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
M-D	LWJ	484.000	2.70	-	VVV	-	-	-	58.00%	-	Gxymhsff	3fAONJ	-	-	193	3hEEHG+193	-	-
Q-C-E	HKW	83.000	6.30	-	ZZZ	-	-	-	33.00%	-	Adxwefbq	3bGJWD	-	-	193	3aJQOI+193	-	-
X	BZI	2.650	2.10	-	SSS	-	-	-	-	-	Sjmpjrsm	3tYPUL	-	-	130	3zUNHW+130	-	-
I-I	WYI	81.000	5.90	-	TT-	-	-	-	40.00%	-	Tzoxxcie	3fWCJW	-	-	850	3iXLYH+814	-	-
I-W	HZL	33.000	2.60	-	X	-	-	-	19.00%	-	Nvyokbbp	3kEXBA	-	-	320	3pUOKW+320	-	-
Iod	XYA	98.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-X	EQB	45.200	9.50	-	PPP-	-	-	-	54.00%	-	Ppfrdjnn	3xZKNG	-	-	500	3rSVCR+500	-	-
L-R	EXE	23.300	7.20	-	CC	-	-	-	29.00%	-	Ehobjpld	3iIEJW	-	-	250	3iJMQY+250	-	-

Tranche Comments

X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144O/Orc G; M-D: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Woy V; Q-C-E: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144V/Kix X; L-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144V/Jli W; I-W: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Ruo F; J-X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144L/Loa B; I-I: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144F/Kxj S; Iod: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Xhe P;

Deal Comments

Smgmg. Gwc Luoo Tmwuwzp 2.00

Risk Retention

JH - Nrps JJ/MJ - Nrp

Pricing Speed

20% SEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2007