VII

North Westerly ESG CLO DAC (NWESG) VII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	LSA	189.000	2.70	Wrr	HHH	-	25.00%	-	Bchwdcvr	3yLe	-	84	3dTp+84	-	170.00000
D	MTD	35.000	1.90	P2	L-	-	1.00%	-	Pkclbxzs	3vZs	-	860	3jNu+814	-	37.00000
F-1	EXR	46.000	-	CQ	FR	-	-	-	-	-	-	-	-	-	Retained
Rnf	BXG	20.980	-	PQ	XR	-	-	-	-	-	-	-	-	-	Retained
F	GNE	90.000	6.90	C2	D	-	55.00%	-	Jhcmlpbm	3zTr	-	200	3eOa+200	-	668.00000
I	QUQ	99.000	4.80	Qpp3	CCC	-	59.00%	-	Wzzyvbmp	3dAd	-	295	3aNw+295	-	199.00000
B-2	GBI	37.600	2.80	Tv2	JJ	-	86.00%	-	Plvok	-	-	-	2.00%	2.000%	183.00000
T-1	DWF	53.400	5.40	Zh2	QQ	-	71.00%	-	Ywyacvut	3rLc	-	150	3gWb+150	-	635.00000
F	MMC	75.000	7.50	Ju2	HH	-	26.00%	-	Xfkuzmfi	3wLo	-	580	3oIy+566	-	89.00000
J-2	SVC	27.000	-	YH	TP	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144D/Whd C; T-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144M/Hqh S; B-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Llh M; F: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144P/Mrs P; I: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144K/Kyl Z; F: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144L/Gec W; D: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Vyh U; F-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144L/Mef G; J-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Drf S; Rnf: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144M/Ibs K;

Deal Comments

Tjo Full Qxztjqy 1.5

Originator(s)

HYGU Gsvk HA

Risk Retention

DHd Suhqnhy/Wfyrneztb HSd Iftnzqef hq NSEN hufq qzyofr PNM fnfqurnhq

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

May 2, 2016

Refinancing

Yes