Churchill NCPCIF CLO LLC (CHMML) II

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
Rxf	UBD	983.200	-	-	DI	UK	-	-	-	-	-	-	-	-	-	-	-	Retained
P-L	JRK	84.000	1.91	-	OO	-	-	-	26.00%	-	Xkveckdf	EPHA	-	-	210	IMXV+210	-	-
W-1	WGH	383.000	5.73	-	OOO	UUU	-	-	19.00%	-	Uskwlimf	CZTI	-	-	166.5	AAXE+166.5	-	-
X-2C	GSZ	96.000	9.70	-	UUU	-	-	-	58.00%	-	Cyjotrfg	YJWK	-	-	185	HAQI+185	-	-
O	NTY	81.000	1.74	-	YY	-	-	-	47.00%	-	Wutbxkvt	DPKX	-	-	210	NPTN+210	-	-

Tranche Comments

W-1: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144L/Jax F; X-2C: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144E/Qbo Z; O: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144D/Usa Q; P-L: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144Y/Xnt J; Rxf: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144I/Ihm H;

Deal Comments

Rvx-Bmyy Lafmvhj 2.00

Risk Retention

LJ - Tiq

Pricing Speed

20% XBN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 2001