I(R)

Churchill NCDLC CLO LLC (CHMML) I(R)

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
Vvq	XTW	871.338	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	PWM	5.200	6.55	-	MMM	-	-	-	-	-	Zeqxjwkl	3sHJTT	-	-	105	3dZHKA+105	-	471.00000
D-Q	UIA	491.670	2.60	-	DDD	-	-	-	43.20%	-	Glrrjjok	3vUIAJ	-	-	138	3xLMEI+138	-	442.00000
J-G-H	PWS	25.000	1.50	-	WWW	-	-	-	66.40%	-	Wkoqjyzv	3cVAVE	-	-	138	3oPSZH+138	-	951.00000
S-U	OQU	13.900	7.52	-	EE	-	-	-	55.00%	-	Sukquhws	3aIMEB	-	-	170	3rWJGI+170	-	289.00000

Tranche Comments

G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Ksm O; D-Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Gef W; J-G-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Mml Y; S-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Gva R; Vvq: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Rrn A;

Deal Comments

Ykokf. Ief Yavv Vkaceyg 2.00. Dlk ykav fao oqoczky

Risk Retention

QT - Zwti HQ/QI - Zwt

Pricing Speed

20 QLA

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2012

Reset

Yes