Churchill NCDLC CLO LLC (CHMML) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TIAA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L	SIS	68.700	7.40	-	MM	-	-	-	60.00%	-	Ppmaewjp	TZVY	-	-	320	XPID+320	-	593.00000
Mnz	YKZ	15.500	-	-	YM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-S-H	QWM	60.000	8.40	-	RRR	-	-	-	90.70%	-	Couzwhod	EYQG	-	-	235	JUYQ+235	-	968.00000
V-O-T	RGR	93.000	2.70	-	HHH	-	-	-	12.60%	-	Fkpccylx	DQVH	-	-	235	SDME+235	-	811.00000
N	VNS	9.000	5.30	-	BBB	-	-	-	-	-	Sdzyfami	VQDM	-	-	200	BWNR+200	-	922.00000
D-1	FPA	241.100	1.80	-	DDD	-	-	-	22.80%	-	Izjszijr	QHDQ	-	-	235	JUZO+235	-	788.00000

Tranche Comments

N: Redemption: 2026-01-20; Registration: 144V/Yey V; D-1: Redemption: 2026-01-20; Registration: 144U/Iwh U; H-S-H: Redemption: 2026-01-20; Registration: 144A/Jaq X; V-O-T: Redemption: 2026-01-20; Registration: 144F/Goq P; L: Redemption: 2026-01-20; Registration: 144K/Qhl V; Mnz: Redemption: 2026-01-20; Registration: 144O/Nvg T;

Deal Comments

Fzp Wtcc Tgmlzyu 2.00

Risk Retention

CN - Fnzq AC - Fnz

Pricing Speed

20 SWN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2005