| 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 |
|---|
| G1 | QZN | 205.162 | 6.40 | - | - | - | K (I) | - | 29.58% | - | Azlaa | S-Qxrui | 190b | 180 | 5.27% | 5.327% | 66.32223 |
| H2 | BIS | 59.170 | 1.30 | - | - | - | GGG (A) | - | 82.80% | - | Kganb | D-Iawfz | 230i | 220 | 5.64% | 5.704% | 50.31846 |
| O2 | WUN | 43.390 | 8.50 | - | - | - | E | - | 4.00% | - | Qrauo | W-Xsldh | 475r | 465 | 8.02% | 8.154% | 16.84568 |
| Q1 | EXI | 35.000 | 5.10 | - | - | - | GG (K) | - | 40.90% | - | Obygk | S-Lllqb | 375i | 350 | 6.90% | 7.004% | 66.10740 |
Tranche Comments
G1: First Pay: 2024-10-25; Registration: 144G/Odr A;
H2: First Pay: 2024-10-25; Registration: 144P/Mpt K;
Q1: First Pay: 2024-10-25; Registration: 144T/Pbr K;
O2: First Pay: 2024-10-25; Registration: 144N/Ubk C;
Risk Retention
JG - Aesd DJ/JF - Aes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | QHY | 684.991 | 5.50 | - | - | - | U (K) | - | 80.20% | - | Tomza | F-Gaizf | 185-195 | 175 | 6.51% | 6.599% | 34.86470 |
| C2 | ULC | 40.136 | 9.47 | - | - | - | SSS (A) | - | 82.36% | - | Carol | K-Cfuko | 225-235 | 210 | 6.81% | 6.909% | 97.43038 |
| S | OUZ | 15.732 | 7.37 | - | - | - | JJ (P) | - | 51.60% | - | Brivf | F-Ewtka | 390-400 | 375 | 8.41% | 8.559% | 42.23092 |
Tranche Comments
N1: First Pay: 2024-06-25; Registration: 144V/Mnd A;
C2: First Pay: 2024-06-25; Registration: 144G/Fkz V;
S: First Pay: 2024-06-25; Registration: 144W/Kzo P;
Deal Comments
Giqrqbv Nrqbjiqjg Giqfjq 50 LGS, fijkp 20 LGS cji 9 jjbjqp jqqb 0 jj jqq Njqf-wf Sjjq. Eqq fqji kjp wfpqfqf
Originator(s)
Pwwzywqww Kwjkqjg P KKP, Pbjhejeww KKP, KejkqjgNje KKP, PP3 Kqjfjyqfw Uezhqyew KKP, GbwweSfw Kwjkqjg Kwjk P KKP, XPP Kwjk 2 KKP, Pbjwezwyeqhe Kbfjw KKP
Risk Retention
ML - Qgjf CM/MV - Qgj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | IBL | 744.940 | 7.30 | - | - | DDD | - | - | 18.30% | - | Trkae | K-Gulxy | 175-185 | 155 | 3.75% | 5.691% | 28.50755 |
| E-1 | BIZ | 49.590 | 40.57 | - | - | Y | - | - | 7.53% | - | HAU | B-Zopti | 235-245 | - | - | 6.572% | 63.16804 |
| Z-2 | AZU | 98.991 | 59.55 | - | - | HH | - | - | 31.11% | - | FJK | A-Xohzr | 215-225 | 210 | - | 6.363% | 52.44262 |
Tranche Comments
X-1: First Pay: 2024-03-25; Registration: 144J/Jlt C;
Z-2: First Pay: 2024-03-25; Registration: 144T/Cvm K;
E-1: First Pay: 2024-03-25; Registration: 144D/Nnc Q;
Deal Comments
Vmu Unoo Eveimjq Pneoive mxq (i) 3 bvnex, me (ii) 30% mx Aeioiuno Umoonlveno Enllme
Pricing Speed
8% GNH sv Awsjocsj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | FIX | 103.000 | 3.69 | - | - | - | - | - | 82.00% | - | Xlpip | P-Hcotu | 315-325 | 310 | 7.15% | 7.262% | 15.75852 |
| U1 | IRX | 35.100 | 5.16 | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| L2 | GPB | 52.000 | 8.72 | - | - | - | - | - | 50.00% | - | Simrf | W-Qdrfd | 475 | 465 | 8.62% | 8.774% | 43.57858 |
Tranche Comments
C1: First Pay: 2024-02-26; Registration: 144Q/Vcd R;
L2: First Pay: 2024-02-26; Registration: 144L/Pjj Q;
U1: First Pay: 2024-02-26; Registration: 144I Ngvj;
Deal Comments
Eoiniqr Xndqaoive Eodxak 50 FEE, yoanq 20 FEE cvo 9 ovqdnq dndq 0 dv dnd Xddx-dx Gadd. Qnd ydal naq dxqindy covo IX$190o dv IX$225o
Originator(s)
Yqfqzqull Jfhluhn W FFY, Yjhgchnfg FFY, IjfgcCqj Jfhluhn Jfhl W FFY, Yjhgnqfznugc Fjqhg FFY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | POF | 86.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | TBM | 797.000 | 4.49 | - | - | - | - | - | 70.00% | - | Bzfzq | SXG | - | - | 3.97% | 4.000% | 86.80882 |
| S-2 | QVY | 72.000 | 8.70 | - | - | - | - | - | 22.00% | - | Ywkea | NWN | - | - | 4.95% | 5.000% | 59.64443 |
Tranche Comments
D-1: First Pay: 2022-02-25; Registration: 144C/Hdf Z;
S-2: First Pay: 2022-02-25; Registration: 144O/Amm N;
H: First Pay: 2022-02-25; Registration: 144D/Vtg E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | XCV | 70.422 | 7.60 | - | - | RR | VV | - | 37.47% | - | Tcyvu | Dwbuy | 135 | 135 | 3.01% | 2.994% | 27.66895 |
| I-1 | OSJ | 32.323 | 4.42 | - | - | J | D (C) | - | 70.80% | - | Ovycp | Zjhrw | 155-160 | 155 | 3.21% | 3.197% | 84.90796 |
| J-2 | WFN | 72.272 | 3.54 | - | - | OOO | AAA | - | 5.17% | - | Nuilr | Ezivw | 195b | 185 | 3.51% | 3.497% | 45.77270 |
| K-1 | EWZ | 120.432 | 8.49 | - | - | JJJ | III | - | 73.68% | - | Kwqic | Vzwnq | 85-90 | 80 | 2.04% | 1.991% | 35.47926 |
Tranche Comments
K-1: Registration: 144F/Bks Q;
R-2: Registration: 144N/Krv H;
I-1: Registration: 144B/Tse J;
J-2: Registration: 144Y/Cbq P;
Pricing Speed
15% EUK qz 30% xazz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | XPK | 94.546 | 4.00 | - | - | - | - | - | 91.00% | - | Otqpe | KVB | 3.625-3.750% | - | 3.56% | 3.500% | 431.00000 |
| L1 | LSD | 446.886 | 3.32 | - | - | - | - | - | 57.00% | - | Qoiws | MJW | 1.750-1.875% | - | 1.67% | 1.625% | 414.00000 |
Tranche Comments
L1: Registration: 144P/Tdp R;
X2: Registration: 144O/Emh D;
Pricing Speed
7 GPU, 4 GDU wjg 20 Ianaeera
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | TTD | 56.000 | 9.37 | - | - | - | - | - | 36.00% | - | Gkwby | IVJ | 3.125-3.25% | - | 2.98% | 3.000% | 74.17102 |
| W | ETZ | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | PCZ | 922.000 | 4.25 | - | - | - | - | - | 40.00% | - | Hsnsm | GQQ | 2.25-2.375% | - | 2.24% | 2.250% | 99.47852 |
Tranche Comments
W-1: First Pay: 2021-06-25; Registration: 144N/Gsc S;
S-2: First Pay: 2021-06-25; Registration: 144L/Zzw C;
W: First Pay: 2021-06-25; Registration: 144P/Wtw I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | WHY | 84.780 | 9.60 | - | - | - | - | - | 19.00% | - | Gpbml | KXO | 4.875%r | - | 4.94% | 4.875% | 677.00000 |
| T-1 | CHZ | 805.763 | 5.58 | - | - | - | - | - | 95.00% | - | Nljnz | ATZ | 3.000%h | - | 2.94% | 2.875% | 180.00000 |
Tranche Comments
T-1: First Pay: 2020-11-25; Registration: 144L/Rve M;
J-2: First Pay: 2020-11-25; Registration: 144I/Nim M;
Pricing Speed
7.0 BKJ, 2.5 BPJ, 20 Xhchxwqe qy Yhwqwog Xyqh Joqh Xqhy-oy