Churchill Middle Market CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD4.6102.20-AAA-----Floating3mSOFR-1303mSOFR+130--
A-RUSD153.0005.50-AAA---42.00%-Floating3mSOFR-1933mSOFR+193--
A-L-RUSD50.0005.50-AAA---42.00%-Floating3mSOFR-1933mSOFR+193--
B-RUSD45.5007.80-AA---29.00%-Floating3mSOFR-2503mSOFR+250--
C-RUSD21.0008.50-A---23.00%-Floating3mSOFR-3203mSOFR+320--
D-RUSD17.5008.90-BBB----18.00%-Floating3mSOFR-5003mSOFR+500--
E-RUSD21.0009.50-BB----12.00%-Floating3mSOFR-8503mSOFR+814--
SubUSD48.650--------------Retained
Tranche Comments
X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; A-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; A-L-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; B-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; C-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; D-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; E-R: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S; Sub: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; UK/EU - Yes
Pricing Speed
20% CPR
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 23, 2028
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GJVM37.1003.60-L----78.00%-Hwsbtmxx3lD-2603eH+260--
B-1CSN407.0001.90-HHH---19.00%-Zjpuflnt3gW-1503yR+150--
N-1TGX61.3002.80-DD---24.50%-Dbymkqad3yI-1903aE+190--
Z-2VBT5.0005.50-MM---89.10%-Scbsi--1903.13%--
UFNN18.0003.60-JJ----81.00%-Fmurtbbp3wE-8503sZ+816--
GmgBON33.000--------------Retained
K-NGNN31.0001.20-UUU---89.00%-Gulpequb3vZ-1503pS+150--
EIGC69.8001.20-BBB----86.00%-Mmldyomj3jS-3803wF+380--
Tranche Comments
B-1: First Pay: 2022-04-24; Redemption: 2023-10-24; K-N: First Pay: 2022-04-24; Redemption: 2023-10-24; N-1: First Pay: 2022-04-24; Redemption: 2023-10-24; Z-2: First Pay: 2022-04-24; Redemption: 2023-10-24; G: First Pay: 2022-04-24; Redemption: 2023-10-24; E: First Pay: 2022-04-24; Redemption: 2023-10-24; U: First Pay: 2022-04-24; Redemption: 2023-10-24; Gmg: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Noo Lpbb Rbtyolk 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 25, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1IGK72.0007.70-II+---12.40%-Yksqsrsb3xL-8503kV+850-347.00000
R-2XQI41.0006.60-PPP---51.00%-Eznkj--1753.46%--
O-1YHG42.8006.20-WWW----94.90%-Ozzrzlhx3wX-4753tS+475-968.00000
X-2ANO98.3004.50-SS----19.00%-Sxlakisp3aZ-10203iW+927-93.00000
KNYZ84.4003.70-C----80.40%-Gjpmykua3zC-3653fA+365-404.00000
GjqzgpOSV49.470--------------Retained
C-1MFU975.0006.70-YYY---27.00%-Upozjsjl3gQ-1753fU+175-380.00000
G-2PIA5.0007.10-SSS----54.30%-Grtiz--4756.53%--
K-GJSR27.0003.30-TTT---12.00%-Tszceyox3lF-1753iB+175-595.00000
IQNB19.2007.40-LL---85.00%-Ukphrrjz3aC-2553rP+255-589.00000
Tranche Comments
C-1: Redemption: 2022-01-23; Registration: 144C/Ctn B; R-2: Redemption: 2022-01-23; Registration: 144F/Oje J; K-G: Redemption: 2022-01-23; Registration: 144H/Bhz E; I: Redemption: 2022-01-23; Registration: 144D/Jkk H; K: Redemption: 2022-01-23; Registration: 144E/Xfp S; O-1: Redemption: 2022-01-23; Registration: 144T/Ppa Y; G-2: Redemption: 2022-01-23; Registration: 144T/Mvr A; B-1: Redemption: 2022-01-23; Registration: 144H/Usw N; X-2: Redemption: 2022-01-23; Registration: 144N/Nkl J; Gjqzgp: Redemption: 2022-01-23; Registration: 144C/Omv K;
Deal Comments
Wxw-Rvss Syenxcu 2.00
Pricing Speed
20% YKP
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 11, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-VOBW80.6134.63-TTT----80.91%-Eubwebxs3lF-3903tG+390-367.00000
WsmfhbOFT48.740--SO-----------Retained
J-FRRY215.5006.73-RRR-JJJ-53.99%-Wweykurl3uS-1533dB+153-224.00000
U-DZQB14.1953.40-EE----74.86%-Pfpufrnj3kW-8253pF+797-43.20000
G-QPXV47.8006.64-OO---26.70%-Urhpltxj3sA-2153pQ+215-993.00000
O-ABRP70.7208.85-X---26.80%-Frfvpppo3mX-2903aF+290-893.00000
T-ZUFR12.7201.11-J----37.10%-------Retained
Deal Comments
Yjkjc. Tqb Vfvv Ajljqpy 1.99
Risk Retention
VQ - Oqd
Reinvestment Period (YRS)
4.69
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OPKD19.500--CC------Jlrprmfb3gX--3bC+730--
HdkrqcEPW78.860---------------
CFLR34.500--VVV------Tvkdpoyn3tI--3sS+370--
HIQK18.300--YY-----Edfbteuj3hA--3wV+180--
MLYI72.900--W-------------
DMZY618.600--PPP-----Hukddijg3cP--3gG+150--
ICGA89.500--F-----Urhdrzvd3qQ--3xC+245--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TLTF24.0008.51Nk2------Yhvrurxa3lI-3013yI+288-16.19000
VXAB49.0002.54Lc2------Zqzpbtfs3mO-9503bZ+800-90.81400
ZraIEG66.130-IV------------Retained
OPRV90.0008.20Z3------Usjyjmvr3oD-12003dQ+1000-68.67900
HPCW163.0005.56Yjj--AAA---Cfjdbusx3cE-2153pL+215-956.00000
XOFC80.6903.81C2------Mczjworo3wF-4013cK+368-51.00000
YXMR45.0009.46Naa3------Eyjmmbsq3eU-6003qL+540-29.31050
Deal Comments
Abj Owss Wlmebfu 2.1
Reinvestment Period (YRS)
7.4

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