III

Churchill Middle Market CLO Ltd (CHMML) III

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
I-C	FMJ	69.000	3.20	-	SSS	-	-	-	28.00%	-	Zvxbmdcq	3yA	-	-	150	3dO+150	-	-
J-2	PEE	1.000	5.20	-	DD	-	-	-	34.20%	-	Cniwd	-	-	-	190	3.13%	-	-
C	USD	23.300	5.80	-	Y-	-	-	-	21.00%	-	Hkxklelg	3cX	-	-	260	3xL+260	-	-
R	WPL	96.800	7.70	-	QQQ-	-	-	-	23.00%	-	Iskyfbqp	3pQ	-	-	380	3tL+380	-	-
O	GUN	37.000	9.10	-	GG-	-	-	-	44.00%	-	Ewwbjpjh	3nR	-	-	850	3qT+816	-	-
Hdc	YON	48.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	OBP	28.900	2.50	-	TT	-	-	-	36.80%	-	Hpcjmqkd	3sS	-	-	190	3nS+190	-	-
G-1	PSL	846.000	9.60	-	OOO	-	-	-	10.00%	-	Hmqdskrb	3oT	-	-	150	3pN+150	-	-

Tranche Comments

G-1: First Pay: 2022-04-24; Redemption: 2023-10-24; I-C: First Pay: 2022-04-24; Redemption: 2023-10-24; F-1: First Pay: 2022-04-24; Redemption: 2023-10-24; J-2: First Pay: 2022-04-24; Redemption: 2023-10-24; C: First Pay: 2022-04-24; Redemption: 2023-10-24; R: First Pay: 2022-04-24; Redemption: 2023-10-24; O: First Pay: 2022-04-24; Redemption: 2023-10-24; Hdc: First Pay: 2022-04-24; Redemption: 2023-10-24;

Deal Comments

Qyf Iykk Ylzqyon 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2012