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
G	MJM	9.000	4.40	-	NNN	-	-	-	-	-	Akhnuzin	QZSR	-	-	200	UPQA+200	-	667.00000
G-T-T	IQN	52.000	9.80	-	BBB	-	-	-	24.70%	-	Wfexdjvl	ANZI	-	-	235	LPWS+235	-	216.00000
T	VSU	74.300	9.70	-	FF	-	-	-	89.00%	-	Cehfuzdv	HXDD	-	-	320	UHBP+320	-	257.00000
E-1	QGI	547.100	6.50	-	SSS	-	-	-	58.20%	-	Ojswuxcn	CEJV	-	-	235	XSJI+235	-	851.00000
Uux	YGX	25.300	-	-	EA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-T-T	YUH	93.000	4.20	-	FFF	-	-	-	71.30%	-	Qrlsivoi	BBZS	-	-	235	KVIM+235	-	213.00000

Tranche Comments

G: Redemption: 2026-01-20; Registration: 144O/Fct V; E-1: Redemption: 2026-01-20; Registration: 144M/Cmx F; T-T-T: Redemption: 2026-01-20; Registration: 144Z/Dys O; G-T-T: Redemption: 2026-01-20; Registration: 144B/Ber O; T: Redemption: 2026-01-20; Registration: 144D/Dlr C; Uux: Redemption: 2026-01-20; Registration: 144L/Csn W;

Deal Comments

Hjg Ujyy Ntjljpf 2.00

Risk Retention

MI - Gxgb AM - Gxg

Pricing Speed

20 YYR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2021