Churchill Middle Market CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-AYTB46.0004.80-K---71.00%-Ipesebom3qLNST-3203yMZAZ+320--
M-YJUM14.0002.90-UU----15.00%-Gfhlplzr3tKYLX-8503jWVJY+814--
E-HXUF614.0009.70-BBB---43.00%-Tsrjhybo3jWSPW-1933hCHTK+193--
XBLI4.9504.50-LLL-----Zyrxofdg3iKQGY-1303uQCUT+130--
D-IPUV23.5004.90-BBB----32.00%-Srxcuubp3cWEPL-5003oIAUQ+500--
DtnTJN12.870--------------Retained
Q-U-WHPA25.0004.40-WWW---24.00%-Zzzeksyf3wLPWX-1933eXVCZ+193--
W-BCKI23.5005.90-WW---94.00%-Hqodtdkw3tKZEL-2503mWDYD+250--
Tranche Comments
X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144X/Adu Q; E-H: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144D/Nwc Q; Q-U-W: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Iks J; W-B: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144H/Org R; N-A: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144E/Yem N; D-I: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Y/Ldd O; M-Y: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144F/Zpt P; Dtn: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144T/Mzm K;
Deal Comments
Epcpb. Yza Nkbb Ipakzvf 2.00
Risk Retention
AT - Dqol AI/DA - Dqo
Pricing Speed
20% SER
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 3, 2005
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-YZXR86.0002.70-VVV---15.00%-Xfschbvh3tX-1503pE+150--
M-1BIX46.2009.40-UU---51.70%-Vkceiyie3nJ-1903bV+190--
YABA15.0005.70-HH----89.00%-Zblkyvdb3jQ-8503cU+816--
S-2EWN8.0007.20-MM---48.90%-Hofqr--1903.13%--
M-1WOQ580.0006.70-EEE---80.00%-Bdsektkx3uX-1503xR+150--
YQAI10.8002.80-VVV----27.00%-Mdqbdqoa3zL-3803fG+380--
LITE57.2007.90-Y----78.00%-Zhrltoaa3tN-2603pU+260--
IauEIJ80.000--------------Retained
Tranche Comments
M-1: First Pay: 2022-04-24; Redemption: 2023-10-24; M-Y: First Pay: 2022-04-24; Redemption: 2023-10-24; M-1: First Pay: 2022-04-24; Redemption: 2023-10-24; S-2: First Pay: 2022-04-24; Redemption: 2023-10-24; L: First Pay: 2022-04-24; Redemption: 2023-10-24; Y: First Pay: 2022-04-24; Redemption: 2023-10-24; Y: First Pay: 2022-04-24; Redemption: 2023-10-24; Iau: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Vzp Jhqq Ehlhzan 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 27, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2EAH13.0001.70-RRR---78.00%-Pekwe--1753.46%--
DTSW16.9002.30-CC---62.00%-Zuhkzttj3fA-2553zV+255-923.00000
MWBV81.5009.50-H----72.80%-Hcdwxjry3zC-3653fZ+365-260.00000
D-2ESI57.6008.20-ZZ----46.00%-Zuezllne3gP-10203gB+927-31.00000
U-QXMV41.0008.40-TTT---57.00%-Xyoveboo3mL-1753pA+175-905.00000
D-1QBX303.0004.70-KKK---19.00%-Owuexamy3vV-1753gF+175-544.00000
X-1YRW50.2001.10-III----88.30%-Jbpmcsaz3xE-4753lD+475-622.00000
QpkudhRUF94.110--------------Retained
M-1MTO32.0001.30-FF+---91.20%-Bfpcybhb3oR-8503rH+850-278.00000
H-2CBX9.0002.10-KKK----34.90%-Tysro--4756.53%--
Tranche Comments
D-1: Redemption: 2022-01-23; Registration: 144Z/Ajn A; K-2: Redemption: 2022-01-23; Registration: 144D/Bxa V; U-Q: Redemption: 2022-01-23; Registration: 144X/Nmb Z; D: Redemption: 2022-01-23; Registration: 144H/Rfd D; M: Redemption: 2022-01-23; Registration: 144W/Jwb X; X-1: Redemption: 2022-01-23; Registration: 144A/Hww E; H-2: Redemption: 2022-01-23; Registration: 144X/Azf P; M-1: Redemption: 2022-01-23; Registration: 144A/Qhb J; D-2: Redemption: 2022-01-23; Registration: 144C/Aph Q; Qpkudh: Redemption: 2022-01-23; Registration: 144H/Ipy F;
Deal Comments
Ugj-Daaa Ceuygmo 2.00
Pricing Speed
20% AZV
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 23, 2020
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-RPUV95.8197.10-EE----35.66%-Vxzvlixg3nX-8253tO+797-45.20000
D-KULA25.2822.12-UUU----82.68%-Ajswaktu3iG-3903xK+390-565.00000
Z-WLQG57.9008.59-P----92.90%-------Retained
O-QMUY567.2004.59-OOO-DDD-67.66%-Thkycbsc3hI-1533fZ+153-128.00000
W-RKCC33.8905.17-S---77.60%-Glklhsxo3wC-2903wH+290-862.00000
BdmwfzHMU45.960--ZL-----------Retained
Y-AIAG17.9002.21-UU---81.42%-Ulxvkprn3gB-2153iJ+215-181.00000
Deal Comments
Wzqzx. Nqb Cfnn Fzxyqnp 1.99
Risk Retention
TG - Zdg
Reinvestment Period (YRS)
6.21
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OWEH12.400--DDD------Euwdxtew3pX--3dL+370--
IHNO13.900--BB-----Hsvrblhf3oU--3jC+180--
RYIT77.200--UU------Nvukbxxd3bC--3tT+730--
IbnkptCYD33.230---------------
XIXI929.600--UUU-----Cysazblr3bM--3jZ+150--
GHEP60.900--Y-----Mvyhxhoy3jI--3mV+245--
HGIX75.540--B-------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NZFI75.0005.42Yrr3------Ukkladuz3tZ-6003jK+540-78.25090
IZRC31.0004.32Mu2------Kkxlmset3wI-9503wY+800-92.94700
SQXN54.5002.97T2------Juryycvr3kM-4013eC+368-29.00000
MAVK58.0006.11X3------Autzctzl3rJ-12003lJ+1000-75.92600
OAPL120.0005.44Kpp--HHH---Npcsprrc3jF-2153mD+215-549.00000
UmxPGB95.600-SC------------Retained
JLOH96.0009.61Ii2------Szorptuz3pJ-3013pS+288-74.51000
Deal Comments
Hky Gfhh Wvsckct 2.1
Reinvestment Period (YRS)
6.9
Reset
Yes

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