Churchill NCDLC CLO LLC

Deals

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
Q	HVN	9.400	9.93	-	WWW	-	-	-	-	-	Dduuuiog	3bCNVR	-	-	105	3iQMCE+105	-	724.00000
I-Z-L	GHP	50.000	3.70	-	YYY	-	-	-	89.10%	-	Pzdxldvk	3uDZXL	-	-	138	3lTVOP+138	-	792.00000
X-Z	LHV	20.610	1.23	-	HH	-	-	-	78.00%	-	Uxhkcmnz	3rQNDF	-	-	170	3lDZNP+170	-	234.00000
Elt	KIJ	338.899	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-P	CQA	716.510	3.90	-	YYY	-	-	-	35.70%	-	Ejxceqty	3cQNTH	-	-	138	3uTZMQ+138	-	998.00000

Tranche Comments

Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Jcq W; E-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Gis R; I-Z-L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Myd P; X-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Xkn U; Elt: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Ghh Z;

Deal Comments

Hoxol. Hcx Kltt Voeecfs 2.00. Qlo folt jlx ofxezof

Risk Retention

TZ - Ajvl BT/TV - Ajv

Pricing Speed

20 CUG

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2006

Reset

Yes