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
T	QQP	5.400	6.70	-	ZZZ	-	-	-	-	-	Vrswjveo	3mEVFF	-	105	3lXIMY+105	-	221.00000
Z-P-G	BLW	39.000	2.50	-	UUU	-	-	-	39.60%	-	Usdbbjdo	3nEVDO	-	138	3pJPNO+138	-	568.00000
Nyf	HOQ	842.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-Y	RUS	13.550	5.15	-	BB	-	-	-	48.00%	-	Bnhzsxfn	3nWYNX	-	170	3zPAUL+170	-	548.00000
A-P	WXE	970.360	8.20	-	III	-	-	-	70.20%	-	Aqaxfdia	3kDEVJ	-	138	3dZNHK+138	-	223.00000

Tranche Comments

T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Dvt B; A-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Omt E; Z-P-G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Lqw D; L-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Jep W; Nyf: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Chu P;

Deal Comments

Qfoft. Yyr Otbb Afsfyrc 2.00. Zqf rftb wto ooofvfr

Risk Retention

CP - Loqg CC/CH - Loq

Pricing Speed

20 UON

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2006

Reset

Yes

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	GTS	215.700	2.15	-	XXX	-	-	-	17.80%	-	Lbepbddv	CTHN	-	200	ABPZ+200	-	754.00000
Z	YNQ	6.000	1.14	-	BBB	-	-	-	-	-	Viqewbih	JPSI	-	140	HVXW+140	-	924.00000
L	ILM	64.900	8.11	-	XX	-	-	-	23.00%	-	Errahdct	GPKN	-	265	TAPB+265	-	325.00000
Raovqg	OOD	13.750	-	-	LS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: Registration: 144O/Iyz Q; L: Registration: 144E/Osd N; L: Registration: 144V/Ofq V; Raovqg: Registration: 144Y/Gcj F;

Deal Comments

Wjv Mvvv Xvoojmq 2.00

Risk Retention

FV - Uvb

Reinvestment Period (YRS)

8.4

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	RXY	1.000	2.50	-	EEE	-	-	-	-	-	Fhwqtpoq	QWYP	-	200	STTI+200	-	299.00000
O-S-W	VFZ	98.000	4.90	-	AAA	-	-	-	56.20%	-	Oxjyfuee	WXSZ	-	235	TLGJ+235	-	723.00000
D	JSO	57.400	3.30	-	PP	-	-	-	82.00%	-	Kevekhlp	DHLT	-	320	SGKO+320	-	663.00000
D-W-D	HKW	34.000	1.60	-	XXX	-	-	-	56.20%	-	Pjmfrzhp	IHZP	-	235	JPBS+235	-	427.00000
O-1	GHE	361.800	6.70	-	NNN	-	-	-	46.80%	-	Tsblpvtm	BSMC	-	235	TJLS+235	-	945.00000
Xlz	FSL	47.300	-	-	NL	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: Redemption: 2026-01-20; Registration: 144E/Mms U; O-1: Redemption: 2026-01-20; Registration: 144C/Vxl R; D-W-D: Redemption: 2026-01-20; Registration: 144K/Ijw S; O-S-W: Redemption: 2026-01-20; Registration: 144A/Xtw F; D: Redemption: 2026-01-20; Registration: 144U/Czw L; Xlz: Redemption: 2026-01-20; Registration: 144X/Dry A;

Deal Comments

Opx Ozss Dmkspah 2.00

Risk Retention

ZJ - Gudb BZ - Gud

Pricing Speed

20 AMV

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2015

TIAA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PTU	92.000	1.60	-	FFF-	-	-	-	91.00%	-	Wvzxcrpg	BKQN	-	415	A+415	-	Retained
O-B	QZH	60.000	5.21	-	OOO	-	-	-	61.10%	-	Ybwmvytx	JYTL	-	180	B+180	-	320.00000
N-1X	WHW	61.850	9.90	-	LLL	-	-	-	57.30%	-	Yhkct	AUCX	-	170	4.42%	-	47.25122
Mupfuq	XIR	24.908	-	-	ZF	-	-	-	-	-	-	-	-	-	-	-	513.00000
F	NHZ	13.100	5.13	-	O	-	-	-	36.00%	-	Cesvmxcf	QBAW	-	315	L+315	-	636.00000
K	LMT	10.380	9.32	-	CC	-	-	-	87.00%	-	Pykfmcnn	GSFE	-	230	W+230	-	588.00000
K-1	JEW	514.000	9.22	-	WWW	-	-	-	17.80%	-	Eyocvarx	XEFQ	-	180	L+180	-	611.00000