Churchill MMSLF CLO (CHMML) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Teachers Insurance and Annuity Association of America (TIAA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z-R	FTD	61.000	3.85	-	JJJ	-	-	-	18.80%	-	Rhjas	-	-	-	-	6.95%	6.950%	413.00000
Hjoujy	VFD	296.400	-	-	DQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	PPT	45.780	7.34	-	AA	-	-	-	74.00%	-	Yqewwiii	AHMX	-	-	325	3iPOEH+325	-	355.00000
P-O	UJS	572.000	7.25	-	HHH	-	-	-	70.40%	-	Nzeohjrj	IWOD	-	-	230	3xKIUJ+230	-	906.00000
Y-1	TPN	356.780	5.31	-	TTT	-	-	-	84.10%	-	Vjyabded	PJGM	-	-	230	3eEKQL+230	-	706.00000

Tranche Comments

Y-1: First Pay: 2023-10-15; Redemption: 2024-10-01; P-O: First Pay: 2023-10-15; Redemption: 2024-10-01; Z-R: First Pay: 2023-10-15; Redemption: 2024-10-01; J: First Pay: 2023-10-15; Redemption: 2024-10-01; Hjoujy: First Pay: 2023-10-15; Redemption: 2024-10-01;

Deal Comments

Dxn Wynn Mfbmxpe 1.00

Risk Retention

IA - Dbjh FI/IB - Dbj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2017