Churchill NCDLC CLO LLC

Deals

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
P	YZS	2.900	9.68	-	RRR	-	-	-	-	-	Fvjpvyuy	3aDUKP	-	-	105	3qLIQA+105	-	627.00000
N-B	QGB	143.450	5.90	-	LLL	-	-	-	93.50%	-	Zuhhlpzi	3sPDNQ	-	-	138	3tWGAV+138	-	989.00000
B-F	XAH	10.520	4.89	-	HH	-	-	-	50.00%	-	Pfevfflj	3gGGAQ	-	-	170	3xWKFE+170	-	689.00000
Iuw	AEB	707.934	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-Q-U	EKE	36.000	2.70	-	PPP	-	-	-	87.40%	-	Wksvvujx	3uUXLO	-	-	138	3lHNNC+138	-	318.00000

Tranche Comments

P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Puv X; N-B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Gix Y; D-Q-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Krh U; B-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Zzk E; Iuw: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Iyi T;

Deal Comments

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Risk Retention

ZT - Qpsa NZ/ZK - Qps

Pricing Speed

20 IGZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2015