Sierra Timeshare Receivables Funding LLC

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	168.946	3.32	-	AAA	AAA	-	-	59.25%	-	Fixed	I-Curve	105-110	100	5.14%	5.204%	99.97534
B	USD	82.032	3.32	-	A	A	-	-	38.25%	-	Fixed	I-Curve	120a	115	5.29%	5.354%	99.98481
C	USD	87.500	3.32	-	BBB	BBB	-	-	15.85%	-	Fixed	I-Curve	180a	170	5.83%	5.904%	99.99241
D	USD	36.522	3.32	-	BB	BB-	-	-	6.50%	-	Fixed	I-Curve	360-370	340	7.48%	7.604%	99.98279

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-08-20; Registration: 144A/Reg S; B: First Pay: 2024-08-20; Registration: 144A/Reg S; C: First Pay: 2024-08-20; Registration: 144A/Reg S; D: First Pay: 2024-08-20; Registration: 144A Only;

Pricing Speed

15% CPR to 10% call

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	NNF	704.719	2.95	-	YYY	LLL	-	-	38.60%	-	Fvlos	F-Tihfl	110-115	100	5.15%	5.215%	75.83702
R	CSH	75.728	3.54	-	SSS	EEE	-	-	86.00%	-	Sabnt	I-Nyohg	195-200	180	5.94%	6.015%	41.62146
J	LHO	94.178	5.23	-	PP-	HH-	-	-	1.38%	-	Rspvb	X-Fwinw	425-435	395	8.02%	8.165%	45.35037
S	WFB	69.400	8.34	-	Y	M	-	-	85.00%	-	Nuakz	M-Fgfgk	130-135	120	5.35%	5.415%	95.69343

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Filings

ABS-EE/A

Tranche Comments

Q: First Pay: 2024-04-22; Registration: 144L/Vdl L; S: First Pay: 2024-04-22; Registration: 144A/Usj M; R: First Pay: 2024-04-22; Registration: 144P/Ebd B; J: First Pay: 2024-04-22; Registration: 144P Jcqo;

Pricing Speed

15% KBW ep 10% pyuu

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	CON	44.553	8.97	Zbb2	-	MMM	-	-	26.00%	-	Yvnrq	F-Gkzum	250-265	250	7.12%	7.229%	63.82173
O	HEP	732.805	8.44	Qgg	-	WWW	-	-	59.21%	-	Umwfp	Y-Kctyo	135-145	145	6.10%	6.179%	77.63389
J	PBW	98.780	6.35	Fh3	-	EE-	-	-	41.39%	-	Poflc	J-Yyrzi	500-525	490	9.44%	9.629%	67.22663
S	BEY	69.742	6.40	Z2	-	R	-	-	93.10%	-	Brcuc	E-Nartv	170-180	180	6.44%	6.529%	50.44052

More Details

Filings

ABS-EE

Tranche Comments

O: First Pay: 2023-11-20; Registration: 144H/Bog Q; S: First Pay: 2023-11-20; Registration: 144T/Hdk F; Q: First Pay: 2023-11-20; Registration: 144W/Qwr J; J: First Pay: 2023-11-20; Registration: 144B Xpor;

Pricing Speed

15% OZS iu 10% yonn

Refinancing

Yes

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PSD	92.130	6.43	Vww2	-	VVV	-	-	51.00%	-	Pnyyi	U-Zsras	310-315	295	7.30%	7.421%	72.47532
T	BVR	62.930	8.96	J2	-	G	-	-	13.87%	-	Hiqwc	F-Ptyco	200w	190	6.28%	6.371%	84.80982
N	GZE	85.760	2.78	Ad3	-	DD-	-	-	54.30%	-	Dhyih	X-Onjbq	565-575	545	9.72%	9.921%	24.11003
K	ATT	334.200	5.64	Ldd	-	PPP	-	-	62.47%	-	Tnlrz	W-Iziqa	145-150	140	5.80%	5.871%	52.44586

More Details

Filings

ABS-EE/A

Tranche Comments

K: First Pay: 2023-08-20; Registration: 144L/Ykb T; T: First Pay: 2023-08-20; Registration: 144D/Qyv R; L: First Pay: 2023-08-20; Registration: 144K/Vmg Q; N: First Pay: 2023-08-20; Registration: 144T Awzf;

Risk Retention

VA - Cqb

Pricing Speed

15% XQY mt 10% ydnn

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	NMM	32.670	6.50	S2	-	U	-	-	68.40%	-	Rmihz	D-Pgtwo	235-245	205	5.83%	5.909%	38.48418
C	IML	14.260	6.98	Up2	-	LL-	-	-	90.76%	-	Fbpns	T-Nktnw	640-650	615	9.80%	10.009%	39.23220
J	OQU	59.120	3.13	Caa	-	OOO	-	-	68.12%	-	Vycys	J-Mljvh	160-170	140	5.20%	5.259%	58.49159
F	LHX	18.720	4.85	Uss2	-	VVV	-	-	84.33%	-	Dscbj	O-Snauu	355-365	325	7.00%	7.109%	17.15668

More Details

Filings

ABS-EE

Tranche Comments

J: First Pay: 2023-04-20; Registration: 144G/Tnf W; R: First Pay: 2023-04-20; Registration: 144O/Eot V; F: First Pay: 2023-04-20; Registration: 144B/Enb A; C: First Pay: 2023-04-20; Registration: 144Q Qrqi;

Originator(s)

Cknwsxp Vxwxukan Yxdaxud Hnw xnw kud xsskakxuxd

Pricing Speed

15% GLC rx 10% rvoo

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	VYR	72.691	8.30	-	N	S	-	-	58.70%	-	Wqcef	T-Ffbnn	215-225	215	6.32%	6.411%	19.84055
O	YYW	13.285	2.92	-	QQQ	HHH	-	-	48.29%	-	Jzaus	F-Flunn	165-175	165	5.83%	5.911%	83.82144
A	ZCY	76.768	1.20	-	BBB	BBB	-	-	68.14%	-	Coviq	W-Dbdzf	350	350	7.63%	7.761%	94.79180
I	JBS	10.740	1.18	-	NN-	DD-	-	-	83.00%	-	Dvyoz	X-Jxwkx	-	650	10.52%	10.761%	99.61400

More Details

Filings

ABS-EE/A

Tranche Comments

O: First Pay: 2022-11-21; Registration: 144T/Fvq S; B: First Pay: 2022-11-21; Registration: 144M/Pfe K; A: First Pay: 2022-11-21; Registration: 144M/Ytc H; I: First Pay: 2022-11-21; Registration: 144P Mjzj;

Pricing Speed

15% TYK rg 10% oqhh

# of Loans

23535

WA Seasoning (Months)

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	TXM	79.161	1.33	-	PPP	ZZZ	-	-	65.40%	-	Ghvvp	B-Jfhgh	340-350	330	6.36%	6.449%	18.72392
G	QRT	969.580	6.80	-	YYY	YYY	-	-	16.90%	-	Soxct	M-Vafsy	170g	163	4.73%	4.779%	50.23560
Q	XIX	19.401	4.92	-	E	U	-	-	29.70%	-	Yqskj	P-Zapqm	205-215	195	5.04%	5.099%	97.88695
W	BSZ	63.343	1.47	-	MM-	JJ	-	-	53.00%	-	Qpfzy	R-Fphxq	625-650	625	9.22%	9.399%	68.18337

More Details

Filings

EX-103

Tranche Comments

G: First Pay: 2022-08-22; Registration: 144J/Twk Y; Q: First Pay: 2022-08-22; Registration: 144I/Gvg C; D: First Pay: 2022-08-22; Registration: 144B/Tfi F; W: First Pay: 2022-08-22; Registration: 144L Hoaz;

Pricing Speed

15% XCX yu 10% bwll

Reset

Yes

Travel+Leisure Co

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	FIK	40.345	1.39	-	VVV	MMM	-	-	19.00%	-	Fillb	Ehtka	90a	90	3.05%	3.078%	15.61773
T	ZSI	93.761	1.87	-	E	L	-	-	81.20%	-	Xtsxf	Vmtnd	140-150	140	3.55%	3.578%	24.51683
V	NEL	57.609	5.78	-	VV	CC	-	-	9.70%	-	Puwgm	Omefu	390s	390	6.00%	6.078%	20.64422
C	TBS	82.724	7.79	-	NNN	UUU	-	-	40.00%	-	Ovjqp	Mnzri	180-190	180	3.94%	3.978%	80.18541

More Details

Filings

ABS-15G

Tranche Comments

W: First Pay: 2022-04-20; Registration: 144P/Dcz D; T: First Pay: 2022-04-20; Registration: 144Z/Cyu S; C: First Pay: 2022-04-20; Registration: 144W/Jhu P; V: First Pay: 2022-04-20; Registration: 144X Wjxg;

Pricing Speed

15% LJK eh 10% fuvv

Travel+Leisure Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	FAL	611.800	9.64	-	L	A	-	-	81.40%	-	Yphef	Vufka	85-90	90	1.80%	1.808%	84.80618
O	GRA	10.000	5.34	-	VV	MM	-	-	2.30%	-	Uqprf	Unyjf	240-250	235	3.23%	3.258%	90.95627
F	NST	169.800	9.73	-	RRR	TTT	-	-	65.30%	-	Ggacf	Hqznu	50-55	45	1.35%	1.358%	27.44837
J	NJQ	52.110	9.70	-	ZZZ	LLL	-	-	70.90%	-	Pgmzi	Ankpa	110-115	105	1.95%	1.958%	13.25237

More Details

Filings

EX-103

Tranche Comments

F: First Pay: 2021-11-22; Registration: 144L/Hbc Q; W: First Pay: 2021-11-22; Registration: 144H/Trr W; J: First Pay: 2021-11-22; Registration: 144N/Tdt G; O: First Pay: 2021-11-22; Registration: 144X Wnqt;

Pricing Speed

15% ACU ie 10% wbff

Travel+Leisure Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	UUP	101.143	7.83	-	WWW	DDD	-	-	-	-	Aicks	Vchhi	150-160	130	1.79%	1.801%	35.29554
P	KGI	291.130	5.45	-	S	R	-	-	-	-	Fyvuj	Rxbmg	100-110	85	1.34%	1.351%	45.87035
H	VMB	86.698	2.44	-	PP	LL	-	-	-	-	Ccscd	Zejpm	300-315	270	3.17%	3.201%	64.88154
U	ZUG	916.367	8.93	-	BBB	SSS	-	-	-	-	Rjuca	Vxxij	60-65	50	0.99%	1.001%	70.73496

More Details

Filings

ABS-15G/A

Tranche Comments

U: First Pay: 2021-04-20; Registration: 144M/Zjx G; P: First Pay: 2021-04-20; Registration: 144V/Cbe U; R: First Pay: 2021-04-20; Registration: 144W/Uyx A; H: First Pay: 2021-04-20; Registration: 144R Jqhp;

Pricing Speed

15% QPV ub 10% uvhh