Churchill MMSLF CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	PGS	35.000	4.60	-	VVV	-	-	-	58.00%	-	Lhupcqas	ZEJR	-	160	ZTSX+160	-	-
W Romt	UPR	333.000	8.50	-	BBB	-	-	-	24.00%	-	Wppsrikr	VZOU	-	160	BUEG+160	-	-
X	TOW	69.000	9.40	-	CC	-	-	-	81.00%	-	Zzmjdwtd	IATQ	-	185	JAGM+185	-	-
S	YPP	79.000	3.20	-	F	-	-	-	61.40%	-	Vfmzwhtf	TCGS	-	230	SSHB+230	-	-
Smpmof	YRE	87.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W Romt: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144N/Iii I; X: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144B/Rvu B; X: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144E/Imu Y; S: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144F/Xwh N; Smpmof: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144K/Puv K;

Deal Comments

Ltt Cphh Qasjtal 2.00

Risk Retention

RG - Znm

Pricing Speed

20% FQJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2012

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	BXP	42.000	6.31	-	HHH-	-	-	-	84.00%	-	Oeyekxlf	NVZR	-	635	XWEX+635	-	878.00000
Qqoesk	WEJ	87.260	-	-	QL	-	-	-	-	-	-	-	-	-	-	-	Retained
X	AVM	4.000	1.19	-	VVV	-	-	-	-	-	Awvzaoay	MCOP	-	180	LIJR+180	-	749.00000
E	IGI	883.000	7.20	-	ZZZ	-	-	-	40.10%	-	Cvvvjtlj	XTUA	-	235	QBZS+235	-	956.00000
K	UKZ	11.000	8.99	-	L	-	-	-	60.00%	-	Axfhwbzx	ILYB	-	420	XBPY+420	-	482.00000
B	PZO	63.000	8.53	-	AA	-	-	-	37.00%	-	Wkjrrccp	LWLZ	-	320	GTEO+320	-	578.00000
L	QGH	98.000	8.54	-	KK-	-	-	-	30.00%	-	Dslwvboz	TUSA	-	875	AXCD+855.5	-	79.00000

Tranche Comments

X: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144K/Hbr B; E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144F/Rcl P; B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144Q/Tqh M; K: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Ydm J; V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144E/Vyi V; L: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144V/Ocs J; Comments: Ruqqbrn Euinqobrq Rukl; Qqoesk: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144L/Okl C;

Deal Comments

Mpq Doff Dmsspyv 2.00

Risk Retention

ZE - Kmy

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2002

Reset

Yes

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-O	FFP	227.000	3.71	-	EEE	-	-	-	81.20%	-	Bqlcjupy	BMKS	-	230	3rCMCJ+230	-	130.00000
F-1	TAP	667.760	4.53	-	DDD	-	-	-	11.50%	-	Shrvscvr	WPWG	-	230	3jPZOS+230	-	589.00000
Gchpvf	YLC	554.500	-	-	EB	-	-	-	-	-	-	-	-	-	-	-	Retained
J	QCC	54.720	8.61	-	EE	-	-	-	49.00%	-	Dfhlemlz	XHPR	-	325	3yEHZB+325	-	903.00000
Q-C	KFE	71.000	9.62	-	BBB	-	-	-	83.50%	-	Zuxoj	-	-	-	6.95%	6.950%	622.00000

Tranche Comments

F-1: First Pay: 2023-10-15; Redemption: 2024-10-01; A-O: First Pay: 2023-10-15; Redemption: 2024-10-01; Q-C: First Pay: 2023-10-15; Redemption: 2024-10-01; J: First Pay: 2023-10-15; Redemption: 2024-10-01; Gchpvf: First Pay: 2023-10-15; Redemption: 2024-10-01;

Deal Comments

Wxg Vmoo Deywxxf 1.00

Risk Retention

RM - Fino DR/RD - Fin

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2013

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	TPI	65.000	8.80	-	II	-	-	-	86.00%	-	Qmoxtxql	3kM	-	190	3zM+190	-	-
Sbzcot	IYF	85.400	-	-	QG	-	-	-	83.24%	-	-	-	-	-	-	-	Retained
V	ZOH	51.000	2.00	-	A-	-	-	-	26.00%	-	Ohcplcad	3rJ	-	260	3dZ+260	-	-
O	JKI	600.000	9.65	-	GGG	-	-	-	27.60%	-	Yzoqrbim	3rW	-	145	3gN+145	-	-

Tranche Comments

O: First Pay: 2022-04-05; Redemption: 2022-12-21; E: First Pay: 2022-04-05; Redemption: 2022-12-21; V: First Pay: 2022-04-05; Redemption: 2022-12-21; Sbzcot: First Pay: 2022-04-05; Redemption: 2022-12-21;

Deal Comments

Qno Mkaa Sbxnnrt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 2002