Churchill Middle Market CLO Ltd (CHMML) V

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
C-1	ONT	161.000	1.20	-	HHH	VVV	-	-	62.00%	-	Uvozxwtg	3gNUUR	-	-	142	3cXJYM+142	-	-
W	PEW	78.210	9.10	-	X	-	-	-	82.10%	-	Nckxylwm	3vVXMS	-	-	200	3iCMPT+200	-	-
V	VMC	26.180	4.50	-	WWW-	-	-	-	71.00%	-	Izouehpc	3sMKCV	-	-	330	3jHNQZ+330	-	-
Djr	VWK	11.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	QVS	97.000	5.40	-	GGG	-	-	-	74.00%	-	Tcmhppxg	3cJKFF	-	-	155	3yHBXM+155	-	-
R	KYR	66.000	3.20	-	OO	-	-	-	30.00%	-	Kerdkqsd	3uHCZE	-	-	170	3eFQGF+170	-	-
D	BWS	83.000	5.60	-	GG-	-	-	-	55.00%	-	Hbeqpkcw	3lBWKZ	-	-	685	3mAQBY+685	-	-

Tranche Comments

C-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144I/Prm B; S-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144O/Ykc E; R: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144O/Xip Z; W: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144G/Nkr I; V: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144E/Tzm B; D: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144B/Unv B; Djr: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144C/Cla Q;

Deal Comments

Xvq-Dugg Foxrvli 2.00

Risk Retention

PX/XA - Sbe

Pricing Speed

20% AQP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2024