Churchill Middle Market CLO Ltd (CHMML) V

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PZYQ36.0002.60-HH---42.00%-Zwkyzhuw3sDXGI-1703cMTYG+170--
KinLMI56.800--------------Retained
W-2CUD34.0006.60-SSS---11.00%-Yqbrfvme3xVZGA-1553oZMKA+155--
NGAF24.0002.60-RR----62.00%-Gpanaxzn3tGMEK-6853bILTJ+685--
L-1BSB265.0008.20-XXXPPP--86.00%-Wuyfqura3hKNGD-1423uWSHK+142--
KJRJ14.1204.30-W---94.10%-Vjxrcxfj3bJKKP-2003yLBQE+200--
ZRYZ21.7801.90-WWW----64.00%-Vfmetbfw3yWJCD-3303aHBQA+330--
Tranche Comments
L-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144D/Rsk Q; W-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144K/Ohu L; P: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Y/Zio R; K: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144O/Lyb I; Z: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144F/Fts W; N: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144N/Cdx P; Kin: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144L/Wba W;
Deal Comments
Ozo-Ycyy Yfesznv 2.00
Risk Retention
ZH/HA - Omq
Pricing Speed
20% QCT
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 17, 2007
Refinancing
Yes
Reset
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research