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
Q-1	HJH	108.000	9.40	-	MMM	-	-	-	42.00%	-	Sfwcbltf	3xT	-	-	150	3bL+150	-	-
K-Y	KIT	56.000	2.40	-	MMM	-	-	-	66.00%	-	Avsycwok	3pA	-	-	150	3bE+150	-	-
R	GYZ	57.800	8.50	-	L-	-	-	-	92.00%	-	Xyumazjp	3iQ	-	-	260	3jE+260	-	-
F	AVH	72.000	4.70	-	YY-	-	-	-	31.00%	-	Hyrwddoo	3tA	-	-	850	3kZ+816	-	-
O	KXW	33.200	6.10	-	VVV-	-	-	-	11.00%	-	Kjwxoftl	3kD	-	-	380	3hB+380	-	-
S-2	WBO	4.000	6.90	-	JJ	-	-	-	72.20%	-	Gqvog	-	-	-	190	3.13%	-	-
Bqc	KNG	60.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1	LBR	91.300	3.60	-	PP	-	-	-	88.80%	-	Ohuwkksq	3eL	-	-	190	3yE+190	-	-

Tranche Comments

Q-1: First Pay: 2022-04-24; Redemption: 2023-10-24; K-Y: First Pay: 2022-04-24; Redemption: 2023-10-24; J-1: First Pay: 2022-04-24; Redemption: 2023-10-24; S-2: 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; F: First Pay: 2022-04-24; Redemption: 2023-10-24; Bqc: First Pay: 2022-04-24; Redemption: 2023-10-24;

Deal Comments

Ibo Hxaa Gslmblh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 1999