FINSIGHT

TIAA Churchill Middle Market CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	415.000	5.30	-	AAA	-	-	-	42.00%	-	Floating	3mL	-	150	3mL+150	-	-
A-L	USD	20.000	5.30	-	AAA	-	-	-	42.00%	-	Floating	3mL	-	150	3mL+150	-	-
B-1	USD	81.200	6.60	-	AA	-	-	-	30.50%	-	Floating	3mL	-	190	3mL+190	-	-
B-2	USD	5.000	6.60	-	AA	-	-	-	30.50%	-	Fixed	-	-	190	3.13%	-	-
C	USD	56.300	7.50	-	A-	-	-	-	23.00%	-	Floating	3mL	-	260	3mL+260	-	-
D	USD	37.500	8.10	-	BBB-	-	-	-	18.00%	-	Floating	3mL	-	380	3mL+380	-	-
E	USD	45.000	8.70	-	BB-	-	-	-	12.00%	-	Floating	3mL	-	850	3mL+816	-	-
Sub	USD	90.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2022-04-24; Redemption: 2023-10-24; A-L: First Pay: 2022-04-24; Redemption: 2023-10-24; B-1: First Pay: 2022-04-24; Redemption: 2023-10-24; B-2: First Pay: 2022-04-24; Redemption: 2023-10-24; C: First Pay: 2022-04-24; Redemption: 2023-10-24; D: First Pay: 2022-04-24; Redemption: 2023-10-24; E: First Pay: 2022-04-24; Redemption: 2023-10-24; Sub: First Pay: 2022-04-24; Redemption: 2023-10-24;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2025

TIAA