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
W	PVB	53.100	9.40	-	BB	-	-	-	20.00%	-	Vlqmfxnn	3cZ	-	-	255	3aO+255	-	787.00000
A-1	UPP	79.500	2.20	-	VVV-	-	-	-	63.50%	-	Cvrjfkza	3rP	-	-	475	3bE+475	-	369.00000
H-2	IPA	8.000	4.30	-	AAA-	-	-	-	83.40%	-	Zvjbf	-	-	-	475	6.53%	-	-
Kbdpbn	PXM	50.530	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	VHQ	333.000	4.90	-	VVV	-	-	-	15.00%	-	Phmqccod	3dU	-	-	175	3fI+175	-	405.00000
R-2	BJH	56.000	7.30	-	LLL	-	-	-	44.00%	-	Bwmlq	-	-	-	175	3.46%	-	-
G	PXY	72.700	2.40	-	X-	-	-	-	88.90%	-	Eqssrkdi	3rG	-	-	365	3eP+365	-	686.00000
P-2	MWA	29.700	5.90	-	CC-	-	-	-	15.00%	-	Tbxcpwcq	3sT	-	-	1020	3uE+927	-	67.00000
I-Y	ATL	16.000	9.30	-	TTT	-	-	-	82.00%	-	Vmrfmblk	3kJ	-	-	175	3xX+175	-	566.00000
F-1	GJB	95.000	8.60	-	QQ+	-	-	-	19.80%	-	Qudftdnh	3rZ	-	-	850	3xO+850	-	867.00000

Tranche Comments

G-1: Redemption: 2022-01-23; Registration: 144W/Cee M; R-2: Redemption: 2022-01-23; Registration: 144D/Fyn K; I-Y: Redemption: 2022-01-23; Registration: 144Q/Byt Q; W: Redemption: 2022-01-23; Registration: 144N/Dpn A; G: Redemption: 2022-01-23; Registration: 144T/Xiq B; A-1: Redemption: 2022-01-23; Registration: 144A/Nyx E; H-2: Redemption: 2022-01-23; Registration: 144H/Dwy J; F-1: Redemption: 2022-01-23; Registration: 144C/Ezn E; P-2: Redemption: 2022-01-23; Registration: 144B/Uih D; Kbdpbn: Redemption: 2022-01-23; Registration: 144Q/Htp V;

Deal Comments

Vou-Uvbb Vyhlojs 2.00

Pricing Speed

20% TCO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2009