III

Churchill MMSLF CLO (CHMML) III

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TIAA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	GFS	2.000	4.62	-	NNN	-	-	-	-	-	Xucopilo	QMFY	-	-	180	BWPZ+180	-	545.00000
Tqbanv	IXD	11.890	-	-	EM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	YPA	70.000	3.59	-	Z	-	-	-	63.00%	-	Tqzpqfqs	YMSB	-	-	420	YHHN+420	-	749.00000
M	GZJ	35.000	4.12	-	LLL-	-	-	-	93.00%	-	Rxostpxz	LBCZ	-	-	635	DGCT+635	-	391.00000
C	ZZD	377.000	4.99	-	HHH	-	-	-	38.50%	-	Fddedkka	BKTW	-	-	235	TDJH+235	-	378.00000
A	HUL	20.000	9.45	-	KK	-	-	-	76.00%	-	Drsehvcj	LBPL	-	-	320	VXJF+320	-	563.00000
V	QIV	71.000	4.68	-	NN-	-	-	-	31.00%	-	Vjsyqyfz	LXDE	-	-	875	WDNX+855.5	-	25.00000

Tranche Comments

J: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Kmj A; C: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Xuu K; A: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Kyr X; O: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Uhj E; M: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Vog P; V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Vsm X; Comments: Fqgcskz Aqezguskg Fqxx; Tqbanv: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Twb C;

Deal Comments

Rob Zzww Dzfhoog 2.00

Risk Retention

KR - Ohf

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2016