Churchill NCPCIF 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
O-B	VTP	43.000	7.82	-	KK	-	-	-	70.00%	-	Ukoaqwud	TZQP	-	-	210	MEMD+210	-	-
C-2C	LQD	94.000	6.41	-	CCC	-	-	-	48.00%	-	Vvwszzmr	YUWR	-	-	185	MMLT+185	-	-
Xmy	BIO	926.900	-	-	BN	YB	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	YOU	657.000	6.59	-	TTT	GGG	-	-	59.00%	-	Azsykvzh	MZQP	-	-	166.5	LLPY+166.5	-	-
B	EPB	62.000	8.41	-	JJ	-	-	-	69.00%	-	Bxrmhcmz	ACWA	-	-	210	BUZU+210	-	-

Tranche Comments

T-1: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144B/Nwp Y; C-2C: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144N/Org H; B: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144V/Ypb J; O-B: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144P/Fcf G; Xmy: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144B/Yan W;

Deal Comments

Yxs-Qgtt Zvcsxep 2.00

Risk Retention

BJ - Jxu

Pricing Speed

20% HKX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2008