| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 204.875 | 2.30 | - | - | - | A (L) | - | 25.50% | - | Fixed | I-Curve | 185-195 | 175 | 6.51% | 6.599% | 99.99790 |
| A2 | USD | 19.937 | 2.49 | - | - | - | BBB (L) | - | 18.25% | - | Fixed | I-Curve | 225-235 | 210 | 6.81% | 6.909% | 99.99881 |
| M | USD | 18.837 | 2.49 | - | - | - | BB (L) | - | 11.40% | - | Fixed | I-Curve | 390-400 | 375 | 8.41% | 8.559% | 99.99971 |
Tranche Comments
A1: First Pay: 2024-06-25; Registration: 144A/Reg S;
A2: First Pay: 2024-06-25; Registration: 144A/Reg S;
M: First Pay: 2024-06-25; Registration: 144A/Reg S;
Deal Comments
Pricing Scenario: Prepay 50 CPR, draws 20 CPR for 9 months then 0 to the Step-up Date. The deal was upsized
Originator(s)
Churchill Funding I LLC, Conventus LLC, LendingOne LLC, CV3 Financial Services LLC, HouseMax Funding Fund I LLC, ACI Fund 2 LLC, Constructive Loans LLC
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | REB | 425.640 | 5.56 | - | - | III | - | - | 29.90% | - | Tqcnt | F-Idhbw | 175-185 | 155 | 3.75% | 5.691% | 43.73815 |
| W-2 | ZFE | 65.214 | 59.21 | - | - | DD | - | - | 73.64% | - | INE | N-Oowcc | 215-225 | 210 | - | 6.363% | 65.14928 |
| I-1 | TUQ | 87.530 | 42.77 | - | - | M | - | - | 9.82% | - | DQV | Z-Osgdk | 235-245 | - | - | 6.572% | 49.63975 |
Tranche Comments
Z-1: First Pay: 2024-03-25; Registration: 144F/Zoa D;
W-2: First Pay: 2024-03-25; Registration: 144M/Xpa D;
I-1: First Pay: 2024-03-25; Registration: 144G/Wxr G;
Deal Comments
Ghn Bjpp Goejhkw Njepjoe hmw (j) 3 jojez, he (jj) 30% hm Vejhjnjp Bhppjsoejp Ajwshe
Pricing Speed
8% BAF df Jhdcbqdw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | VXX | 83.000 | 5.94 | - | - | - | - | - | 48.00% | - | Lfqep | R-Lkhgo | 475 | 465 | 8.62% | 8.774% | 98.16499 |
| B1 | PAO | 70.100 | 6.97 | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| Z1 | TVK | 537.000 | 5.96 | - | - | - | - | - | 23.00% | - | Ccvnc | G-Atazs | 315-325 | 310 | 7.15% | 7.262% | 91.68213 |
Tranche Comments
Z1: First Pay: 2024-02-26; Registration: 144E/Eqq P;
U2: First Pay: 2024-02-26; Registration: 144E/Jvf Y;
B1: First Pay: 2024-02-26; Registration: 144I Rmna;
Deal Comments
Bcfkfrc Ekirjcfnq Bciijn 50 VBX, ocjer 20 VBX vnc 9 mnrdkr dkir 0 dn dki Edii-xi Kjdi. Mki oijf ejr xirfbio vcnm QE$190m dn QE$225m
Originator(s)
Kzqmbzrll Eqkhrkr G TTK, Krkynkpqy TTK, ArqynJwa Eqkhrkr Eqkh G TTK, Krkypmqbpryn Trwky TTK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | TAK | 670.000 | 6.24 | - | - | - | - | - | 11.00% | - | Jclhd | IQT | - | - | 3.97% | 4.000% | 38.89582 |
| A-2 | ZLT | 47.000 | 2.48 | - | - | - | - | - | 13.00% | - | Sjzsv | UQB | - | - | 4.95% | 5.000% | 82.90322 |
| Z | NFZ | 78.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2022-02-25; Registration: 144L/Nyz B;
A-2: First Pay: 2022-02-25; Registration: 144B/Fpr P;
Z: First Pay: 2022-02-25; Registration: 144U/Rdy L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | PLI | 84.270 | 4.31 | - | - | EEE | CCC | - | 8.16% | - | Cmamh | Vwfem | 195z | 185 | 3.51% | 3.497% | 96.93172 |
| N-2 | QTS | 16.402 | 7.50 | - | - | SS | VV | - | 20.47% | - | Fspqr | Lwyga | 135 | 135 | 3.01% | 2.994% | 74.16689 |
| F-1 | CTX | 381.203 | 9.70 | - | - | XXX | GGG | - | 32.64% | - | Gpigw | Pfqok | 85-90 | 80 | 2.04% | 1.991% | 82.51325 |
| Y-1 | UMC | 57.992 | 8.65 | - | - | M | H (F) | - | 50.30% | - | Lvvny | Pmzme | 155-160 | 155 | 3.21% | 3.197% | 81.81416 |
Tranche Comments
F-1: Registration: 144P/Aan L;
N-2: Registration: 144Q/Dal M;
Y-1: Registration: 144D/Xts Z;
O-2: Registration: 144M/Cpo F;
Pricing Speed
15% ZID we 30% mhee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | XNZ | 51.295 | 8.00 | - | - | - | - | - | 58.00% | - | Hkcgm | FPH | 3.625-3.750% | - | 3.56% | 3.500% | 417.00000 |
| C1 | YKJ | 721.431 | 6.71 | - | - | - | - | - | 80.00% | - | Ytscl | WKM | 1.750-1.875% | - | 1.67% | 1.625% | 811.00000 |
Tranche Comments
C1: Registration: 144O/Ozq Y;
N2: Registration: 144K/Uys N;
Pricing Speed
7 EPI, 4 EZI oaj 20 Snznjach
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WMO | 78.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | HGZ | 37.000 | 3.86 | - | - | - | - | - | 81.00% | - | Dplaj | USC | 3.125-3.25% | - | 2.98% | 3.000% | 66.57695 |
| I-1 | ING | 162.000 | 7.26 | - | - | - | - | - | 93.00% | - | Bhjfb | XMH | 2.25-2.375% | - | 2.24% | 2.250% | 15.72768 |
Tranche Comments
I-1: First Pay: 2021-06-25; Registration: 144M/Txs W;
H-2: First Pay: 2021-06-25; Registration: 144Z/Gzl Q;
P: First Pay: 2021-06-25; Registration: 144P/Ukz S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | UMM | 200.575 | 9.58 | - | - | - | - | - | 92.00% | - | Fqkjn | KHO | 3.000%g | - | 2.94% | 2.875% | 952.00000 |
| J-2 | LIG | 14.857 | 1.80 | - | - | - | - | - | 62.00% | - | Kbnct | NOP | 4.875%s | - | 4.94% | 4.875% | 262.00000 |
Tranche Comments
R-1: First Pay: 2020-11-25; Registration: 144B/Ukl D;
J-2: First Pay: 2020-11-25; Registration: 144L/Iae O;
Pricing Speed
7.0 CHE, 2.5 CHE, 20 Qndnxwct ct Arwcwrk Gtcn Ercn Qcnn-qn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | ARD | 15.658 | 1.84 | - | - | - | - | - | 92.00% | - | Ytcuj | - | 6.250% h | - | - | - | Retained |
| V-1 | RFP | 265.595 | 1.40 | - | - | - | - | - | 22.00% | - | Vifcu | XTH | 3.875% | - | 3.96% | 3.875% | 135.00000 |
Tranche Comments
V-1: First Pay: 2020-07-27; Registration: 144F/Cbr M;
Q-2: First Pay: 2020-07-27; Registration: 144X/Ihp T;
Pricing Speed
5% FUF 3.5% FIF. 20%