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
Y	BVJ	16.000	2.85	-	RR	-	-	-	90.00%	-	Akraxdrp	SUFM	-	-	210	YITT+210	-	-
Y-1	IML	879.000	4.56	-	DDD	RRR	-	-	18.00%	-	Ywbdpbsd	BKXP	-	-	166.5	QTTX+166.5	-	-
K-2P	ZIS	80.000	8.34	-	III	-	-	-	25.00%	-	Bejroeqc	TOPH	-	-	185	ETFV+185	-	-
D-D	LEW	24.000	5.85	-	MM	-	-	-	14.00%	-	Xmjmvbei	QWLU	-	-	210	KDST+210	-	-
Qss	THG	564.400	-	-	JI	HY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144P/Qmx B; K-2P: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144G/Jlp L; Y: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144A/Rxn Y; D-D: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144Z/Ahs A; Qss: First Pay: 2025-11-15; Redemption: 2027-05-22; Registration: 144G/Nty V;

Deal Comments

Kjh-Cmzz Guhgjzq 2.00

Risk Retention

DK - Nrw

Pricing Speed

20% UWV

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 1998