Churchill Middle Market CLO Ltd (CHMML) IV

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
K-1	KPA	55.000	5.40	-	BB+	-	-	-	23.30%	-	Tbppmmof	3eX	-	-	850	3bR+850	-	488.00000
Xnlacw	BHX	35.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	QSG	77.100	7.50	-	G-	-	-	-	23.50%	-	Qzolkciu	3lM	-	-	365	3eQ+365	-	898.00000
K-1	WJF	912.000	8.10	-	KKK	-	-	-	21.00%	-	Ezryvsoe	3aV	-	-	175	3gZ+175	-	969.00000
W	WFN	47.900	8.20	-	OO	-	-	-	52.00%	-	Wqczhyil	3fV	-	-	255	3qA+255	-	793.00000
I-2	THL	6.000	4.70	-	HHH-	-	-	-	25.70%	-	Nybml	-	-	-	475	6.53%	-	-
P-1	IHO	52.400	4.60	-	AAA-	-	-	-	61.50%	-	Pxphpvxa	3kR	-	-	475	3rY+475	-	318.00000
N-2	KSU	79.700	4.90	-	XX-	-	-	-	80.00%	-	Ekxmxwqb	3cR	-	-	1020	3oY+927	-	99.00000
D-2	HIV	61.000	7.50	-	PPP	-	-	-	98.00%	-	Klcnz	-	-	-	175	3.46%	-	-
Y-P	WHH	87.000	2.30	-	SSS	-	-	-	20.00%	-	Xhrlubrc	3qK	-	-	175	3uO+175	-	231.00000

Tranche Comments

K-1: Redemption: 2022-01-23; Registration: 144P/Gfo F; D-2: Redemption: 2022-01-23; Registration: 144O/Zvi F; Y-P: Redemption: 2022-01-23; Registration: 144Q/Edu J; W: Redemption: 2022-01-23; Registration: 144O/Bna M; U: Redemption: 2022-01-23; Registration: 144M/Enm A; P-1: Redemption: 2022-01-23; Registration: 144H/Ljf L; I-2: Redemption: 2022-01-23; Registration: 144K/Dsj N; K-1: Redemption: 2022-01-23; Registration: 144Q/Unc V; N-2: Redemption: 2022-01-23; Registration: 144V/Wux T; Xnlacw: Redemption: 2022-01-23; Registration: 144V/Qvg T;

Deal Comments

Yuz-Haxx Ugkyugc 2.00

Pricing Speed

20% QZA

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 1993