Churchill NCPCIF CLO LLC (CHMML) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Teachers Insurance and Annuity Association of America (TIAA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q	YHG	22.000	2.70	-	C	-	-	-	22.40%	-	Adrcmloe	JSLJ	-	250-255	255	LBUB+255	-	-
G P	VVF	73.000	7.20	-	KKK	-	-	-	11.00%	-	Rdjfysko	TMXD	-	-	170	AXLR+170	-	-
Z	QFF	28.000	3.10	-	NN	-	-	-	34.00%	-	Bboasuke	PXDF	-	190-195	195	GCZK+195	-	-
Yzhhhm	VEH	42.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	QNX	705.000	7.60	-	III	-	-	-	33.00%	-	Ivjmbdsl	AACU	-	-	170	DJHU+170	-	-

Tranche Comments

Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Wic K; G P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Qbr T; Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Niz M; Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Xxo O; Yzhhhm: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Ixh X;

Deal Comments

Zjw-Nppp Zzexjri 2.00

Risk Retention

JR/RM - Xxhj RH - Xxh

Pricing Speed

20% OFX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2015