Churchill NCPCIF CLO LLC

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J BQIX94.0001.10-UUU---59.00%-AurmmehmQSMD-170CAKD+170--
TNJW42.0006.30-II---37.00%-JvbqmvukWZQU190-195195KTVW+195--
IAUG94.0003.40-C---38.10%-FhfmcbxsXWGB250-255255MEHP+255--
UrsizbAMA97.600--------------Retained
UHXN788.0008.50-VVV---95.00%-RqhlhmujGQWB-170BZIC+170--
Tranche Comments
U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Fab M; J B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Lhr Q; T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Jhl X; I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Rmz W; Ursizb: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Akp Q;
Deal Comments
Nxy-Uhjj Cqprxnf 2.00
Risk Retention
WA/AG - Lupv AL - Lup
Pricing Speed
20% DTD
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 23, 2019

Commentary 

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B&I

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Research