Churchill Middle Market CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	HPL	68.860	3.50	-	Q	-	-	-	17.30%	-	Exsbvhpu	3lYQHV	-	200	3wBWBA+200	-	-
K-1	YSS	223.000	5.10	-	FFF	XXX	-	-	56.00%	-	Evbwztjh	3gJCPR	-	142	3yUUWC+142	-	-
A	JPU	77.420	6.20	-	UUU-	-	-	-	23.00%	-	Vyykucnn	3gSYXU	-	330	3kILOC+330	-	-
D	XOM	32.000	4.70	-	TT	-	-	-	39.00%	-	Eduvseda	3aAATP	-	170	3bAPXG+170	-	-
Wxf	CJT	69.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	OWK	76.000	1.60	-	LL-	-	-	-	96.00%	-	Yvshwxxr	3eQCBW	-	685	3aEPSD+685	-	-
H-2	NMF	69.000	4.70	-	HHH	-	-	-	38.00%	-	Yzwfvvbg	3uHLHT	-	155	3oACYP+155	-	-

Tranche Comments

K-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144X/Vdh O; H-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144N/Xcq G; D: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144L/Fql Z; Y: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144T/Hpg Z; A: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Q/Atp T; Z: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144B/Csy T; Wxf: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Z/Vbf S;

Deal Comments

Vzz-Zaww Xtcszae 2.00

Risk Retention

GS/SG - Nhs

Pricing Speed

20% SDK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2000

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-U	ITG	371.000	3.90	-	ZZZ	-	-	-	97.00%	-	Bqhfmdhi	3tWHIH	-	193	3eKSEQ+193	-	-
I-T-V	IIV	22.000	9.30	-	WWW	-	-	-	90.00%	-	Qqyclbfn	3qANAK	-	193	3pYHEY+193	-	-
A-V	XCZ	33.700	6.50	-	AAA-	-	-	-	27.00%	-	Tlfrmswh	3fLWGH	-	500	3iTXSU+500	-	-
V	FYG	8.890	8.90	-	TTT	-	-	-	-	-	Tldqvdrp	3fLSMT	-	130	3bLPLI+130	-	-
J-M	GVG	52.400	3.40	-	SS	-	-	-	11.00%	-	Qohooedn	3lTINT	-	250	3pLNMB+250	-	-
I-V	PWX	49.000	6.20	-	QQ-	-	-	-	84.00%	-	Kserdmiq	3cPXLF	-	850	3wULLV+814	-	-
Ooo	GVM	48.120	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-O	HTU	93.000	5.50	-	N	-	-	-	46.00%	-	Kfwmwdba	3dJQTH	-	320	3gMJTG+320	-	-

Tranche Comments

V: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Zjb B; L-U: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144P/Tfw W; I-T-V: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144C/Bvt M; J-M: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144D/Tsg W; K-O: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144U/Hus N; A-V: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144D/Bpw N; I-V: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144E/Hoo J; Ooo: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Y/Aos A;

Deal Comments

Jcucp. Sov Tzoo Ycbrojt 2.00

Risk Retention

HS - Bieu HV/IH - Bie

Pricing Speed

20% IUA

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2014

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	MAG	634.000	3.10	-	ZZZ	-	-	-	26.00%	-	Efzddubs	3nZ	-	150	3sD+150	-	-
F-1	CCP	54.600	3.90	-	GG	-	-	-	24.90%	-	Evcxtpzi	3aQ	-	190	3sU+190	-	-
C	EGW	72.000	4.30	-	HH-	-	-	-	73.00%	-	Gwrbeeub	3nD	-	850	3lL+816	-	-
Ovy	BRP	20.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	MER	52.500	2.50	-	J-	-	-	-	57.00%	-	Juucvrlg	3mI	-	260	3eW+260	-	-
D-2	ISV	8.000	9.30	-	AA	-	-	-	62.80%	-	Bstsp	-	-	190	3.13%	-	-
T	TIJ	71.900	4.90	-	YYY-	-	-	-	84.00%	-	Qwxdmloz	3gC	-	380	3jX+380	-	-
T-F	LCO	87.000	7.20	-	DDD	-	-	-	82.00%	-	Dfparvmr	3mY	-	150	3bA+150	-	-

Tranche Comments

O-1: First Pay: 2022-04-24; Redemption: 2023-10-24; T-F: First Pay: 2022-04-24; Redemption: 2023-10-24; F-1: First Pay: 2022-04-24; Redemption: 2023-10-24; D-2: First Pay: 2022-04-24; Redemption: 2023-10-24; O: First Pay: 2022-04-24; Redemption: 2023-10-24; T: First Pay: 2022-04-24; Redemption: 2023-10-24; C: First Pay: 2022-04-24; Redemption: 2023-10-24; Ovy: First Pay: 2022-04-24; Redemption: 2023-10-24;

Deal Comments

Lyj Yjww Bbmgyci 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2000

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	YMP	23.400	5.20	-	U-	-	-	-	88.60%	-	Uybywtnv	3fY	-	365	3zZ+365	-	442.00000
Ofnnvz	EAZ	93.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	YTE	74.900	4.90	-	KKK-	-	-	-	31.30%	-	Rewturtt	3iA	-	475	3xJ+475	-	679.00000
S-2	PSO	88.400	3.60	-	KK-	-	-	-	57.00%	-	Xcsczjdr	3tI	-	1020	3vU+927	-	57.00000
N-1	AHE	874.000	8.90	-	HHH	-	-	-	35.00%	-	Rdlpvrjk	3iB	-	175	3eK+175	-	734.00000
W-1	ROG	55.000	1.40	-	YY+	-	-	-	41.60%	-	Ckzwkeng	3dA	-	850	3tZ+850	-	603.00000
J-W	GOP	48.000	8.60	-	ZZZ	-	-	-	48.00%	-	Afjlejza	3hN	-	175	3wQ+175	-	609.00000
I-2	IRI	87.000	8.50	-	CCC	-	-	-	97.00%	-	Jwfhn	-	-	175	3.46%	-	-
J	TWK	81.900	1.10	-	XX	-	-	-	50.00%	-	Kpocedpc	3uF	-	255	3fW+255	-	335.00000
K-2	FYG	3.000	7.20	-	TTT-	-	-	-	93.10%	-	Hutcz	-	-	475	6.53%	-	-

Tranche Comments

N-1: Redemption: 2022-01-23; Registration: 144V/Tyg H; I-2: Redemption: 2022-01-23; Registration: 144J/Adf A; J-W: Redemption: 2022-01-23; Registration: 144N/Fiy D; J: Redemption: 2022-01-23; Registration: 144J/Grj M; N: Redemption: 2022-01-23; Registration: 144W/Etu L; Q-1: Redemption: 2022-01-23; Registration: 144Y/Dlj Z; K-2: Redemption: 2022-01-23; Registration: 144X/Nlv G; W-1: Redemption: 2022-01-23; Registration: 144W/Yjy D; S-2: Redemption: 2022-01-23; Registration: 144N/Tiv R; Ofnnvz: Redemption: 2022-01-23; Registration: 144T/Flg D;

Deal Comments

Gyh-Hwgg Ynejyjq 2.00

Pricing Speed

20% AQR

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 1993

Refinancing

Yes

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-A	KWO	51.142	6.10	-	NN-	-	-	-	54.63%	-	Gdlbfvni	3bS	-	825	3uT+797	-	41.30000
X-F	VFA	83.800	5.78	-	EE	-	-	-	55.49%	-	Slfawmqm	3gV	-	215	3oZ+215	-	589.00000
P-P	OON	702.300	5.86	-	UUU	-	XXX	-	42.84%	-	Zulvdpnv	3xW	-	153	3iQ+153	-	841.00000
H-V	QKK	23.280	4.55	-	J	-	-	-	98.20%	-	Vesavvml	3mL	-	290	3mM+290	-	735.00000
Lauxxe	TAH	35.670	-	-	NY	-	-	-	-	-	-	-	-	-	-	-	Retained
T-F	KTA	76.247	1.54	-	CCC-	-	-	-	47.52%	-	Dbrstjrk	3cP	-	390	3oF+390	-	911.00000
H-K	ROJ	91.110	9.21	-	Q-	-	-	-	44.50%	-	-	-	-	-	-	-	Retained

Deal Comments

Ozvzt. Jbo Oghh Szbkbtw 1.99

Risk Retention

SU - Rbp

Reinvestment Period (YRS)

1.99

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	CBP	15.300	-	-	B	-	-	-	-	-	Wblwrpro	3fL	-	-	3fG+245	-	-
L	PCS	44.330	-	-	Z-	-	-	-	-	-	-	-	-	-	-	-	-
G	QOB	42.100	-	-	HH	-	-	-	-	-	Zekxkore	3lH	-	-	3xF+180	-	-
Q	VVG	280.700	-	-	JJJ	-	-	-	-	-	Lxwrevvl	3qD	-	-	3zR+150	-	-
Q	AFT	37.600	-	-	MMM-	-	-	-	-	-	Mcenrbxn	3bI	-	-	3nT+370	-	-
I	EEP	21.900	-	-	NN-	-	-	-	-	-	Alhryrmj	3tP	-	-	3cH+730	-	-
Cnugls	QCN	64.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	ZTT	65.000	5.62	Nq2	-	-	-	-	-	-	Uqzhrdvc	3yE	-	950	3uF+800	-	69.51100
M	RAM	35.000	1.10	Q3	-	-	-	-	-	-	Aaveweba	3aV	-	1200	3wZ+1000	-	45.31000
D	JXN	29.150	5.67	D2	-	-	-	-	-	-	Lqxmyiln	3vL	-	401	3dW+368	-	60.00000
Dfv	XCR	38.640	-	WL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	LNX	58.000	9.90	Hbb3	-	-	-	-	-	-	Crlrfwbj	3bD	-	600	3kX+540	-	53.71770
D	MPI	593.000	8.22	Kkk	-	-	YYY	-	-	-	Uyxfylvy	3hC	-	215	3oD+215	-	819.00000
W	WTQ	35.000	3.48	Nd2	-	-	-	-	-	-	Whwjdsjq	3pP	-	301	3qE+288	-	66.30000