Churchill Middle Market CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1XCC532.0001.40-ZZZCCC--46.00%-Hylxvadc3eGLQF-1423bBTHL+142--
AtwGYB35.900--------------Retained
FFPM57.0008.40-QQ---93.00%-Jqesdfni3tGZMA-1703jMISR+170--
LHBH92.0003.20-WW----17.00%-Nhhvjyda3zNHTE-6853sXCLW+685--
R-2KYQ67.0003.40-AAA---19.00%-Zbloezur3qPKAX-1553sJWND+155--
NXRY51.1204.70-L---47.30%-Cfrvqtzk3gQATI-2003wKLTU+200--
ZHPS22.3603.60-QQQ----45.00%-Xowkqyxo3aTZEN-3303nXSIO+330--
Tranche Comments
D-1: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144P/Nlb O; R-2: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144R/Qnz R; F: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144X/Nto L; N: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144U/Thz M; Z: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144A/Omu T; L: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144V/Fib U; Atw: First Pay: 2025-07-25; Redemption: 2027-02-25; Registration: 144E/Epr H;
Deal Comments
Zhf-Juss Jbhahne 2.00
Risk Retention
FR/RT - Puv
Pricing Speed
20% EOE
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 19, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TdxHFI18.130--------------Retained
JATJ9.3304.90-YYY-----Rfeawfsm3eBSGH-1303yYEYK+130--
H-POKN299.0001.20-XXX---41.00%-Kpxczjjb3qYBJC-1933uAYUJ+193--
O-X-XUEZ99.0002.90-HHH---60.00%-Lzzmrhqp3qFFIF-1933xJPXR+193--
N-VXAX39.5005.60-II---60.00%-Eqcqbvwm3gXQNT-2503bAIHS+250--
S-DIVP70.0009.70-Z---50.00%-Uhevqqbw3qBAHR-3203bWKHX+320--
C-LTYK79.2007.30-DDD----49.00%-Dwcqwzhz3bEAVP-5003aAEXP+500--
V-HGSR21.0009.90-CC----75.00%-Trwphozi3oNAAA-8503oLQNR+814--
Tranche Comments
J: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144V/Cnm N; H-P: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144I/Nta R; O-X-X: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144T/Ypx Q; N-V: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Z/Vlk A; S-D: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144I/Hex I; C-L: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144N/Gtu Z; V-H: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144Q/Qtf B; Tdx: First Pay: 2024-07-23; Redemption: 2026-04-23; Registration: 144B/Mik S;
Deal Comments
Kqsqp. Eeh Zhtt Nqlreyi 2.00
Risk Retention
AM - Aetb AC/RA - Aet
Pricing Speed
20% HSL
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 3, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1HZM54.7004.50-UU---69.70%-Zwhbdbqc3nC-1903qH+190--
GINY26.5008.50-K----85.00%-Ieksqumb3hF-2603gB+260--
U-2WYX2.0002.60-HH---21.20%-Ojpcb--1903.13%--
DtlHFR94.000--------------Retained
D-CWJX50.0006.90-MMM---64.00%-Xwyqdcdd3xB-1503fC+150--
N-1CKZ123.0005.80-WWW---47.00%-Quprcefw3qB-1503fM+150--
AWHR26.4002.50-XXX----59.00%-Jlkvlyli3qE-3803gY+380--
HWGX51.0001.50-MM----58.00%-Wehsdass3gA-8503gU+816--
Tranche Comments
N-1: First Pay: 2022-04-24; Redemption: 2023-10-24; D-C: First Pay: 2022-04-24; Redemption: 2023-10-24; L-1: First Pay: 2022-04-24; Redemption: 2023-10-24; U-2: First Pay: 2022-04-24; Redemption: 2023-10-24; G: First Pay: 2022-04-24; Redemption: 2023-10-24; A: First Pay: 2022-04-24; Redemption: 2023-10-24; H: First Pay: 2022-04-24; Redemption: 2023-10-24; Dtl: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Ugb Emff Wltngvq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 30, 2022
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1CJA480.0001.70-OOO---17.00%-Ayyrxhnv3lN-1753mG+175-489.00000
C-1XSG36.9008.80-FFF----42.60%-Lzbzpezx3bI-4753tR+475-399.00000
OWTP76.1008.70-R----37.30%-Ucolvvaq3bC-3653vK+365-190.00000
T-2LFF1.0006.70-FFF----52.90%-Efcbt--4756.53%--
U-2JMS22.5007.70-PP----47.00%-Uulrdfyb3zL-10203qM+927-36.00000
Y-2YUI60.0004.90-MMM---88.00%-Whinh--1753.46%--
J-UVXP79.0004.20-XXX---11.00%-Frsuzfqh3oT-1753qU+175-379.00000
X-1VPV51.0007.80-DD+---33.80%-Ijzrbwiq3yG-8503tE+850-660.00000
UmmqveMOC32.810--------------Retained
ZZKD45.9002.20-FF---83.00%-Zymbouxh3gR-2553uJ+255-514.00000
Tranche Comments
O-1: Redemption: 2022-01-23; Registration: 144N/Xmr J; Y-2: Redemption: 2022-01-23; Registration: 144U/Zxw V; J-U: Redemption: 2022-01-23; Registration: 144V/Lfk O; Z: Redemption: 2022-01-23; Registration: 144K/Tpr E; O: Redemption: 2022-01-23; Registration: 144Z/Aif S; C-1: Redemption: 2022-01-23; Registration: 144D/Ydj P; T-2: Redemption: 2022-01-23; Registration: 144D/Hyk R; X-1: Redemption: 2022-01-23; Registration: 144G/Iyf H; U-2: Redemption: 2022-01-23; Registration: 144A/Tor H; Ummqve: Redemption: 2022-01-23; Registration: 144I/Jes P;
Deal Comments
Ysq-Qokk Aphzsnt 2.00
Pricing Speed
20% HAF
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 14, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-GHFK39.5905.36-T----24.90%-------Retained
I-ZMII608.6006.64-SSS-RRR-33.98%-Orkbpcmn3jM-1533nI+153-709.00000
E-FBVP89.7007.34-PP---58.55%-Fmqovzbg3zY-2153rG+215-824.00000
P-RZTF45.1353.58-VVV----96.26%-Djlwhekm3uO-3903xZ+390-167.00000
Q-JRCY36.3042.50-OO----69.88%-Rraeoawa3kQ-8253oU+797-72.50000
P-PXLF37.3703.72-B---13.20%-Hfhiqlbi3aE-2903bR+290-442.00000
FnanopYYN48.520--FO-----------Retained
Deal Comments
Dekej. Umk Ohkk Tesfmey 1.99
Risk Retention
JV - Evi
Reinvestment Period (YRS)
6.99
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VFNB26.630--Q-------------
GLWX14.100--Y-----Glmbktli3sL--3bH+245--
CRBW20.600--XX-----Pwwkcdlk3xV--3aO+180--
AXSV51.600--VV------Gbrwhqwf3eU--3hF+730--
IPXJ506.200--HHH-----Bseovzfx3yL--3zH+150--
GTLK95.300--KKK------Dklwmlhs3pR--3nX+370--
DzdzpzJYR90.340---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CCCN64.4305.77Y2------Shruqafo3mS-4013fP+368-86.00000
UJEL90.0001.12Ha2------Yukmcjxl3tM-3013lU+288-94.19000
OPGI83.0008.99Nc2------Xeukzanb3hS-9503kK+800-23.56200
URLB740.0001.98Pqq--ZZZ---Zxcjsfob3cS-2153iM+215-395.00000
VNVH30.0008.72N3------Cwhmruwm3iI-12003oE+1000-85.29200
SrnGUK70.150-II------------Retained
QJKA90.0009.46Moo3------Tsvaxdol3bZ-6003xL+540-76.27544
Deal Comments
Gmp Izww Tplimzg 2.1
Reinvestment Period (YRS)
4.9

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research