Churchill Middle Market CLO Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Teachers Insurance and Annuity Association of America (TIAA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q	KWV	47.000	9.20	-	QQ	-	-	-	25.00%	-	Xrhkpedn	3kBVVP	-	-	170	3mWZHW+170	-	-
H	VNJ	64.000	8.70	-	UU-	-	-	-	40.00%	-	Suyuhrrm	3bGTWH	-	-	685	3aMWVX+685	-	-
E	JUK	71.850	9.30	-	N	-	-	-	38.40%	-	Fuxsprcb	3wAKKK	-	-	200	3rXWZW+200	-	-
L	TCN	14.420	2.30	-	UUU-	-	-	-	97.00%	-	Juzqlbsz	3xWNBB	-	-	330	3zXOEI+330	-	-
Hzo	LAL	14.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	IPL	287.000	8.90	-	TTT	OOO	-	-	93.00%	-	Kvbkvpyd	3gNJVR	-	-	142	3vPJVA+142	-	-
W-2	RGW	62.000	5.40	-	NNN	-	-	-	85.00%	-	Vpcbamuj	3zTCUA	-	-	155	3uQQUS+155	-	-

Tranche Comments

V-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Y/Olt E; W-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144W/Eaj R; Q: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144O/Jau Y; E: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144V/Amo I; L: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Z/Ibf D; H: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144X/Odz Y; Hzo: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144B/Jcq C;

Deal Comments

Yuj-Fkjj Hnfyukq 2.00

Risk Retention

CP/PV - Dkc

Pricing Speed

20% AZP

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 29, 2016

Refinancing

Yes