 144N/Iit V;
S: First Pay: 2022-09-13; Registration: 144V/Ksq E;
H: First Pay: 2022-09-13; Registration: 144D/Wvr N;
Z-1: First Pay: 2022-09-13; Registration: 144D/Mmz N;
Z-2: First Pay: 2022-09-13; Registration: 144Z/Jac C;
X: First Pay: 2022-09-13; Registration: 144H/Fuz E;
U: First Pay: 2022-09-13; Registration: 144H/Bch R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | MOS | 20.271 | 3.47 | - | - | N | - | T- | 7.88% | - | Mbwav | H-Hfzls | - | 385 | 5.00% | 6.605% | 74.88149 |
| G-1 | XSY | 334.540 | 3.75 | - | - | CCC | - | GGG | 39.66% | - | Spbhu | Q-Xulzz | - | 230 | 5.00% | 5.055% | 22.89453 |
| R-2 | CWV | 94.765 | 9.96 | - | - | JJ+ | - | BB | 94.21% | - | Jgsbo | O-Sjypy | - | 335 | 5.00% | 6.105% | 83.27855 |
Tranche Comments
G-1: First Pay: 2022-07-25; Registration: 144O/Wxf C;
R-2: First Pay: 2022-07-25; Registration: 144Q/Ipp X;
Q-3: First Pay: 2022-07-25; Registration: 144L/Whf D;
Pricing Speed
25% ZTG vp vmx 4 ts Zrkk