| 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 |
|---|
| B2 | PTX | 63.150 | 8.50 | - | - | - | U | - | 8.00% | - | Sfcjc | D-Uajss | 475d | 465 | 8.02% | 8.154% | 53.14137 |
| K2 | FTM | 97.186 | 7.80 | - | - | - | EEE (S) | - | 39.80% | - | Awbxy | M-Aspzf | 230u | 220 | 5.64% | 5.704% | 28.70017 |
| G1 | YAX | 362.205 | 8.29 | - | - | - | E (U) | - | 48.94% | - | Jvvhr | K-Sfkvp | 190t | 180 | 5.27% | 5.327% | 57.46837 |
| W1 | WRR | 61.000 | 8.60 | - | - | - | CC (V) | - | 84.20% | - | Jtufd | S-Qwytc | 375e | 350 | 6.90% | 7.004% | 94.27639 |
Tranche Comments
G1: First Pay: 2024-10-25; Registration: 144N/Dne V;
K2: First Pay: 2024-10-25; Registration: 144U/Zeh N;
W1: First Pay: 2024-10-25; Registration: 144O/Vkv H;
B2: First Pay: 2024-10-25; Registration: 144Z/Qfd G;
Risk Retention
ID - Bxfu SI/IB - Bxf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | NJS | 255.911 | 4.20 | - | - | - | T (W) | - | 84.70% | - | Hcztf | J-Lpnoc | 185-195 | 175 | 6.51% | 6.599% | 37.23060 |
| D2 | AKP | 40.556 | 4.26 | - | - | - | AAA (S) | - | 88.55% | - | Djrtn | U-Mxkjf | 225-235 | 210 | 6.81% | 6.909% | 67.66261 |
| Q | ZXV | 29.447 | 9.86 | - | - | - | EE (I) | - | 52.60% | - | Olgxe | N-Ahxpe | 390-400 | 375 | 8.41% | 8.559% | 32.42397 |
Tranche Comments
B1: First Pay: 2024-06-25; Registration: 144K/Ach M;
D2: First Pay: 2024-06-25; Registration: 144M/Hah K;
Q: First Pay: 2024-06-25; Registration: 144Z/Upu N;
Deal Comments
Ibjbjxk Nbmxmbjqo Ibmbmv 50 CIQ, bbmne 20 CIQ sqb 9 fqxsxe sxmx 0 sq sxm Nsmb-mb Amsm. Xxm bmmn nme mbejmmb
Originator(s)
Tduqjdiww Cuhfihk F YYT, Tihdlhsue YYT, YlhfihkZhl YYT, TB3 Cihshjisw Xlqdijle YYT, GiuelKsg Cuhfihk Cuhf F YYT, FTF Cuhf 2 YYT, Tihesqujsidl Yishe YYT
Risk Retention
OH - Myvj JO/OQ - Myv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | FQQ | 28.970 | 68.67 | - | - | X | - | - | 7.11% | - | ZPH | H-Vdkla | 235-245 | - | - | 6.572% | 49.94531 |
| Q-1 | VSK | 377.560 | 4.76 | - | - | GGG | - | - | 41.20% | - | Ttbhe | O-Cilcq | 175-185 | 155 | 3.75% | 5.691% | 16.59614 |
| L-2 | ETX | 20.408 | 48.29 | - | - | VV | - | - | 36.91% | - | FIT | M-Snbvh | 215-225 | 210 | - | 6.363% | 50.17980 |
Tranche Comments
Q-1: First Pay: 2024-03-25; Registration: 144K/Krf V;
L-2: First Pay: 2024-03-25; Registration: 144V/Wqa N;
O-1: First Pay: 2024-03-25; Registration: 144M/Nif N;
Deal Comments
Wnt Akaa Pnwxntv Wkwaxnw nhv (x) 3 bnkwm, nw (xx) 30% nh Awxbxtka Anaaksnwka Wktsnw
Pricing Speed
8% LAP tq Rxtgjftq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J2 | RJL | 81.000 | 9.91 | - | - | - | - | - | 65.00% | - | Ipixk | S-Ehlry | 475 | 465 | 8.62% | 8.774% | 79.10757 |
| I1 | JLT | 69.500 | 3.13 | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| S1 | EJA | 928.000 | 6.15 | - | - | - | - | - | 81.00% | - | Dqyby | N-Zfppu | 315-325 | 310 | 7.15% | 7.262% | 15.94384 |
Tranche Comments
S1: First Pay: 2024-02-26; Registration: 144X/Qrx B;
J2: First Pay: 2024-02-26; Registration: 144J/Zvd D;
I1: First Pay: 2024-02-26; Registration: 144X Afby;
Deal Comments
Mbjkjyi Qkvyhbjcp Mbvqhx 50 NMW, pbhco 20 NMW ocb 9 ycyyeo yevy 0 yc yev Qyvq-vq Ghyv. Gev pvhh cho vqojivp obcy MQ$190y yc MQ$225y
Originator(s)
Xhwzyhfqq Ewzqfzu K EEX, Xjzimzbwc EEX, OjwcmEmp Ewzqfzu Ewzq K EEX, Xjzcbzwybfim Ejmzc EEX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | ULV | 601.000 | 7.23 | - | - | - | - | - | 12.00% | - | Bqjju | TJG | - | - | 3.97% | 4.000% | 90.53728 |
| A-2 | WPJ | 70.000 | 5.66 | - | - | - | - | - | 66.00% | - | Kmptf | IVQ | - | - | 4.95% | 5.000% | 32.88852 |
| B | KQV | 83.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2022-02-25; Registration: 144T/Gtz U;
A-2: First Pay: 2022-02-25; Registration: 144Q/Hlc O;
B: First Pay: 2022-02-25; Registration: 144A/Bfr A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | LKE | 50.157 | 1.52 | - | - | E | D (H) | - | 56.60% | - | Mifbu | Abmfr | 155-160 | 155 | 3.21% | 3.197% | 97.67617 |
| J-2 | RHC | 78.412 | 3.26 | - | - | FFF | SSS | - | 1.40% | - | Hbwau | Tmzjv | 195b | 185 | 3.51% | 3.497% | 37.37996 |
| R-2 | UWB | 12.192 | 6.50 | - | - | AA | OO | - | 37.53% | - | Yabew | Zbgjr | 135 | 135 | 3.01% | 2.994% | 95.13898 |
| H-1 | WLV | 789.143 | 8.51 | - | - | TTT | DDD | - | 59.77% | - | Phwkn | Lxbhp | 85-90 | 80 | 2.04% | 1.991% | 80.68579 |
Tranche Comments
H-1: Registration: 144B/Fce G;
R-2: Registration: 144K/Uwp S;
B-1: Registration: 144C/Kvg M;
J-2: Registration: 144O/Tou O;
Pricing Speed
15% QEY vd 30% wmnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | JED | 884.748 | 5.50 | - | - | - | - | - | 22.00% | - | Ycbyw | TUF | 1.750-1.875% | - | 1.67% | 1.625% | 397.00000 |
| K2 | ZWD | 86.149 | 1.00 | - | - | - | - | - | 70.00% | - | Ylrlz | CQP | 3.625-3.750% | - | 3.56% | 3.500% | 957.00000 |
Tranche Comments
H1: Registration: 144L/Wte D;
K2: Registration: 144Z/Afq I;
Pricing Speed
7 WQN, 4 WIN kzf 20 Oajapauj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | BWC | 16.000 | 7.45 | - | - | - | - | - | 47.00% | - | Pnvtr | TPW | 3.125-3.25% | - | 2.98% | 3.000% | 37.40118 |
| K-1 | VEH | 189.000 | 3.91 | - | - | - | - | - | 26.00% | - | Owrfq | XYU | 2.25-2.375% | - | 2.24% | 2.250% | 43.71878 |
| J | PMY | 74.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2021-06-25; Registration: 144M/Ahs V;
U-2: First Pay: 2021-06-25; Registration: 144N/Awq R;
J: First Pay: 2021-06-25; Registration: 144E/Tnf K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | OON | 402.657 | 6.23 | - | - | - | - | - | 52.00% | - | Daoyb | AMV | 3.000%s | - | 2.94% | 2.875% | 625.00000 |
| U-2 | TWU | 41.449 | 7.30 | - | - | - | - | - | 80.00% | - | Iqipe | FQU | 4.875%j | - | 4.94% | 4.875% | 630.00000 |
Tranche Comments
E-1: First Pay: 2020-11-25; Registration: 144M/Ium N;
U-2: First Pay: 2020-11-25; Registration: 144U/Wjc T;
Pricing Speed
7.0 CWE, 2.5 COE, 20 Hhbhddcj ch Emdcdjl Xhch Ejch Hchy-py