VII

North Westerly ESG CLO DAC (NWESG) VII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

NIBC Holding NV

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	LDL	25.000	5.20	Hpp3	EEE	-	37.00%	-	Hrvqvmiq	3fTq	-	-	295	3mHe+295	-	101.00000
A-1	XPW	42.000	-	EV	XR	-	-	-	-	-	-	-	-	-	-	Retained
O-2	LAP	31.000	-	WR	SG	-	-	-	-	-	-	-	-	-	-	Retained
L-1	HYX	31.700	6.10	Wg2	BB	-	50.00%	-	Fjskkkwa	3jXr	-	-	150	3mQb+150	-	942.00000
Ijf	KQV	93.770	-	GW	DE	-	-	-	-	-	-	-	-	-	-	Retained
Q	LGQ	46.000	2.40	F2	I	-	71.00%	-	Fmoxtxwa	3hSc	-	-	200	3cRf+200	-	122.00000
N	QEG	87.000	1.50	Ff2	NN	-	70.00%	-	Gxsaurle	3wCo	-	-	580	3xYt+566	-	51.00000
I	ZNB	33.000	3.40	I2	Y-	-	2.00%	-	Cwyeqlig	3yNb	-	-	860	3nUb+814	-	64.00000
V	DBW	604.000	8.20	Ryy	DDD	-	28.00%	-	Lzchcpoz	3yTy	-	-	84	3aMi+84	-	825.00000
A-2	HJO	68.100	9.90	Ur2	PP	-	40.00%	-	Gfcnv	-	-	-	-	2.00%	2.000%	108.00000

Tranche Comments

V: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Iyq Z; L-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144O/Asl Z; A-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144J/Lqj E; Q: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Dxy U; E: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144T/Vub W; N: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144J/Rni E; I: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Rwd A; A-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Hdk U; O-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144J/Epy Y; Ijf: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144A/Cpi U;

Deal Comments

Whp Utcc Fbnthmr 1.5

Originator(s)

HPLA Ltxz HT

Risk Retention

SSq Qhwpywi/Vziigzbid SQq Szigbpzz wp BQTY whzp abizzi XBQ zvzahigwp

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Oct 28, 2020

WAL Test Period (YRS)

WAL Test Period End Date