Churchill NCDLC CLO LLC (CHMML) II

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HXNQ19.1002.50-EE---76.00%-DkorxvqmZYBN-320UPYE+320-771.00000
D-H-MCIW80.0002.70-VVV---81.30%-QcavbpagQQKP-235BELC+235-756.00000
WnrOFJ67.700--TF-----------Retained
REBU1.0001.70-UUU-----OkubmrysEOIB-200SLPI+200-233.00000
S-J-SVMP99.0009.70-DDD---46.10%-MslpuyuuWOCC-235NBFK+235-669.00000
E-1WBS150.1008.90-HHH---29.80%-DckfxzyzLWTW-235KQIA+235-262.00000
Tranche Comments
R: Redemption: 2026-01-20; Registration: 144W/Asu W; E-1: Redemption: 2026-01-20; Registration: 144O/Ibd K; S-J-S: Redemption: 2026-01-20; Registration: 144I/Vzx P; D-H-M: Redemption: 2026-01-20; Registration: 144Y/Xvv Z; H: Redemption: 2026-01-20; Registration: 144B/Cot D; Wnr: Redemption: 2026-01-20; Registration: 144Q/Xjj O;
Deal Comments
Xso Oamm Lybcsrv 2.00
Risk Retention
WG - Gjzv GW - Gjz
Pricing Speed
20 YDM
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 11, 2005

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