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
D-1	XCC	532.000	1.40	-	ZZZ	CCC	-	-	46.00%	-	Hylxvadc	3eGLQF	-	142	3bBTHL+142	-	-
Atw	GYB	35.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	FPM	57.000	8.40	-	QQ	-	-	-	93.00%	-	Jqesdfni	3tGZMA	-	170	3jMISR+170	-	-
L	HBH	92.000	3.20	-	WW-	-	-	-	17.00%	-	Nhhvjyda	3zNHTE	-	685	3sXCLW+685	-	-
R-2	KYQ	67.000	3.40	-	AAA	-	-	-	19.00%	-	Zbloezur	3qPKAX	-	155	3sJWND+155	-	-
N	XRY	51.120	4.70	-	L	-	-	-	47.30%	-	Cfrvqtzk	3gQATI	-	200	3wKLTU+200	-	-
Z	HPS	22.360	3.60	-	QQQ-	-	-	-	45.00%	-	Xowkqyxo	3aTZEN	-	330	3nXSIO+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)

Reinvestment Period End Date

Nov 19, 2012

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Tdx	HFI	18.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	ATJ	9.330	4.90	-	YYY	-	-	-	-	-	Rfeawfsm	3eBSGH	-	130	3yYEYK+130	-	-
H-P	OKN	299.000	1.20	-	XXX	-	-	-	41.00%	-	Kpxczjjb	3qYBJC	-	193	3uAYUJ+193	-	-
O-X-X	UEZ	99.000	2.90	-	HHH	-	-	-	60.00%	-	Lzzmrhqp	3qFFIF	-	193	3xJPXR+193	-	-
N-V	XAX	39.500	5.60	-	II	-	-	-	60.00%	-	Eqcqbvwm	3gXQNT	-	250	3bAIHS+250	-	-
S-D	IVP	70.000	9.70	-	Z	-	-	-	50.00%	-	Uhevqqbw	3qBAHR	-	320	3bWKHX+320	-	-
C-L	TYK	79.200	7.30	-	DDD-	-	-	-	49.00%	-	Dwcqwzhz	3bEAVP	-	500	3aAEXP+500	-	-
V-H	GSR	21.000	9.90	-	CC-	-	-	-	75.00%	-	Trwphozi	3oNAAA	-	850	3oLQNR+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)

Reinvestment Period End Date

May 3, 2008

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	HZM	54.700	4.50	-	UU	-	-	-	69.70%	-	Zwhbdbqc	3nC	-	190	3qH+190	-	-
G	INY	26.500	8.50	-	K-	-	-	-	85.00%	-	Ieksqumb	3hF	-	260	3gB+260	-	-
U-2	WYX	2.000	2.60	-	HH	-	-	-	21.20%	-	Ojpcb	-	-	190	3.13%	-	-
Dtl	HFR	94.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-C	WJX	50.000	6.90	-	MMM	-	-	-	64.00%	-	Xwyqdcdd	3xB	-	150	3fC+150	-	-
N-1	CKZ	123.000	5.80	-	WWW	-	-	-	47.00%	-	Quprcefw	3qB	-	150	3fM+150	-	-
A	WHR	26.400	2.50	-	XXX-	-	-	-	59.00%	-	Jlkvlyli	3qE	-	380	3gY+380	-	-
H	WGX	51.000	1.50	-	MM-	-	-	-	58.00%	-	Wehsdass	3gA	-	850	3gU+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)

Reinvestment Period End Date

May 30, 2022

Reset

Yes

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	CJA	480.000	1.70	-	OOO	-	-	-	17.00%	-	Ayyrxhnv	3lN	-	175	3mG+175	-	489.00000
C-1	XSG	36.900	8.80	-	FFF-	-	-	-	42.60%	-	Lzbzpezx	3bI	-	475	3tR+475	-	399.00000
O	WTP	76.100	8.70	-	R-	-	-	-	37.30%	-	Ucolvvaq	3bC	-	365	3vK+365	-	190.00000
T-2	LFF	1.000	6.70	-	FFF-	-	-	-	52.90%	-	Efcbt	-	-	475	6.53%	-	-
U-2	JMS	22.500	7.70	-	PP-	-	-	-	47.00%	-	Uulrdfyb	3zL	-	1020	3qM+927	-	36.00000
Y-2	YUI	60.000	4.90	-	MMM	-	-	-	88.00%	-	Whinh	-	-	175	3.46%	-	-
J-U	VXP	79.000	4.20	-	XXX	-	-	-	11.00%	-	Frsuzfqh	3oT	-	175	3qU+175	-	379.00000
X-1	VPV	51.000	7.80	-	DD+	-	-	-	33.80%	-	Ijzrbwiq	3yG	-	850	3tE+850	-	660.00000
Ummqve	MOC	32.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	ZKD	45.900	2.20	-	FF	-	-	-	83.00%	-	Zymbouxh	3gR	-	255	3uJ+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)

Reinvestment Period End Date

Nov 14, 2016

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-G	HFK	39.590	5.36	-	T-	-	-	-	24.90%	-	-	-	-	-	-	-	Retained
I-Z	MII	608.600	6.64	-	SSS	-	RRR	-	33.98%	-	Orkbpcmn	3jM	-	153	3nI+153	-	709.00000
E-F	BVP	89.700	7.34	-	PP	-	-	-	58.55%	-	Fmqovzbg	3zY	-	215	3rG+215	-	824.00000
P-R	ZTF	45.135	3.58	-	VVV-	-	-	-	96.26%	-	Djlwhekm	3uO	-	390	3xZ+390	-	167.00000
Q-J	RCY	36.304	2.50	-	OO-	-	-	-	69.88%	-	Rraeoawa	3kQ	-	825	3oU+797	-	72.50000
P-P	XLF	37.370	3.72	-	B	-	-	-	13.20%	-	Hfhiqlbi	3aE	-	290	3bR+290	-	442.00000
Fnanop	YYN	48.520	-	-	FO	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Dekej. Umk Ohkk Tesfmey 1.99

Risk Retention

JV - Evi

Reinvestment Period (YRS)

6.99

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	FNB	26.630	-	-	Q-	-	-	-	-	-	-	-	-	-	-	-	-
G	LWX	14.100	-	-	Y	-	-	-	-	-	Glmbktli	3sL	-	-	3bH+245	-	-
C	RBW	20.600	-	-	XX	-	-	-	-	-	Pwwkcdlk	3xV	-	-	3aO+180	-	-
A	XSV	51.600	-	-	VV-	-	-	-	-	-	Gbrwhqwf	3eU	-	-	3hF+730	-	-
I	PXJ	506.200	-	-	HHH	-	-	-	-	-	Bseovzfx	3yL	-	-	3zH+150	-	-
G	TLK	95.300	-	-	KKK-	-	-	-	-	-	Dklwmlhs	3pR	-	-	3nX+370	-	-
Dzdzpz	JYR	90.340	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	CCN	64.430	5.77	Y2	-	-	-	-	-	-	Shruqafo	3mS	-	401	3fP+368	-	86.00000
U	JEL	90.000	1.12	Ha2	-	-	-	-	-	-	Yukmcjxl	3tM	-	301	3lU+288	-	94.19000
O	PGI	83.000	8.99	Nc2	-	-	-	-	-	-	Xeukzanb	3hS	-	950	3kK+800	-	23.56200
U	RLB	740.000	1.98	Pqq	-	-	ZZZ	-	-	-	Zxcjsfob	3cS	-	215	3iM+215	-	395.00000
V	NVH	30.000	8.72	N3	-	-	-	-	-	-	Cwhmruwm	3iI	-	1200	3oE+1000	-	85.29200
Srn	GUK	70.150	-	II	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	JKA	90.000	9.46	Moo3	-	-	-	-	-	-	Tsvaxdol	3bZ	-	600	3xL+540	-	76.27544