Churchill NCDLC CLO LLC (CHMML) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Teachers Insurance and Annuity Association of America (TIAA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M-R-M	TZL	39.000	1.90	-	GGG	-	-	-	99.30%	-	Qjxhvjtq	PHWZ	-	-	235	EMLB+235	-	730.00000
H-Z-M	TSD	44.000	1.10	-	GGG	-	-	-	91.40%	-	Aspfdjeq	IIFQ	-	-	235	SHFP+235	-	432.00000
Fij	UWR	71.400	-	-	KL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	ASI	6.000	5.60	-	DDD	-	-	-	-	-	Numccsss	PNVJ	-	-	200	DCBJ+200	-	162.00000
D-1	FPL	677.700	2.10	-	BBB	-	-	-	27.80%	-	Yrxjqyig	PUWY	-	-	235	EQBH+235	-	327.00000
V	AOD	40.800	8.10	-	NN	-	-	-	84.00%	-	Tkjhpyzg	VPDI	-	-	320	GGIA+320	-	526.00000

Tranche Comments

Z: Redemption: 2026-01-20; Registration: 144Y/Eky M; D-1: Redemption: 2026-01-20; Registration: 144K/Foh R; M-R-M: Redemption: 2026-01-20; Registration: 144T/Zsn G; H-Z-M: Redemption: 2026-01-20; Registration: 144B/Ejx P; V: Redemption: 2026-01-20; Registration: 144N/Frz P; Fij: Redemption: 2026-01-20; Registration: 144E/Ivl O;

Deal Comments

Rvh Snoo Xpomvcw 2.00

Risk Retention

NK - Pqri YN - Pqr

Pricing Speed

20 XJH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 1999

Reset

Yes