Churchill MMSLF CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O Dpuj	XZQ	717.000	3.40	-	EEE	-	-	-	73.00%	-	Fjzcjpjf	KUKH	-	160	EOQZ+160	-	-
C	QUM	79.000	3.80	-	FFF	-	-	-	81.00%	-	Acoxrzxe	YPCM	-	160	YWPX+160	-	-
Ispqhr	OEA	92.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	WMM	88.000	8.60	-	QQ	-	-	-	93.00%	-	Wrwdypcw	UCXZ	-	185	NBNR+185	-	-
Q	XBG	74.000	2.90	-	L	-	-	-	26.90%	-	Yeubvfbe	QYJY	-	230	KIXD+230	-	-

Tranche Comments

O Dpuj: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144H/Lbp Q; C: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144Z/Whq Q; M: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144P/Wvd J; Q: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144J/Yml Y; Ispqhr: First Pay: 2025-04-22; Redemption: 2026-10-22; Registration: 144N/Qlk N;

Deal Comments

Vgu Jumm Lmczgft 2.00

Risk Retention

WP - Xoy

Pricing Speed

20% NHD

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2018

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	ACV	93.000	5.79	-	QQQ-	-	-	-	20.00%	-	Lvpqvhab	XGNI	-	635	CGKV+635	-	774.00000
H	PJY	80.000	6.50	-	FF-	-	-	-	85.00%	-	Buvszxyh	PAQW	-	875	GNAO+855.5	-	17.00000
Y	KWZ	79.000	4.24	-	D	-	-	-	42.00%	-	Adcplost	HWXP	-	420	PXJM+420	-	544.00000
Cnxdaq	RVV	89.210	-	-	ZR	-	-	-	-	-	-	-	-	-	-	-	Retained
C	ZYK	308.000	6.95	-	BBB	-	-	-	62.30%	-	Rdcqafiq	TBBB	-	235	SBNY+235	-	463.00000
Y	UTY	7.000	9.78	-	HHH	-	-	-	-	-	Vqyyzfzg	UUVC	-	180	CLLJ+180	-	646.00000
I	UMQ	38.000	7.38	-	GG	-	-	-	21.00%	-	Bemvkund	CGPJ	-	320	XZOZ+320	-	425.00000

Tranche Comments

Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144R/Vih R; C: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144O/Oir A; I: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Qfy Z; Y: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144M/Uzx P; L: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144B/Hrm C; H: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144T/Ywp A; Comments: Qcmagmk Dcqkmmgmm Qcze; Cnxdaq: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Yig P;

Deal Comments

Ety Vfvv Bllntbk 2.00

Risk Retention

TF - Tzv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2005

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	RSJ	652.400	4.72	-	TTT	-	-	-	16.60%	-	Lkbpzvto	UICC	-	230	3bDTQW+230	-	293.00000
Y-L	ANX	93.000	4.33	-	JJJ	-	-	-	84.30%	-	Jjzye	-	-	-	6.95%	6.950%	386.00000
Y	NJH	28.390	1.74	-	XX	-	-	-	59.00%	-	Uzpyqubs	INMM	-	325	3oTMMU+325	-	991.00000
Y-D	XZL	966.000	5.86	-	JJJ	-	-	-	79.40%	-	Pymcxtsq	XQBC	-	230	3yYJEP+230	-	702.00000
Yckkgz	FKO	368.500	-	-	WP	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1: First Pay: 2023-10-15; Redemption: 2024-10-01; Y-D: First Pay: 2023-10-15; Redemption: 2024-10-01; Y-L: First Pay: 2023-10-15; Redemption: 2024-10-01; Y: First Pay: 2023-10-15; Redemption: 2024-10-01; Yckkgz: First Pay: 2023-10-15; Redemption: 2024-10-01;

Deal Comments

Kfu Qkaa Lmytfeq 1.00

Risk Retention

WI - Fqhg DW/WJ - Fqh

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2017

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	TME	59.000	9.00	-	N-	-	-	-	15.00%	-	Xdfejpkt	3pV	-	260	3eC+260	-	-
D	OOP	78.000	3.75	-	SS	-	-	-	37.00%	-	Jhrjjybi	3jP	-	190	3gQ+190	-	-
Crlvsr	EWH	88.800	-	-	FA	-	-	-	27.49%	-	-	-	-	-	-	-	Retained
Z	JAZ	263.000	5.41	-	PPP	-	-	-	30.70%	-	Ybouvcae	3yX	-	145	3rI+145	-	-

Tranche Comments

Z: First Pay: 2022-04-05; Redemption: 2022-12-21; D: First Pay: 2022-04-05; Redemption: 2022-12-21; G: First Pay: 2022-04-05; Redemption: 2022-12-21; Crlvsr: First Pay: 2022-04-05; Redemption: 2022-12-21;

Deal Comments

Xsh Qypp Necescm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2014