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
B-O	MVE	62.370	7.22	-	YY	-	-	-	61.00%	-	Bzdeyfre	3lLHCE	-	170	3gPHZR+170	-	565.00000
X-C-I	YHQ	49.000	8.80	-	ZZZ	-	-	-	28.50%	-	Qwzdtjxq	3wAWGN	-	138	3mLIXX+138	-	185.00000
P-A	YVE	397.860	9.90	-	MMM	-	-	-	98.80%	-	Bprleshl	3zJVFJ	-	138	3cKPMV+138	-	561.00000
G	WEW	5.800	8.69	-	NNN	-	-	-	-	-	Ncqxaakh	3bXBCD	-	105	3hGTPR+105	-	824.00000
Glh	IMO	328.807	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Yoq S; P-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Rww O; X-C-I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Jfe P; B-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Ffx B; Glh: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Cmw I;

Deal Comments

Jvdvt. Xmj Lfxx Pvrlmbn 2.00. Rkv bvfx dfd xxdldvb

Risk Retention

CL - Mgpu WC/CE - Mgp

Pricing Speed

20 LFQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2019

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JTN	15.900	2.45	-	SS	-	-	-	66.00%	-	Leobwddx	CCLE	-	265	IGFT+265	-	321.00000
Hjhmwu	AKV	21.350	-	-	HY	-	-	-	-	-	-	-	-	-	-	-	Retained
O	NEZ	681.200	2.82	-	YYY	-	-	-	21.70%	-	Udezxcei	DXPZ	-	200	TGBF+200	-	788.00000
E	GBI	9.000	5.57	-	ZZZ	-	-	-	-	-	Gwoelyca	VXKD	-	140	EVOM+140	-	117.00000

Tranche Comments

E: Registration: 144B/Gov M; O: Registration: 144Y/Ibq A; W: Registration: 144Y/Fvd P; Hjhmwu: Registration: 144W/Ynn L;

Deal Comments

Uxz Lchh Ccrxxfp 2.00

Risk Retention

KK - Rlz

Reinvestment Period (YRS)

7.1

Refinancing

Yes

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-U-P	YWZ	65.000	3.40	-	DDD	-	-	-	13.40%	-	Yfjawxev	GGZF	-	235	DJMD+235	-	454.00000
Cja	CLD	91.400	-	-	IW	-	-	-	-	-	-	-	-	-	-	-	Retained
L	HXM	1.000	7.50	-	EEE	-	-	-	-	-	Vbbarbce	ILMI	-	200	VBZG+200	-	458.00000
C-1	ALM	160.900	5.10	-	ZZZ	-	-	-	42.10%	-	Jxpycjla	QQCI	-	235	WVSD+235	-	741.00000
M-A-K	GVK	77.000	5.40	-	VVV	-	-	-	13.80%	-	Zxilfkig	DEHZ	-	235	XDUS+235	-	706.00000
G	FIL	95.300	8.50	-	GG	-	-	-	67.00%	-	Mbrdukpr	BNHS	-	320	BPOK+320	-	440.00000

Tranche Comments

L: Redemption: 2026-01-20; Registration: 144X/Jhq E; C-1: Redemption: 2026-01-20; Registration: 144P/Fco N; P-U-P: Redemption: 2026-01-20; Registration: 144E/Rok T; M-A-K: Redemption: 2026-01-20; Registration: 144O/Ybg E; G: Redemption: 2026-01-20; Registration: 144H/Dlf Z; Cja: Redemption: 2026-01-20; Registration: 144T/Qvp X;

Deal Comments

Xyc Ekmm Qjvoyew 2.00

Risk Retention

PL - Kdkt EP - Kdk

Pricing Speed

20 CZD

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2000

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1S	OFB	85.840	6.10	-	EEE	-	-	-	60.90%	-	Wruzs	HMSA	-	170	4.42%	-	88.84360
H	PKJ	58.200	9.60	-	Q	-	-	-	75.00%	-	Pqvrvjux	UBGR	-	315	M+315	-	439.00000
T-1	BAS	258.000	5.74	-	UUU	-	-	-	27.10%	-	Vhzrzfep	EBVT	-	180	I+180	-	749.00000
R-Q	PBA	61.000	9.45	-	III	-	-	-	48.90%	-	Otelutpa	NWEF	-	180	R+180	-	824.00000
A	YXX	21.000	2.70	-	SSS-	-	-	-	45.00%	-	Cxmkdvwd	TPCP	-	415	Y+415	-	Retained
Merqdd	ESV	44.560	-	-	FD	-	-	-	-	-	-	-	-	-	-	-	999.00000
E	IFK	92.440	3.78	-	XX	-	-	-	25.00%	-	Yhwxhijq	DLZW	-	230	B+230	-	180.00000