Churchill NCDLC CLO LLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	FFW	4.800	5.93	-	ZZZ	-	-	-	-	-	Elcqdypr	3wNVOT	-	105	3zAEZD+105	-	599.00000
Ioi	LYG	413.323	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-P	PZC	651.580	1.80	-	KKK	-	-	-	20.80%	-	Nxzfjrwe	3pVPDE	-	138	3fJOZP+138	-	563.00000
C-S-M	AZB	24.000	4.70	-	PPP	-	-	-	25.50%	-	Izrobrma	3mLUTI	-	138	3gNTDX+138	-	125.00000
M-R	EEH	29.160	9.56	-	GG	-	-	-	20.00%	-	Ockvzytn	3dAEYM	-	170	3uEVXH+170	-	495.00000

Tranche Comments

G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144X/Cta B; F-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Jfo U; C-S-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Giu I; M-R: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Ycj D; Ioi: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Peb Y;

Deal Comments

Sbqbv. Ijy Smtt Bbyejgn 2.00. Zmb gbmt fmq gvqegbg

Risk Retention

VS - Wytd AV/VR - Wyt

Pricing Speed

20 DYM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2017

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	GCS	828.100	6.30	-	PPP	-	-	-	79.60%	-	Tpxbhpso	LHMQ	-	200	NXDE+200	-	822.00000
D	IFN	9.000	1.61	-	HHH	-	-	-	-	-	Yllpsibf	GCZI	-	140	NOTY+140	-	521.00000
X	APZ	79.200	5.25	-	YY	-	-	-	77.00%	-	Jrjdsqec	MXVV	-	265	KNKS+265	-	831.00000
Wsmlto	VSE	45.990	-	-	ON	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: Registration: 144H/Oyx I; T: Registration: 144C/Jbh P; X: Registration: 144M/Chn F; Wsmlto: Registration: 144U/Rrs U;

Deal Comments

Zht Dhss Ibrfhwd 2.00

Risk Retention

XG - Sgu

Reinvestment Period (YRS)

4.3

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-X-F	REZ	98.000	6.20	-	CCC	-	-	-	87.90%	-	Tcoypdmk	GVFR	-	235	ZKGK+235	-	831.00000
M	QSZ	2.000	4.90	-	SSS	-	-	-	-	-	Gcfjrinu	MOLL	-	200	QDHW+200	-	135.00000
P-Z-H	IZP	33.000	5.30	-	DDD	-	-	-	33.90%	-	Czzudwzy	ADNE	-	235	BEOJ+235	-	732.00000
K	EZQ	76.600	7.70	-	ZZ	-	-	-	12.00%	-	Kmmxrklf	BEMV	-	320	CLLC+320	-	709.00000
T-1	IIK	994.900	9.30	-	OOO	-	-	-	95.20%	-	Jzaleaym	WDUG	-	235	QJAM+235	-	150.00000
Uxq	XGR	37.800	-	-	AH	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Redemption: 2026-01-20; Registration: 144N/Esw W; T-1: Redemption: 2026-01-20; Registration: 144V/Nlm T; F-X-F: Redemption: 2026-01-20; Registration: 144P/Zjl V; P-Z-H: Redemption: 2026-01-20; Registration: 144Z/Kww F; K: Redemption: 2026-01-20; Registration: 144U/Mez W; Uxq: Redemption: 2026-01-20; Registration: 144G/Eyt M;

Deal Comments

Qhk Kgkk Tkmohgs 2.00

Risk Retention

AD - Qitc BA - Qit

Pricing Speed

20 OGT

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2021

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-O	QCV	37.000	6.29	-	EEE	-	-	-	86.50%	-	Ibzbvkkg	SUHI	-	180	P+180	-	354.00000
M-1	YOM	397.000	4.43	-	LLL	-	-	-	85.90%	-	Zslatvct	XISL	-	180	O+180	-	361.00000
A	UKB	87.230	8.21	-	NN	-	-	-	65.00%	-	Jdvfksmk	QXUA	-	230	H+230	-	568.00000
B	UNG	46.600	7.51	-	S	-	-	-	53.00%	-	Esjrudes	ISTG	-	315	H+315	-	418.00000
W	UII	37.000	8.20	-	ZZZ-	-	-	-	97.00%	-	Whjbxvns	NHXF	-	415	L+415	-	Retained
X-1E	JOK	41.180	6.32	-	RRR	-	-	-	22.20%	-	Tvhxh	MYNP	-	170	4.42%	-	19.61255
Jesdpx	RHA	11.573	-	-	CS	-	-	-	-	-	-	-	-	-	-	-	208.00000