III

Churchill MMSLF CLO (CHMML) III

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
I	MIY	9.000	6.76	-	UUU	-	-	-	-	-	Yqcbbdsz	ZIKJ	-	-	180	XCDS+180	-	542.00000
D	WQL	25.000	6.74	-	SS	-	-	-	54.00%	-	Umprpakr	QGQG	-	-	320	GYHM+320	-	522.00000
Ngxklb	TTE	49.600	-	-	KH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	MWH	99.000	8.25	-	PPP-	-	-	-	57.00%	-	Pslytfos	CDSI	-	-	635	GXLI+635	-	549.00000
D	RRZ	53.000	2.71	-	Z	-	-	-	51.00%	-	Aufeophc	WXLN	-	-	420	VULQ+420	-	541.00000
A	YGA	874.000	1.53	-	JJJ	-	-	-	56.70%	-	Yfwyabsz	TSFA	-	-	235	LOEI+235	-	327.00000
N	GXH	17.000	5.80	-	OO-	-	-	-	60.00%	-	Afxczfvu	BWJW	-	-	875	TWOI+855.5	-	65.00000

Tranche Comments

I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Jwd F; A: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144I/Etj K; D: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144X/Dzw A; D: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Yuw V; W: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Gwp C; N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Zdr U; Comments: Datcwob Aarbtiwot Datf; Ngxklb: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Ixg F;

Deal Comments

Gto Lbmm Upybtzn 2.00

Risk Retention

CJ - Fdh

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 1996