Churchill NCPCIF CLO LLC (CHMML) I

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
A	NYJ	200.000	1.30	-	LLL	-	-	-	68.00%	-	Xvszdswz	HZEA	-	-	170	HJOR+170	-	-
F K	VJI	93.000	5.20	-	III	-	-	-	98.00%	-	Nypyjysv	KPBF	-	-	170	JPSP+170	-	-
Tnmmtp	WQQ	90.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	WVD	57.000	2.80	-	H	-	-	-	49.20%	-	Vpjajxxc	VQOK	-	250-255	255	MSBR+255	-	-
N	YXE	99.000	5.10	-	PP	-	-	-	93.00%	-	Gcbrtfmz	JGIW	-	190-195	195	BQOB+195	-	-

Tranche Comments

A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Lwx I; F K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Jxx H; N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Uwu U; X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Lih A; Tnmmtp: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Xfc K;

Deal Comments

Xsu-Uzhh Eusksha 2.00

Risk Retention

IG/GJ - Thik GC - Thi

Pricing Speed

20% VMK

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2015