Churchill Middle Market CLO Ltd (CHMML) V

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	GUL	96.140	6.50	-	N	-	-	-	70.40%	-	Mrzwwdkq	3kGHFU	-	200	3aTZZZ+200	-	-
A-2	EIX	99.000	3.20	-	CCC	-	-	-	97.00%	-	Tqcusqkk	3nWHPT	-	155	3wYZOB+155	-	-
N	XUG	44.800	9.60	-	CCC-	-	-	-	54.00%	-	Sedpsdtl	3rIXPO	-	330	3iPKVG+330	-	-
Esx	HFT	94.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	QXD	762.000	1.20	-	PPP	XXX	-	-	68.00%	-	Fafkajod	3yXCYD	-	142	3gGZXS+142	-	-
R	EPQ	95.000	1.20	-	HH	-	-	-	18.00%	-	Cseopbhy	3oGLDB	-	170	3qVXPH+170	-	-
S	EMI	98.000	1.60	-	VV-	-	-	-	26.00%	-	Byohmoex	3aYZSN	-	685	3pDNNM+685	-	-

Tranche Comments

E-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Z/Uyh F; A-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144K/Zsm L; R: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144C/Kos S; Q: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144D/Vqd W; N: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144H/Ybm J; S: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144U/Dqw I; Esx: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144M/Juc S;

Deal Comments

Tnt-Fqjj Knlrnhf 2.00

Risk Retention

VU/UE - Qlp

Pricing Speed

20% IEG

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2023