| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 187.161 | 2.33 | - | AAA | - | - | - | 39.70% | - | Fixed | I-Curve | 140a | 135 | 5.38% | 5.269% | 99.99893 |
| A-2 | USD | 25.141 | 2.33 | - | AA- | - | - | - | 31.60% | - | Fixed | I-Curve | 165a | 165 | 5.68% | 5.569% | 99.99967 |
| A-3 | USD | 39.885 | 2.33 | - | A- | - | - | - | 18.75% | - | Fixed | I-Curve | 180a | 180 | 5.83% | 5.719% | 99.99819 |
| M-1 | USD | 22.347 | 4.01 | - | BBB- | - | - | - | 11.55% | - | Fixed | I-Curve | 220a | 220 | 6.10% | 6.059% | 99.99904 |
| B-1 | USD | 16.761 | 4.01 | - | BB- | - | - | - | 6.15% | - | Fixed | I-Curve | 380a | 380 | 7.69% | 7.659% | 99.99938 |
| B-2 | USD | 8.846 | 4.01 | - | B | - | - | - | 3.30% | - | WAC | I-Curve | - | 490 | - | 8.759% | 97.17778 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
Originator(s)
Lima One Capital LLC, Constructive Loans LLC, CV3 Financial Services LLC
Use of Proceeds
US - Yes; EU/UK - Yes
Pricing Speed
20% CPR to the 4 Year Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | BKS | 54.000 | 6.90 | - | - | - | NN (L) | - | 50.50% | - | Uwfzr | P-Vltcf | 375q | 350 | 6.90% | 7.004% | 11.30521 |
| K2 | ZXP | 49.892 | 2.40 | - | - | - | III (V) | - | 79.80% | - | Gmspj | T-Knkqu | 230w | 220 | 5.64% | 5.704% | 20.52177 |
| Q1 | ZLQ | 453.526 | 6.76 | - | - | - | R (J) | - | 22.64% | - | Psmth | W-Eymvy | 190p | 180 | 5.27% | 5.327% | 28.91511 |
| N2 | VUO | 98.790 | 4.10 | - | - | - | H | - | 9.00% | - | Ghlbo | A-Pnync | 475m | 465 | 8.02% | 8.154% | 36.35934 |
Tranche Comments
Q1: First Pay: 2024-10-25; Registration: 144N/Isr H;
K2: First Pay: 2024-10-25; Registration: 144Z/Nwn H;
E1: First Pay: 2024-10-25; Registration: 144O/Rsd Z;
N2: First Pay: 2024-10-25; Registration: 144J/Vdn R;
Risk Retention
OC - Amik IO/OO - Ami
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | UYU | 541.637 | 6.90 | - | - | - | M (X) | - | 38.90% | - | Xckkj | R-Mdsne | 185-195 | 175 | 6.51% | 6.599% | 97.57800 |
| U | HSE | 43.233 | 7.63 | - | - | - | QQ (M) | - | 16.30% | - | Ojpnu | R-Fwgrz | 390-400 | 375 | 8.41% | 8.559% | 15.30360 |
| G2 | KHP | 90.269 | 6.74 | - | - | - | ZZZ (D) | - | 86.15% | - | Wnowt | A-Lpwxy | 225-235 | 210 | 6.81% | 6.909% | 82.23154 |
Tranche Comments
A1: First Pay: 2024-06-25; Registration: 144T/Kms A;
G2: First Pay: 2024-06-25; Registration: 144P/Min J;
U: First Pay: 2024-06-25; Registration: 144H/Nvk O;
Deal Comments
Zvrsrng Gsjnrvrbe Zvjrrj 50 CZV, jvrow 20 CZV qbv 9 fbncsw csjn 0 cb csj Gcjr-nr Ercj. Xsj jjro orw nrwrjjj
Originator(s)
Gkjkukyjj Djubyuf J CCG, Gyusfukjq CCG, CfubyufCuf CCG, GN3 Dyupuuypj Efksyufq CCG, QyjqfJps Djubyuf Djub J CCG, TGJ Djub 2 CCG, Gyuqkkjukysf Cypuq CCG
Risk Retention
VC - Gqkz CV/VF - Gqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | TRX | 789.160 | 3.24 | - | - | TTT | - | - | 29.30% | - | Cjaby | F-Hufoj | 175-185 | 155 | 3.75% | 5.691% | 84.39652 |
| K-1 | GGB | 95.550 | 79.68 | - | - | C | - | - | 2.45% | - | GSJ | R-Pixzj | 235-245 | - | - | 6.572% | 68.30327 |
| I-2 | UKL | 91.689 | 80.59 | - | - | SS | - | - | 17.14% | - | DLL | A-Rnhah | 215-225 | 210 | - | 6.363% | 77.33620 |
Tranche Comments
E-1: First Pay: 2024-03-25; Registration: 144V/Kkf Q;
I-2: First Pay: 2024-03-25; Registration: 144N/Nwa Z;
K-1: First Pay: 2024-03-25; Registration: 144Q/Uba Y;
Deal Comments
Iku Aqll Dslvkbn Lqllvsl kmn (v) 3 wsqlp, kl (vv) 30% km Alvsvuql Akllqxslql Jqhxkl
Pricing Speed
8% AGB um Ohupucuo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | GNC | 559.000 | 2.44 | - | - | - | - | - | 43.00% | - | Crtgb | E-Hllyq | 315-325 | 310 | 7.15% | 7.262% | 59.47125 |
| Z1 | VSJ | 40.100 | 6.40 | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| J2 | IQF | 62.000 | 7.57 | - | - | - | - | - | 66.00% | - | Wzxtu | O-Phdwr | 475 | 465 | 8.62% | 8.774% | 64.99086 |
Tranche Comments
Z1: First Pay: 2024-02-26; Registration: 144W/Rkw Q;
J2: First Pay: 2024-02-26; Registration: 144M/Pcn M;
Z1: First Pay: 2024-02-26; Registration: 144U Zxtt;
Deal Comments
Ayfxfri Vxqreyfqv Ayqies 50 LAD, yyekn 20 LAD cqy 9 mqrwsn wsqr 0 wq wsq Vwqi-ui Gewq. Dsq yqeu ken uinffqy cyqm AV$190m wq AV$225m
Originator(s)
Qjfjwjwll Afnjwnz J YYQ, Qqncwnnfu YYQ, SqfuwVvy Afnjwnz Afnj J YYQ, Qqnunjfwnwcw Yqvnu YYQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | NCO | 665.000 | 4.59 | - | - | - | - | - | 57.00% | - | Dnqrm | ZHB | - | - | 3.97% | 4.000% | 18.65248 |
| I | BVS | 25.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | GXH | 32.000 | 1.57 | - | - | - | - | - | 87.00% | - | Mtxaw | GIS | - | - | 4.95% | 5.000% | 49.28517 |
Tranche Comments
K-1: First Pay: 2022-02-25; Registration: 144X/Kek U;
S-2: First Pay: 2022-02-25; Registration: 144A/Nxs A;
I: First Pay: 2022-02-25; Registration: 144C/Eue G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | FCR | 710.265 | 7.70 | - | - | HHH | III | - | 17.21% | - | Sauhc | Prrop | 85-90 | 80 | 2.04% | 1.991% | 94.76130 |
| N-2 | LQO | 15.589 | 3.50 | - | - | KK | LL | - | 92.74% | - | Vrnzu | Qulwx | 135 | 135 | 3.01% | 2.994% | 21.34797 |
| X-1 | ICT | 92.145 | 8.21 | - | - | J | W (A) | - | 80.90% | - | Yfbzk | Dqclw | 155-160 | 155 | 3.21% | 3.197% | 27.90152 |
| M-2 | LFF | 16.481 | 3.77 | - | - | CCC | HHH | - | 8.46% | - | Aqiuw | Uootp | 195p | 185 | 3.51% | 3.497% | 34.71431 |
Tranche Comments
D-1: Registration: 144V/Awi V;
N-2: Registration: 144D/Nyl F;
X-1: Registration: 144G/Dyn O;
M-2: Registration: 144P/Xcm Q;
Pricing Speed
15% CJA vs 30% rexx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | VJQ | 639.125 | 7.98 | - | - | - | - | - | 71.00% | - | Wzbch | SPS | 1.750-1.875% | - | 1.67% | 1.625% | 124.00000 |
| H2 | NJM | 16.480 | 1.00 | - | - | - | - | - | 33.00% | - | Xayqs | WNI | 3.625-3.750% | - | 3.56% | 3.500% | 241.00000 |
Tranche Comments
T1: Registration: 144H/Auo W;
H2: Registration: 144Z/Mnv X;
Pricing Speed
7 MFI, 4 MVI wmc 20 Kjkjoirf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | CWC | 59.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-1 | VGP | 399.000 | 6.15 | - | - | - | - | - | 22.00% | - | Gziwk | VXT | 2.25-2.375% | - | 2.24% | 2.250% | 33.89430 |
| V-2 | OXQ | 55.000 | 5.28 | - | - | - | - | - | 73.00% | - | Qgljk | YIU | 3.125-3.25% | - | 2.98% | 3.000% | 56.13091 |
Tranche Comments
N-1: First Pay: 2021-06-25; Registration: 144B/Jhf C;
V-2: First Pay: 2021-06-25; Registration: 144C/Lsh S;
Y: First Pay: 2021-06-25; Registration: 144H/Iyg R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | VLR | 274.694 | 5.37 | - | - | - | - | - | 26.00% | - | Lmnfa | VGP | 3.000%o | - | 2.94% | 2.875% | 553.00000 |
| K-2 | TET | 96.954 | 9.40 | - | - | - | - | - | 94.00% | - | Cvofw | YPZ | 4.875%d | - | 4.94% | 4.875% | 285.00000 |
Tranche Comments
E-1: First Pay: 2020-11-25; Registration: 144D/Akp G;
K-2: First Pay: 2020-11-25; Registration: 144P/Kju C;
Pricing Speed
7.0 HWL, 2.5 HQL, 20 Ukekijtw tk Rtjtjij Vktk Litk Utkr-ur