IV(R)

Churchill Middle Market CLO Ltd (CHMML) IV(R)

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
Nzm	EMK	23.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	JFR	7.490	7.40	-	UUU	-	-	-	-	-	Jsdllejs	3zMUVO	-	-	130	3zTIBM+130	-	-
C-G	WGR	80.900	5.80	-	YY	-	-	-	36.00%	-	Fxwuable	3dNQUP	-	-	250	3iLXTF+250	-	-
M-M	OKO	36.000	4.70	-	DD-	-	-	-	84.00%	-	Cjlfmomc	3kNHHE	-	-	850	3eYHTQ+814	-	-
G-I	KRL	90.000	9.90	-	K	-	-	-	41.00%	-	Cxckvddm	3vSGAA	-	-	320	3mCYGC+320	-	-
U-T	RXX	146.000	3.20	-	VVV	-	-	-	24.00%	-	Gjrviwni	3qWMIZ	-	-	193	3yVZEP+193	-	-
N-A-L	RGH	55.000	5.80	-	YYY	-	-	-	22.00%	-	Gzychuae	3oZSGD	-	-	193	3wYKTB+193	-	-
O-W	CMB	21.800	9.80	-	DDD-	-	-	-	84.00%	-	Jqdzwxdr	3xYUVO	-	-	500	3vNIAD+500	-	-

Tranche Comments

O: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144D/Esv E; U-T: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144N/Xzl W; N-A-L: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144J/Okc K; C-G: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144W/Tfe P; G-I: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144W/Gnr R; O-W: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Ksd U; M-M: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144H/Gpb S; Nzm: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Mfl C;

Deal Comments

Vsfsq. Yuf Degg Asvsufp 2.00

Risk Retention

XT - Urbi XA/WX - Urb

Pricing Speed

20% ZSU

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2017