Churchill MMSLF CLO

Deals

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
A	ZFH	46.000	4.50	-	FFF	-	-	-	26.00%	-	Bdvppyel	PETY	-	-	160	THIH+160	-	-
Z	JRJ	39.000	7.90	-	G	-	-	-	96.80%	-	Obwceprm	KECZ	-	-	230	XSTF+230	-	-
Pdlcsm	QXI	99.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H Izxc	LBJ	760.000	9.10	-	KKK	-	-	-	78.00%	-	Bjhsecuy	TSMZ	-	-	160	TTFG+160	-	-
X	XFP	72.000	2.30	-	EE	-	-	-	26.00%	-	Lrfjzsve	BEML	-	-	185	HJDS+185	-	-

Tranche Comments

H Izxc: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144T/Pub M; A: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144W/Wwm E; X: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144Z/Adv N; Z: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144N/Ilp F; Pdlcsm: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144Y/Cwn X;

Deal Comments

Ivw Xhgg Owclvqy 2.00

Risk Retention

TQ - Bwv

Pricing Speed

20% SVW

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 1998