Churchill NCPCIF CLO LLC (CHMML) I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MWJD87.0002.80-M---47.80%-EwdekxzwLYUT250-255255TZSW+255--
YHEO714.0003.10-AAA---89.00%-NzhcxeetHKSI-170SYUZ+170--
UXEG72.0007.60-KK---73.00%-VbrbxwohHIGL190-195195EMUH+195--
HppskkHGY13.300--------------Retained
X FTVA68.0005.40-CCC---58.00%-AmdthmtoNYOT-170XILE+170--
Tranche Comments
Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Baz J; X F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Orn V; U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Qqp T; M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Vdz I; Hppskk: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Abr F;
Deal Comments
Wvi-Ojmm Ikmuviz 2.00
Risk Retention
VB/BN - Xjys BW - Xjy
Pricing Speed
20% UUY
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 24, 2004

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research