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
I-2	MLH	61.000	6.70	-	AAA	-	-	-	98.00%	-	Fpjqystz	3bSYTY	-	155	3iKNOQ+155	-	-
L	UQB	11.000	2.30	-	TT-	-	-	-	24.00%	-	Iwmxxyiv	3hBAKK	-	685	3yKTGY+685	-	-
Cjq	XRY	69.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	LYX	55.000	1.90	-	NN	-	-	-	29.00%	-	Uucvswed	3jEIMX	-	170	3bILHV+170	-	-
F	LFK	15.280	8.50	-	EEE-	-	-	-	91.00%	-	Qzbaqrsu	3nCBVY	-	330	3yNZUC+330	-	-
G-1	MZC	362.000	9.20	-	HHH	YYY	-	-	55.00%	-	Qwpazyke	3jHIYK	-	142	3tIHAT+142	-	-
C	NJM	94.530	9.40	-	R	-	-	-	61.60%	-	Hkeozzds	3tIAAS	-	200	3bLBOZ+200	-	-

Tranche Comments

G-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144C/Zet K; I-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144Q/Qul E; B: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144T/Aww K; C: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144M/Ewc V; F: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144C/Fwd E; L: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144X/Apm Z; Cjq: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144L/Mma E;

Deal Comments

Fyo-Jjyy Xzgoyeq 2.00

Risk Retention

DF/FP - Gtl

Pricing Speed

20% VHO

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2011

Refinancing

Yes

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-H	PQV	71.200	1.40	-	VV	-	-	-	29.00%	-	Dcldfsbo	3nYPOO	-	250	3jLJTC+250	-	-
F-G	FIG	40.300	2.30	-	DDD-	-	-	-	44.00%	-	Jkjtzcvt	3qVDYQ	-	500	3gLCTC+500	-	-
S-Q	GZS	571.000	4.90	-	WWW	-	-	-	19.00%	-	Uzwryhdc	3rPCPP	-	193	3eBVQS+193	-	-
F-W	IPD	95.000	2.40	-	EE-	-	-	-	68.00%	-	Thbjehpe	3vAPHS	-	850	3fDOFY+814	-	-
N-Z	OXF	76.000	1.40	-	B	-	-	-	96.00%	-	Bwbzxdiw	3aHQLK	-	320	3sAKWW+320	-	-
E	WXQ	2.780	4.10	-	XXX	-	-	-	-	-	Tvvyrmuz	3dQQQE	-	130	3rNKZD+130	-	-
Pau	PMZ	84.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-B-A	MHK	22.000	2.70	-	HHH	-	-	-	72.00%	-	Uwsqzybh	3iJCEQ	-	193	3iAUUB+193	-	-

Tranche Comments

E: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144X/Lbm W; S-Q: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144W/Ckq A; U-B-A: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144X/Zxy H; H-H: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Yok Z; N-Z: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/New P; F-G: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Eyo P; F-W: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144K/Wow D; Pau: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144W/Bsh S;

Deal Comments

Ijzjk. Mvo Shmm Ojwlvxu 2.00

Risk Retention

AM - Wonp AK/UA - Won

Pricing Speed

20% ACN

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2008

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	HGY	204.000	8.80	-	PPP	-	-	-	46.00%	-	Chklezbs	3uS	-	150	3pS+150	-	-
C-O	ZJK	73.000	9.10	-	OOO	-	-	-	40.00%	-	Bzqolwld	3nA	-	150	3gO+150	-	-
C	IGZ	83.600	1.60	-	U-	-	-	-	50.00%	-	Rvqodikn	3xU	-	260	3tE+260	-	-
F-1	FRJ	96.800	6.70	-	AA	-	-	-	31.20%	-	Mrupjebp	3pC	-	190	3tB+190	-	-
W-2	FJI	3.000	1.70	-	DD	-	-	-	16.40%	-	Egtef	-	-	190	3.13%	-	-
I	NFW	87.900	7.20	-	KKK-	-	-	-	63.00%	-	Yvzxxyfe	3eZ	-	380	3sC+380	-	-
B	NLU	34.000	5.90	-	SS-	-	-	-	48.00%	-	Blurerkt	3zR	-	850	3yW+816	-	-
Bfb	YPF	92.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-1: First Pay: 2022-04-24; Redemption: 2023-10-24; C-O: First Pay: 2022-04-24; Redemption: 2023-10-24; F-1: First Pay: 2022-04-24; Redemption: 2023-10-24; W-2: First Pay: 2022-04-24; Redemption: 2023-10-24; C: First Pay: 2022-04-24; Redemption: 2023-10-24; I: First Pay: 2022-04-24; Redemption: 2023-10-24; B: First Pay: 2022-04-24; Redemption: 2023-10-24; Bfb: First Pay: 2022-04-24; Redemption: 2023-10-24;

Deal Comments

Xsu Dgcc Gvkksea 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2017

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	QMJ	50.900	4.80	-	NN-	-	-	-	44.00%	-	Tyjoujeq	3sT	-	1020	3gB+927	-	87.00000
Mjamwk	BVY	12.760	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1	JIE	951.000	3.60	-	TTT	-	-	-	36.00%	-	Klvevlvv	3oR	-	175	3jG+175	-	349.00000
L-1	FRD	33.400	3.30	-	PPP-	-	-	-	56.10%	-	Ahyejtnd	3xC	-	475	3zA+475	-	743.00000
S-2	ZEQ	5.000	3.60	-	YYY-	-	-	-	11.70%	-	Tokyq	-	-	475	6.53%	-	-
O	GCK	73.400	6.50	-	T-	-	-	-	69.40%	-	Jtxraptc	3yM	-	365	3eH+365	-	146.00000
W-V	RVX	35.000	3.70	-	AAA	-	-	-	62.00%	-	Dczxdwbu	3dL	-	175	3aH+175	-	930.00000
O-1	JFX	97.000	6.30	-	JJ+	-	-	-	16.60%	-	Yjveouam	3rZ	-	850	3wD+850	-	109.00000
E-2	NZT	78.000	2.80	-	XXX	-	-	-	17.00%	-	Jhilm	-	-	175	3.46%	-	-
U	RTN	28.300	4.40	-	AA	-	-	-	23.00%	-	Hvmjafhl	3rP	-	255	3uQ+255	-	969.00000

Tranche Comments

J-1: Redemption: 2022-01-23; Registration: 144G/Gzd N; E-2: Redemption: 2022-01-23; Registration: 144W/Nrw Z; W-V: Redemption: 2022-01-23; Registration: 144F/Iyx P; U: Redemption: 2022-01-23; Registration: 144X/Qlw H; O: Redemption: 2022-01-23; Registration: 144F/Rko B; L-1: Redemption: 2022-01-23; Registration: 144I/Ulo T; S-2: Redemption: 2022-01-23; Registration: 144X/Jfa E; O-1: Redemption: 2022-01-23; Registration: 144V/Lol I; H-2: Redemption: 2022-01-23; Registration: 144Z/Jjl A; Mjamwk: Redemption: 2022-01-23; Registration: 144I/Pfj U;

Deal Comments

Zqv-Uxyy Cfvqqkd 2.00

Pricing Speed

20% XWK

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 1999

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-H	GIA	71.600	9.24	-	AA	-	-	-	23.69%	-	Jljfhcum	3iQ	-	215	3cC+215	-	305.00000
Ffedts	MKR	13.400	-	-	IC	-	-	-	-	-	-	-	-	-	-	-	Retained
M-T	PJR	91.880	3.36	-	M	-	-	-	26.10%	-	Izckcbur	3dM	-	290	3pM+290	-	494.00000
I-B	MAO	17.433	9.82	-	WWW-	-	-	-	73.47%	-	Vjuhdfzw	3vT	-	390	3lD+390	-	614.00000
A-M	HXP	74.953	3.80	-	XX-	-	-	-	21.52%	-	Jzqjcihp	3wV	-	825	3bC+797	-	11.70000
I-Q	TZK	63.110	9.34	-	Q-	-	-	-	75.50%	-	-	-	-	-	-	-	Retained
U-O	XLP	195.800	2.40	-	KKK	-	FFF	-	66.73%	-	Mupedkhn	3pR	-	153	3gQ+153	-	560.00000

Deal Comments

Avvvm. Fxk Xopp Pvgjxzw 1.99

Risk Retention

ZA - Ipy

Reinvestment Period (YRS)

9.78

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	IBG	82.280	-	-	Z-	-	-	-	-	-	-	-	-	-	-	-	-
U	GII	91.500	-	-	D	-	-	-	-	-	Dymbpwad	3cD	-	-	3hC+245	-	-
V	YFB	946.200	-	-	ZZZ	-	-	-	-	-	Kwjwlyng	3mR	-	-	3xJ+150	-	-
O	NEC	47.900	-	-	CCC-	-	-	-	-	-	Pkxbtsvb	3wV	-	-	3lI+370	-	-
Nmknah	KEK	91.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	TZC	24.400	-	-	AA	-	-	-	-	-	Fvebcici	3jF	-	-	3aQ+180	-	-
P	AQI	85.500	-	-	XX-	-	-	-	-	-	Ijyyrvbs	3yW	-	-	3bI+730	-	-

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	EYY	518.000	3.35	Xvv	-	-	OOO	-	-	-	Klqvksyh	3rS	-	215	3mR+215	-	529.00000
R	JUR	89.100	5.41	J2	-	-	-	-	-	-	Vmczlxic	3zK	-	401	3kA+368	-	51.00000
M	CWY	14.000	9.92	Unn3	-	-	-	-	-	-	Ppzmqnyn	3nP	-	600	3vO+540	-	35.82572
Spn	BNH	45.110	-	SS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	BVB	55.000	5.76	Ur2	-	-	-	-	-	-	Mcqdwruy	3dR	-	950	3hK+800	-	41.57600
O	JAO	89.000	4.24	Sn2	-	-	-	-	-	-	Xtcdsbrt	3tF	-	301	3xZ+288	-	62.80000
G	ZNK	26.000	4.84	D3	-	-	-	-	-	-	Qddqtuib	3eA	-	1200	3cP+1000	-	46.28600