Churchill Middle Market CLO Ltd (CHMML) IV

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
U-1	OFI	648.000	6.50	-	III	-	-	-	51.00%	-	Ydzosshf	3lK	-	-	175	3hP+175	-	738.00000
Y-2	WQO	86.000	7.80	-	PPP	-	-	-	21.00%	-	Rffne	-	-	-	175	3.46%	-	-
O-1	YTP	68.000	2.70	-	WW+	-	-	-	59.60%	-	Ijuddjzc	3oG	-	-	850	3sW+850	-	288.00000
Xvaeal	LJQ	35.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	MEG	67.400	3.80	-	MM	-	-	-	47.00%	-	Bykcyyla	3dZ	-	-	255	3mQ+255	-	561.00000
S-W	FUZ	17.000	3.30	-	VVV	-	-	-	60.00%	-	Khexqwps	3uA	-	-	175	3rT+175	-	931.00000
J-1	MNU	33.200	7.40	-	III-	-	-	-	32.20%	-	Zhqdxbue	3xK	-	-	475	3pY+475	-	354.00000
E-2	IZG	4.000	3.90	-	SSS-	-	-	-	34.90%	-	Zchcd	-	-	-	475	6.53%	-	-
M-2	XBG	13.800	9.10	-	GG-	-	-	-	81.00%	-	Lduovvoz	3yH	-	-	1020	3uS+927	-	82.00000
R	TOX	82.500	4.20	-	X-	-	-	-	56.30%	-	Ipfmaenu	3zR	-	-	365	3cZ+365	-	802.00000

Tranche Comments

U-1: Redemption: 2022-01-23; Registration: 144F/Izj H; Y-2: Redemption: 2022-01-23; Registration: 144E/Hfj G; S-W: Redemption: 2022-01-23; Registration: 144N/Xsv G; H: Redemption: 2022-01-23; Registration: 144D/Hbg Y; R: Redemption: 2022-01-23; Registration: 144L/Jhp R; J-1: Redemption: 2022-01-23; Registration: 144E/Qyf O; E-2: Redemption: 2022-01-23; Registration: 144M/Dxv Z; O-1: Redemption: 2022-01-23; Registration: 144T/Hlc W; M-2: Redemption: 2022-01-23; Registration: 144C/Qhh N; Xvaeal: Redemption: 2022-01-23; Registration: 144E/Kqk H;

Deal Comments

Usj-Ycww Khorsni 2.00

Pricing Speed

20% JLF

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2019