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
I	LET	91.000	2.30	-	B	-	-	-	31.40%	-	Jkuqxoix	UIQL	-	250-255	255	YPUJ+255	-	-
V	WPL	288.000	6.70	-	KKK	-	-	-	10.00%	-	Dvjsolel	EILN	-	-	170	QJIR+170	-	-
F L	VLP	67.000	1.90	-	GGG	-	-	-	25.00%	-	Pdusdhmh	KWTE	-	-	170	BKWJ+170	-	-
Igwllm	ZCX	40.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	BBI	77.000	9.40	-	EE	-	-	-	18.00%	-	Myjlkjxn	GEWT	-	190-195	195	MDWU+195	-	-

Tranche Comments

V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Ozi G; F L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Rzh F; P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Qwm I; I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Ksl L; Igwllm: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Kpe P;

Deal Comments

Ibz-Rgmm Fbgzbtd 2.00

Risk Retention

PB/BV - Noya BU - Noy

Pricing Speed

20% ZVT

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2013